搜索结果: 1-15 共查到“概率论 PROCESSES”相关记录54条 . 查询时间(0.261 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Ergodicity of non-stationary stochastic processes
非平稳 随机过程 遍历性
font style='font-size:12px;'>
2023/4/13
I will discuss the ergodicity of two kinds of non-stationary processes: random periodic processes and random quasi-periodic processes. I will describe periodic measures, quasi-periodic measures and th...
2018年随机过程研讨会（2018 Seminar on Stochastic Processes）
2018年 随机过程 研讨会
font style='font-size:12px;'>
2017/12/20
The Seminar on Stochastic Processes 2018 (SSP2018), will be held from May 9 through May 12, 2018 at Brown University, Providence, Rhode Island. From May 9 - 11 the meeting will take place at the Inst...
LIMIT THEOREMS FOR LOCALLY PERTURBED PLANAR LORENTZ PROCESSES
LOCALLY PERTURBED PLANAR PROCESSES
font style='font-size:12px;'>
2015/9/29
Modify the scatterer conguration of a planar, nitehorizon Lorentz process in a bounded domain. Sinai asked in
1981 whether for the diffusively scaled variant of the modied
process convergence to Bro...
On times to quasi-stationarity for birth and death processes
Probability the space independent index variable parameter the dirichlet conditions
font style='font-size:12px;'>
2015/7/8
The purpose of this paper is to present a probabilistic proof of the well-known result stating that the time needed by a continuous-time finite birth and death process for going from the left en...
Martingale transform and Levy Processes on Lie Groups
Martingale transform Levy Processes Lie Groups Probability
font style='font-size:12px;'>
2012/6/29
This paper constructs a class of martingale transforms based on L\'evy processes on Lie groups. From these, a natural class of bounded linear operators on the $L^p$-spaces of the group (with respect t...
On the Finite Dimensional Joint Characteristic Function of Levy's Stochastic Area Processes
the Finite Dimensional Joint Characteristic Function Levy's Stochastic Area Processes Probability
font style='font-size:12px;'>
2012/6/25
The goal of this paper is to derive a formula for the finite dimensional joint characteristic function (the Fourier transform of the finite dimensional distribution) of the coupled process ${(W_{t},L_...
Asymptotic behavior of critical primitive multi-type branching processes with immigration
Asymptotic behavior critical primitive multi-type branching processes immigration Probability
font style='font-size:12px;'>
2012/5/24
Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, pos...
Stationary distributions for a class of generalized Fleming-Viot processes
generalized Fleming-Viot process measure-valued branching process stable random measure
font style='font-size:12px;'>
2012/5/9
We identify stationary distributions of generalized Fleming-Viot processes with jump mechanisms specified by certain beta laws together with a parameter measure. Each of these distributions is obtaine...
Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms
Jump-type Hunt process semi-Dirichlet form censored pro-cess stable-like process
font style='font-size:12px;'>
2012/4/16
Let $E$ be a locally compact separable metric space and $m$ be a positive Radon measure on it. Given a nonnegative function $k$ defined on $E\times E$ off the diagonal whose anti-symmetric part is ass...
FunctionaL Regular Variation of Levy-driven Multivariate Mixed Moving Average Processes
cadlag sample paths functional regular variation heavy tails Levy basis mixed moving average process
font style='font-size:12px;'>
2012/4/18
We consider the functional regular variation in the space $\mathbb{D}$ of c\`adl\`ag functions of multivariate mixed moving average (MMA) processes of the type $X_t = \int\int f(A, t - s) \Lambda (d A...
One-sided FKPP travelling waves in the context of homogenous fragmentation processes
FKPP equation travelling wave homogenous fragmentation process killed fragmentation product martingale spectrally negative Levy process
font style='font-size:12px;'>
2012/4/23
In this paper we introduce the one-sided FKPP equation in the context of homogenous fragmentation processes. More specifically, the main result of the present paper is concerned with the existence and...
Extensions of diffusion processes on intervals and Feller's boundary conditions
Extensions of diffusion processes intervals Feller's boundary conditions Probability
font style='font-size:12px;'>
2012/4/17
For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary point...
A canonical form for Gaussian periodic processes
gaussian processes Karhunen-Loeve's theorem periodic processes stationary processes
font style='font-size:12px;'>
2012/2/29
This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonome...
Path Results for Symmetric Jump Processes
Jump Processes symmetric processes support theorem occupation times Dirichlet forms
font style='font-size:12px;'>
2012/3/1
We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a suppor...
Empirical likelihood for first-order random coefficient integer-valued autoregressive processes
INAR model Conditional least square Asymptotic distribution Hypothesis Testing Maximum empirical likelihood
font style='font-size:12px;'>
2011/11/5
This paper studies the empirical likelihood method for a first-order random coefficient integer-valued autoregressive model. The limiting distribution of the log empirical likelihood ratio statistic i...