搜索结果: 1-15 共查到“统计学 Brownian”相关记录80条 . 查询时间(0.078 秒)
Multitype Branching Brownian Motion and Traveling Waves
Multitype branching Brownian motion Spine approach Ad- ditive martingale Traveling wave solution
font style='font-size:12px;'>
2016/1/25
This article studies the parabolic system of equations which is closely related to multitype branching Brownian motion. Particular attention is paid to the monotone traveling wave solutions of this sy...
Multitype Branching Brownian Motion and Traveling Waves
Multitype branching Brownian motion Spine approach Ad- ditive martingale Traveling wave solution
font style='font-size:12px;'>
2016/1/20
This article studies the parabolic system of equations which is closely related to multitype branching Brownian motion. Particular attention is paid to the monotone traveling wave solutions of this sy...
On the Maximum Workload of a Queue Fed by Fractional Brownian Motion
Long-range dependence queues fractional Brownian motion extreme values
font style='font-size:12px;'>
2015/7/8
Consider a queue with a stochastic fluid input process modeled as fractional Brownian motion (fBM). When the queue is stable, we prove that the maximum of the workload process observed over an interva...
The maximum likelihood drift estimator for mixed fractional Brownian motion
mixed fractional Brownian motion maximum likelihood estimator large sample asymptotic
font style='font-size:12px;'>
2012/9/18
The paper is concerned with the maximum likelihood estimator (MLE) of the unknown drift parameterθ∈Rin the continuous-time regression model Xt =θt+Bt +BHt,t ∈[0, T] whereBt is the Brownian motion and ...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid
font style='font-size:12px;'>
2011/7/19
In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in (1/4,1/2)$...
Reconstruction of Fractional Brownian Motion Signals From Its Sparse Samples Based on Compressive Sampling
Compressive Sampling fractional Brownian motion interpolation financial time-series fractal
font style='font-size:12px;'>
2011/6/21
This paper proposes a new fBm (fractional Brownian
motion) interpolation/reconstruction method from partially
known samples based on CS (Compressive Sampling). Since 1/f
property implies power law ...
Identification of the Multivariate Fractional Brownian Motion
Self similarity Multivariate process Long-range dependence Discrete variations Parametric estimation
font style='font-size:12px;'>
2011/3/21
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p...
Identification of the Multivariate Fractional Brownian Motion
Self similarity Multivariate process Long-range dependence Discrete variations Parametric estimation
font style='font-size:12px;'>
2011/3/23
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p...
Integral representations and properties of operator fractional Brownian motions
dichotomy principle integral representations long-range dependence multivariate Brownian motion operator fractional Brownian motion operator self-similarity
font style='font-size:12px;'>
2011/3/18
Operator fractional Brownian motions (OFBMs) are (i) Gaussian, (ii) operator self-similar and (iii) stationary increment processes. They are the natural multivariate generalizations of the well-studie...
Two switching multiple disorder problems for Brownian motions
Multiple disorder problem optimal switching problem Brownian motion
font style='font-size:12px;'>
2010/11/8
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability ...
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
discrete Wick calculus fractional Brownian motion weak convergence
font style='font-size:12px;'>
2010/10/19
We approximate the solution of some linear systems of SDEs driven by a fractional Brownian motion $B^H$ with Hurst parameter $H\in(\frac{1}{2},1)$ in the Wick--It\^{o} sense, including a geometric fra...
Rejoinder: Brownian distance covariance
Brownian distance covariance
font style='font-size:12px;'>
2010/10/19
First of all we want to thank the editor, Michael Newton, for leading the review and discussion of our work.
Brownian distance covariance
Distance correlation dcor Brownian covariance
font style='font-size:12px;'>
2010/10/14
Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation...
On the almost sure convergence of the square variation of the Brownian motion
the almost sure convergence the square variation the Brownian motion
font style='font-size:12px;'>
2009/9/24
On the almost sure convergence of the square variation of the Brownian motion。
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables
Weak convergence the Brownian motion independent random variables
font style='font-size:12px;'>
2009/9/23
Weak convergence to the Brownian motion of the partial sums of infima of independent random variables。