搜索结果: 1-15 共查到“Stable Processes”相关记录26条 . 查询时间(0.089 秒)
A Strong Law of Large Numbers for Super-stable Processes
Super-stable process Super-Brownian motion Strong law of large Preprint submitted to Annals of Probability
2016/1/25
A Strong Law of Large Numbers for Super-stable Processes.
A Strong Law of Large Numbers for Super-stable Processes
Strong Law Large Numbers Super-stable Processes
2016/1/20
A Strong Law of Large Numbers for Super-stable Processes.
Max-stable processes and the functional D-norm revisited
Max-stable process D-norm functional max-domain of attraction copula process generalized Pareto process δ-neighborhood of generalized Pareto process t-test for max-stable and for generalized Pareto process
2013/5/2
Aulbach et al. (2012) introduced some mathematical framework for extreme value theory in the space of continuous functions on compact intervals. Continuous max-stable processes on [0,1] were character...
Representations of max-stable processes based on single extreme events
extreme value statistics incremental representation max-stable process mixed moving maxima peaks-over-threshold weak convergence on function space
2012/11/23
This paper provides the basis for new methods of inference for max-stable processes \xi\ on general spaces that admit a certain incremental representation, which, in important cases, has a much simple...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...
Potential theory of one-dimensional geometric stable processes
geometric stable process Green function first exit time tail function Poisson kernel Levy process
2011/8/25
Abstract: The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0...
Fluctuations of stable processes and exponential functionals of hypergeometric Levy processes
Hypergeometric L´ evy processes Lamperti-stable processes exponential functional
2011/1/18
We study the distribution and various properties of exponential functionals of hypergeometric
L´evy processes. We derive an explicit formula for the Mellin transform of the exponential function...
Analytic properties of fractional Schrödinger semigroups and Gibbs measures for symmetric stable processes
Schrö dinger semigroups Gibbs measures symmetric stable processes
2010/11/18
We establish a Feynman-Kac-type formula to define fractional Schr\"odinger operators for fractional Kato-decomposable potentials as self-adjoint operators. In this functional integral representation ...
Stability of stochastic differential equations driven by variants of stable processes
Stability of stochastic differential equations variants of stable processes
2010/12/14
In this paper we investigate two variants of stable processes, namely tempered stable sub-
ordinators and modified tempered stable process as well as their renormalization. We study
the weak converg...
Feynman-Kac Penalisations of Symmetric Stable Processes
symmetric stable process Feynman-Kac functional penalisation Kato measure
2010/2/24
In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same pro...
Dichotomies for certain product measures and stable processes
Dichotomies certain product measures stable processes
2009/9/23
Dichotomies for certain product measures and stable processes。
Malliavin calculus for stable processes on Heisenberg group
Malliavin calculus stable processes Heisenberg group
2009/9/23
Malliavin calculus for stable processes on Heisenberg group。
Integrability of stable processes。
Operator-stable processes and operator fractional stable motions
Operator-stable processes operator fractional stable motions
2009/9/22
A new notion of operator-stable processes is introduced
and operator fractional stable motions are discussed as
examples of operator-stable processes.
Computer investigation of chaotic behavior of stationary alpha-stable processes
Computer investigation chaotic behavior stationary alpha-stable processes
2009/9/22
In this paper we present a method of computer
investigation of chaotic behavior of stationary a-stable stochastic
processes, i.e., an important class of processes with cadag trajectories.
Our resul...