发布求助
文献互助 智能选刊 最新文献

Theory of Stochastic Processes最新文献

筛选
英文 中文
Uniform Limit Theorems under length-biased sampling and type I censoring 长度偏抽样和I型截尾下的一致极限定理
Theory of Stochastic Processes Pub Date : 2021-12-11 DOI: 10.37863/tsp-9378222911-13
R. Zamini, S. Jomhoori
{"title":"Uniform Limit Theorems under length-biased sampling and type I censoring","authors":"R. Zamini, S. Jomhoori","doi":"10.37863/tsp-9378222911-13","DOIUrl":"https://doi.org/10.37863/tsp-9378222911-13","url":null,"abstract":"\u0000In recent years, in view of theory of empirical processes, authors have become more interested in the uniform analogue of the three fundamental theorems: the uniform law of large numbers of Glivenko-Cantelli type, the uniform central limit theorem for Donsker type and the functional law of the iterated logarithm (LIL). In this paper, under the bracketing entropy conditions, the uniform law of large numbers, uniform central limit theorem and the uniform LIL of Strassen type have been investigated in the case of length-biased and type I censoring.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76337589","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Exit problems for Kou's process in a Markovian environment 寇过程在马尔可夫环境下的退出问题
Theory of Stochastic Processes Pub Date : 2021-12-11 DOI: 10.37863/tsp-3616603423-59
I. Karnaukh
{"title":"Exit problems for Kou's process in a Markovian environment","authors":"I. Karnaukh","doi":"10.37863/tsp-3616603423-59","DOIUrl":"https://doi.org/10.37863/tsp-3616603423-59","url":null,"abstract":"\u0000In this paper, we consider a path-wise sum of a Brownian motion plus a compound Poisson process\u0000with exponentially distributed positive and negative jumps with parameters that depend on some finite Markov chain. Using\u0000known fluctuation identities we investigate one-sided and two-sided\u0000exit problems generalizing some results for Kou's processes to the\u0000setting of regime switching models without exploiting the fluid embedding\u0000technique. The generating function for the hitting time of the state-dependent\u0000levels is analyzed. For the case of two states, the numerical examples\u0000are given.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80687431","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Strong consistency of the mode of multivariate recursive kernel density estimator under strong mixing hypothesis 强混合假设下多元递归核密度估计模的强相合性
Theory of Stochastic Processes Pub Date : 2021-12-11 DOI: 10.37863/tsp-5865169817-24
Fatma Ben Khadher, Y. Slaoui
{"title":"Strong consistency of the mode of multivariate recursive kernel density estimator under strong mixing hypothesis","authors":"Fatma Ben Khadher, Y. Slaoui","doi":"10.37863/tsp-5865169817-24","DOIUrl":"https://doi.org/10.37863/tsp-5865169817-24","url":null,"abstract":"\u0000In this research paper, we define a kernel estimator of the mode based on the recursive kernel density estimator developed by [23]. In addition, we establish its almost sure convergence under strong mixing hypothesis. Finally, we corroborate these theoretical results through numerical simulations.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89998306","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic behavior of solutions to stochastic differential equations with interaction 具有相互作用的随机微分方程解的渐近性质
Theory of Stochastic Processes Pub Date : 2021-12-11 DOI: 10.37863/tsp-4121179069-28
M. Belozerova
{"title":"Asymptotic behavior of solutions to stochastic differential equations with interaction","authors":"M. Belozerova","doi":"10.37863/tsp-4121179069-28","DOIUrl":"https://doi.org/10.37863/tsp-4121179069-28","url":null,"abstract":"\u0000Two-dimensional stochastic differential equation with interaction is considered.\u0000The large time behavior of the distance between two solutions starting from different points is studied.\u0000A nonzero limit that characterize this distance together with the analogue of the triangle inequality for the map that characterize the limit distance are obtained.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83114476","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
On a discrete extremal problem with constraints 一类带约束的离散极值问题
Theory of Stochastic Processes Pub Date : 2021-12-11 DOI: 10.37863/tsp-0836718109-85
N. Zakharchenko, L.I. Nakonechna
{"title":"On a discrete extremal problem with constraints","authors":"N. Zakharchenko, L.I. Nakonechna","doi":"10.37863/tsp-0836718109-85","DOIUrl":"https://doi.org/10.37863/tsp-0836718109-85","url":null,"abstract":"\u0000The results on the existence of solutions for some discrete extremal problems with constraints were established. As an application the existence of a solution of a nonlinear eigenvalue problem was obtained.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87934623","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On a limit behaviour of a random walk penalised in the lower half-plane 下半平面随机漫步的极限行为
