搜索结果: 1-15 共查到“Poisson process”相关记录15条 . 查询时间(0.125 秒)
Forward-Backward Doubly Stochastic Differential Equations with Brownian Motions and Poisson Process
Forward-backward doubly stochastic differential equations stochastic analysis random measure Poisson process
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2011/11/7
The existence and uniqueness for solution of backward doubly stochastic differential equations with Brownian motions and Poisson process and that of forward-backward doubly stochastic differential equ...
The Space-Fractional Poisson Process
Space-fractional Poisson process Backward shift operator Discrete stable distributions Stable subordinator
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2011/9/8
Abstract: In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k...
Behavior of an Almost Semicontinuous Poisson Process on a Markov Chain Upon Attainment of A Level
Semicontinuous Poisson Process Markov Chain Probability
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2011/8/31
Abstract: We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive l...
Full characterization of the fractional Poisson process
Full characterization fractional Poisson process Data Analysis
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2011/7/25
Abstract: The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very usef...
Optimal detection of a change-set in a spatial Poisson process
Sequential detection problem optimal stopping point process
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2010/12/14
We generalize the classic change-point problem to a “change-set” framework: a spatial Poisson process changes its intensity on an unobservable random set. Optimal detection of the set is defined by ma...
A generalized quasi-likelihood estimation of a Poisson process
Quasi-likelihood method Non-orthogonal estimating functions
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2010/9/15
In this paper, generalized quasi-likelihood estimation for a Poisson Process model with a dependent structure is developed incorporating knowledge of skewness and kurtosis. This is a generalization of...
Efficient sequential plans for nonhomogeneous Poisson process
Efficient sequential plans nonhomogeneous Poisson process
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2009/9/24
Efficient sequential plans for nonhomogeneous Poisson process。
On some connections between random partitions of the unit segment and the Poisson process
some connections random partitions of the unit segment the Poisson process
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2009/9/22
Let D, be the diameter of a partition of the interval [0, t]
by renewal moments of a standard Poisson process. Then DJln t + 1 for
t + co, in probability. Other theorems on diameters are obtained. J...
Layering of the Poisson process in the quadrant
Planar Poisson process kth layer process modified Bessel function
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2009/9/21
We csnsider the hereasing sequenm af non-interngetirng
monotone decreasing srg prommes Y: (F}, n = 1, 2, . . , (t > 01,
whose jump points mver all the points of the h~mogencous rate 1
Poisson proam...
Bayesian Modelling for Multivariate Lifetime Data with a Homogeneous Poisson Process with a Frailty Term
Bayesian Modelling Multivariate Lifetime Data a Homogeneous Poisson Process a Frailty Term
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2009/9/17
Bayesian Modelling for Multivariate Lifetime Data with a Homogeneous Poisson Process with a Frailty Term。
Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Random graphs degree distribution Poisson process stable matching stationary model
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2009/4/29
Let $[mathcal{P}]$ be the points of a Poisson process on $RR^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant...
Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Poisson process Stationary random graphs
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2009/4/22
Let $[mathcal{P}]$ be the points of a Poisson process on $RR^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant...
Corners and Records of the Poisson Process in Quadrant
Poisson Process quadrant
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2009/3/19
The scale-invariant spacings lemma due to Arratia, Barbour and Tavaré establishes the distributional identity of a self-similar Poisson process and the set of spacings between the points of this proce...
Scaling and memory in the non-poisson process of limit order cancelation
Econophysics Inter-cancelation duration Scaling Long memory Multifractal nature
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2010/11/2
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the...
Some Results for the Compound Poisson Process That is Perturbed by Diffusion
compound Poisson process diffusion ruin Probability
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2007/12/10
In the present paper surplus process perturbed by diffusion are considered. The distributions of the surplus immediately before and at ruin corresponding to the probabilities of ruin caused by oscilla...