搜索结果: 1-15 共查到“continuous time”相关记录87条 . 查询时间(0.14 秒)
DynaDiffuse: A Dynamic Diffusion Model for Continuous Time Constrained Influence Maximization
A Dynamic Diffusion Model Constrained Influence Maximization
2016/1/22
Studying the spread of phenomena in social networks is critical but still not fully solved. Existing influence max-imization models assume a static network, disregarding its evolution over time. We in...
On characterizations of Metropolis type algorithms in continuous time
Metropolitan type algorithm personality traits
2015/7/7
On characterizations of Metropolis type algorithms in continuous time。
Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals
Method of moments parameter estimation Markov process
2015/7/6
We introduce a family of generalized-method-of-moments estimators of the parameters of a continuous-time Markov process observed at random time intervals. The results include strong consistency, asymp...
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding
Optimal Portfolio Rules Continuous Time Consumption Binding
2015/5/13
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding.
Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains
Homogeneity in time sequential dependency semi-Markov process football
2015/3/23
Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particula...
Exact, complete, and universal continuous-time worldline Monte Carlo approach to the statistics of discrete quantum systems
Quantum monte carlo procedures discretization discrete Hilbert space green's function
2014/12/22
We show how the worldline quantum Monte Carlo procedure, which usually relies on an artificial time discretization, can be formulated directly in continuous time, rendering the scheme exact. For an ar...
Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains
Haldane equality current fluctuations fluctuation theorems
2014/12/5
In probability theory, equalities are much less than inequalities. In this paper, we find a series
of equalities which characterize the symmetry of the forming times of a family of similar cycles
fo...
This paper is a note on the use of Bayesian nonparametric mixture models for continuous time series. We identify a key requirement for such models, and then establish that there is a single type of mo...
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Stock price model random walk Gaussian processes weak con-vergence
2012/9/14
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
Extending Becker's Time Allocation Theory to Model Continuous Time Blocks: Evidence from Daylight Saving Time
time allocation continuous time blocks daylight saving time
2012/10/23
Most activities in life require a certain amount of continuous time. Yet, in the traditional economic model of time allocation, the time block is not taken into account. Hence, the same amount of util...
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
Potentially complete market Continuous-time financial market Radner equilibrium It坥 diffusion
2012/9/14
We prove that in smooth Markovian continuous杢ime economies with potentially complete asset markets, Radner equilibria with endoge-nously complete markets exist.
Second-order continuous-time non-stationary Gaussian autoregression
Lyapunov Exponent Maximum Likelihood Estimation Asymptotic Mixed Normality Non-Normal Limit Distribution Rate of Convergence
2012/6/27
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochasti...
Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time
mean-variance criterion Markowitz problem portfolio optimisation time consistency time-inconsistent optimal control
2012/6/5
It is well known that mean-variance portfolio selection is a time-inconsistent optimal control problem in the sense that it does not satisfy Bellman's optimality principle and therefore the usual dyna...
Power Efficient Continuous-Time Delta-Sigma Modulator Architectures for Wideband Analog to Digital Conversion
Analog-to-Digital Conversion CMOS Integrated Circuit Continuous-Time Delta-Sigma Modulator Low-Power Wideband
2014/11/7
This work presents novel continuous-time delta-sigma modulator architectures with low-power consumption and improved signal transfer functions which are suitable for wideband A/D conversion in wireles...
Tunneling and Metastability of continuous time Markov chains II, the nonreversible case
Metastability Tunneling Markov processes
2012/5/25
We proposed in \cite{bl2} a new approach to prove the metastable behavior of reversible dynamics based on potential theory and local ergodicity. In this article we extend this theory to nonreversible ...