搜索结果: 1-8 共查到“理论统计学 Recurrence”相关记录8条 . 查询时间(0.078 秒)
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...
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...
Some Notes on Topological Recurrence
Topological recurrence invariant measures iterated function systems laws of pure types
2009/4/24
We review the concept of topological recurrence for weak Feller Markov chains on compact state spaces and explore the implications of this concept for the ergodicity of the processes. We also prove so...
Recurrence and transience of excited random walks on $Z^d$ and strips
Excited Random Walk Recurrence Self-Interacting Random Walk Transience
2009/4/22
We investigate excited random walks on $Z^d, dge 1,$ and on planar strips $Ztimes{0,1,ldots,L-1}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. envir...
We review the concept of topological recurrence for weak Feller Markov chains on compact state spaces and explore the implications of this concept for the ergodicity of the processes. We also prove so...
Recurrence and transience of excited random walks on $Z^d$ and strips
Recurrence transience random walk
2009/4/1
We investigate excited random walks on $Z^d, dge 1,$ and on planar strips $Ztimes{0,1,ldots,L-1}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. envir...
The question of recurrence and transience of branching Markov chains is more subtle than for ordinary Markov chains; they can be classified in transience, weak recurrence, and strong recurrence. We re...
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series：A stochastic recurrence equations approach
Stochastic recurrence equation conditionally heteroscedastictime series GARCH asymmetric GARCH exponential GARCH EGARCH
2010/4/27
This paper studies the quasi-maximum-likelihood estimator
(QMLE) in a general conditionally heteroscedastic time series model
of multiplicative form Xt = tZt, where the unobservable volatility t
...