搜索结果: 1-15 共查到“理论统计学 Random Walks”相关记录23条 . 查询时间(0.155 秒)
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
namely mutiplicative cascades structure function
2011/3/24
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
Random walks-a sequential approach
Control chart nonparametric smoothing sequential analysis unit roots weighted partial sum process
2010/3/9
In this paper sequential monitoring schemes to detect nonparametric drifts
are studied for the random walk case. The procedure is based on a kernel smoother. As
a by-product we obtain the asymptotic...
Random limit theorems for random walks conditioned to stay positive
Random limit theorems random walks stay positive
2009/9/24
Random limit theorems for random walks conditioned to stay positive。
Functional random central limit theorems for random walks conditioned to stay positive
Functional random central limit theorems random walks stay positive
2009/9/24
Functional random central limit theorems for random walks conditioned to stay positive。
Random walks with random indices and negative drift conditioned to stay positive
Random walks with random indices negative drift stay positive
2009/9/24
Random walks with random indices and negative drift conditioned to stay positive。
Conditioned random walks with random indices。
Deformations of the semicircle law derived from random walks on free groups
Deformations of the semicircle law random walks on free groups
2009/9/22
New l-parameter families of central limit distributions
are investigated by means of random walks on trees associated with
free groups under two kinds of states: one is Haagerup's function and
the ...
Recurrence theorems for Markov random walks
Markov random walk random walk with stationary increments recurrence point
2009/9/21
Let (M,, SJnao be a Markov random walk whose
driving chain (M,JnbwDith general. state space (9,G ) is ergodic with
unique stationary distribution 4. Providing n- S, + 0 in probability
under PI,it i...
APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MARTRIX WITH SINGULAR RATIONAL SYIVlB0L TO RANDOM WALKS
Toeplitz matrices rational singular symbol random walk on a finite interval
2009/9/18
In the paper we study the random walks zy=,Xi on
the interval [O, Nj c 2, where Xi are i.i.d. random variables with
characteristic function @ = (1 -cos 0) 1 f'I2 Here f is a rational function.
We ...
CRITERIONS OF THE SlMILARITY FOR RANDOM WALKS AND BIRTH-AND-DEATH PROCESSES
Associated polynomials measures of orthogonality similar random walks
2009/9/18
This paper is devoted to study the similarity of birthand-
death processes with a discrete and continuous time. We discuss
some relations between the measures of orthogonality of the associated
pol...
A survey of results on random random walks on finite groups
random walk finite group Upper Bound Lemma Fourier analysis
2009/5/18
A number of papers have examined various aspects of ``random random walks'' on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss s...
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Pitman's representation three-dimensional Bessel process telegrapher s equation queue Burke's theorem
2009/5/4
Let $(xi_k, kge 0)$ be a Markov chain on ${-1,+1}$ with $xi_0=1$ and transition probabilities $P(xi_{k+1}=1| xi_k=1)=a>b=P(xi_{k+1}=-1| xi_k=-1)$. Set $X_0=0$, $X_n=xi_1+cdots +xi_n$ and $M_n=max_{0le...
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Probabilities Wienertest Paley-Zygmund inequality
2009/5/4
We consider a continuous time random walk on the d-dimensional lattice Zd: the jump rates are time dependent, but symmetric and strongly elliptic with ellipticity constants independent of time. We inv...
A Non-Ballistic Law of Large Numbers for Random Walks in I.I.D. Random Environment
random walk in random environment RWRE law of large numbers
2009/4/29
We prove that random walks in i.i.d. random environments which oscillate in a given direction have velocity zero with respect to that direction. This complements existing results thus giving a general...
Geodesics and Recurrence of Random Walks in Disordered Systems
Random environment with stationary conductances Geodesicsin in first-passage percolation model Recurrence and transience
2009/4/29
In a first-passage percolation model on the square lattice $Z^2$, if the passage times are independent then the number of geodesics is either $0$ or $+infty$. If the passage times are stationary, ergo...