Theory of Stochastic Processes Pub Date : 2021-06-18 DOI: 10.37863/tsp-1140919749-78
A. Pilipenko, B. Povar
{"title":"On a limit behaviour of a random walk penalised in the lower half-plane","authors":"A. Pilipenko, B. Povar","doi":"10.37863/tsp-1140919749-78","DOIUrl":"https://doi.org/10.37863/tsp-1140919749-78","url":null,"abstract":"\u0000We consider a random walk Ŝ which has different increment distributions in positive and negative half-planes.\u0000In the upper half-plane the increments are mean-zero i.i.d. with finite variance.\u0000In the lower half-plane we consider two cases: increments are positive i.i.d. random variables with either a slowly varying tail or with a finite expectation.\u0000For the distributions with a slowly varying tails, we show that {Ŝ(nt)/√n} has no weak limit in D([0,1]); alternatively, the weak limit is a reflected Brownian motion. \u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83312671","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Clark representation formula for the solution to equation with interaction 有相互作用的方程的解的克拉克表示公式
Theory of Stochastic Processes Pub Date : 2021-03-08 DOI: 10.37863/tsp-5223424922-78
Jasmina DJordjevi'c, A. Dorogovtsev
{"title":"Clark representation formula for the solution to equation with interaction","authors":"Jasmina DJordjevi'c, A. Dorogovtsev","doi":"10.37863/tsp-5223424922-78","DOIUrl":"https://doi.org/10.37863/tsp-5223424922-78","url":null,"abstract":"\u0000In this paper an analogue of the Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proved that the integrand is absolutely continuous with respect to Lebesgue measure.\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78197750","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
On number of particles in coalescing-fragmentating Wasserstein dynamics 聚结-破碎Wasserstein动力学中的粒子数
Theory of Stochastic Processes Pub Date : 2021-02-22 DOI: 10.37863/tsp-2295310746-81
V. Konarovskyi
{"title":"On number of particles in coalescing-fragmentating Wasserstein dynamics","authors":"V. Konarovskyi","doi":"10.37863/tsp-2295310746-81","DOIUrl":"https://doi.org/10.37863/tsp-2295310746-81","url":null,"abstract":"\u0000We consider the system of sticky-reflected Brownian particles on the real line proposed in [4]. The model is a modification of the Howitt-Warren flow but now the diffusion rate of particles is inversely proportional to the mass which they transfer. It is known that the system consists of a finite number of distinct particles for almost all times. In this paper, we show that the system also admits an infinite number of distinct particles on a dense subset of the time interval if and only if the function responsible for the splitting of particles takes an infinite number of values. \u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73256129","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces Hilbert空间中随机偏微分方程鞅解的弱唯一性
Theory of Stochastic Processes Pub Date : 2020-12-21 DOI: 10.37863/tsp-5986263728-06
V. Mandrekar, U. V. Naik-Nimbalkar
{"title":"Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces","authors":"V. Mandrekar, U. V. Naik-Nimbalkar","doi":"10.37863/tsp-5986263728-06","DOIUrl":"https://doi.org/10.37863/tsp-5986263728-06","url":null,"abstract":"\u0000We prove the uniqueness of martingale solutions for stochastic partial differential equations generalizing the work in Mandrekar and \u0000Skorokhod (1998). The main idea used is to reduce this problem to the case in Mandrekar and Skorokhod using the techniques introduced in \u0000Filipović et al. (2010).\u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72987669","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
General inference in semiparametric models through divergences and the duality technique with applications 半参数模型的散度一般推理及对偶技术及其应用
Theory of Stochastic Processes Pub Date : 2020-12-21 DOI: 10.37863/tsp-7370403638-47
S. Bouzebda, M. Cherfi
{"title":"General inference in semiparametric models through divergences and the duality technique with applications","authors":"S. Bouzebda, M. Cherfi","doi":"10.37863/tsp-7370403638-47","DOIUrl":"https://doi.org/10.37863/tsp-7370403638-47","url":null,"abstract":"\u0000In this paper, we extend the dual divergence approach to\u0000general semiparametric models and study dual divergence estimators for\u0000semiparametric models. Asymptotic properties such as consistency, asymptotic normality of the proposed estimators are deeply investigated by mean the sophisticated modern empirical theory. We investigate the exchangeably weighted estimators in this setting and establish the consistency. We finally consider the functional M-estimator and obtain its weak convergence result. \u0000","PeriodicalId":38143,"journal":{"name":"Theory of Stochastic Processes","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78612655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信