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Weak convergence of random walks conditioned to stay away
Weak convergence walks conditioned
2010/11/29
Let {Xn}n∈N be a sequence of i.i.d. randomvariables in Zd. Let Sk = X1 + ...+ Xk and Yn(t) be the continuous process on [0, 1] for which Yn(k/n) = Sk/√n k = 1, ..., n and which is linearly interpolate...
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。