搜索结果: 1-13 共查到“统计学 martingale”相关记录13条 . 查询时间(0.078 秒)
Martingale Couplings and Bounds on the Tails of Probability Distributions
Martingale Couplings Probability Distributions
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2011/7/19
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement.
A martingale approach to continuous time marginal structural models
martingale approach continuous time marginal structural models
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2010/3/17
Marginal structural models were introduced in order to provide
estimates of causal effects from interventions based on observational studies
in epidemiological research. We present a variant of the ...
Weak martingale Hardy spaces
Weak martingale Hardy spaces
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2009/9/22
Weak martingale Hardy spaces generated by an operator
T are investigated. The concept of weak atoms is introduced and
an atomic decomposition of the space wW; is given if the operator T is
predicta...
On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
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2009/9/22
Let (X(t); f E N') be a random sequence adopted to .
a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If
none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...
Martingale characterizations of stochastic processes on compact groups
Martingale characterizations of stochastic processes compact groups
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2009/9/22
By a classical result of P. Lbvy, the Brownian motion
(Btjtb0 on R may be characterized as a continuous process on R such
that (B,),,, and (3;-t),,, are martingales. Generalizations of this
result ...
Proofs of the martingale FCLT
functional central limit theorems martingales diffusion approximations invariance principles
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2009/5/18
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-di...
Martingale proofs of many-server heavy-traffic limits for Markovian queues
multiple-server queues many-server heavy-traffic limits for queues diffusion approximations martingales functional central limit theorems
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2009/5/18
This is an expository review paper illustrating the “martin- gale method” for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximatio...
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Martingale Representation Logarithmic Sobolev Inequality Hypercontractivity PathSpace
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2009/5/8
We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operato...
An Exponential Martingale Equation
Backward stochastic dierential equation exponential martingale
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2009/4/22
We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.
An Exponential Martingale Equation
Exponential Martingale Equation BMO martingales
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2009/4/2
We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.
Some remarks on tangent martingale difference sequences in L1-spaces
tangent martingale difference sequences L1-spaces
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2009/3/31
Let X be a Banach space. Suppose that for all p in (1, ∞) a constant Cp,X depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequenc...
Martingale selection problem and asset pricing in finite discrete time
Martingale selection problem asset pricing finite discrete time
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2009/3/23
Given a set-valued stochastic process (Vt)t=0,...,T, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors ξt in Vt, admitting an equivalent marting...
A martingale on the zero-set of a holomorphic function
zero-set holomorphic function complex analysis
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2009/3/23
We give a simple probabilistic proof of the classical fact from complex analysis that the zeros of a holomorphic function of several variables are never isolated and that they are not contained in any...