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Theory of Probability and Mathematical Statistics最新文献

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Orthogonal regression method for observations from a mixture 混合观测的正交回归法
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1088
R. Maiboroda, G. Navara, O. Sugakova
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引用次数: 0
Asymptotic results for certain weak dependent variables 若干弱因变量的渐近结果
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/TPMS/1077
Idir Arab, P. E. Oliveira
{"title":"Asymptotic results for certain weak dependent variables","authors":"Idir Arab, P. E. Oliveira","doi":"10.1090/TPMS/1077","DOIUrl":"https://doi.org/10.1090/TPMS/1077","url":null,"abstract":"We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of weakly dependent structures. We prove the Strong Law of Large Numbers with the characterization of convergence rates which is almost optimal, in the sense that it is arbitrarily close to the optimal rate for independent variables. Moreover, we prove an inequality comparing the joint distributions with the product distributions of the margins, similar to the well known Newman’s inequality for characteristic functions of associated variables. As a consequence, we prove the Central Limit Theorem together with its functional counterpart, and also the convergence of the empirical process for this class of weak dependent variables.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"2 1","pages":"19-36"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45987774","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
Properties and distributions of values of fractal functions related to $boldsymbol {Q_2}$-representations of real numbers 与$boldsymbol {Q_2}$-实数表示有关的分形函数的性质和值的分布
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1091
M. Pratsiovytyi, S. Ratushniak
{"title":"Properties and distributions of values of fractal functions related to $boldsymbol {Q_2}$-representations of real numbers","authors":"M. Pratsiovytyi, S. Ratushniak","doi":"10.1090/tpms/1091","DOIUrl":"https://doi.org/10.1090/tpms/1091","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"211-228"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43684386","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
Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process 利用输出过程构造线性系统中输入高斯过程的Karhunen–Loève模型
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1084
Yury V. Kozachenko, I. Rozora
{"title":"Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process","authors":"Yury V. Kozachenko, I. Rozora","doi":"10.1090/tpms/1084","DOIUrl":"https://doi.org/10.1090/tpms/1084","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"113-124"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1084","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47022418","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
On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain 关于马尔可夫链上几乎半连续过程情形下超调泛函分布的无记忆性
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1081
D. Gusak, E. V. Karnaukh
{"title":"On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain","authors":"D. Gusak, E. V. Karnaukh","doi":"10.1090/tpms/1081","DOIUrl":"https://doi.org/10.1090/tpms/1081","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"77-89"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42165721","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 distribution of the maximum likelihood estimator in the fractional Vašíček model 分数Vašíček模型中最大似然估计量的渐近分布
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1087
S. Lohvinenko, K. Ralchenko
{"title":"Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model","authors":"S. Lohvinenko, K. Ralchenko","doi":"10.1090/tpms/1087","DOIUrl":"https://doi.org/10.1090/tpms/1087","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"149-168"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48398889","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
Approximation of solutions of the wave equation driven by a stochastic measure 随机测度驱动波动方程解的逼近
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1092
V. Radchenko, N. Stefans’ka
{"title":"Approximation of solutions of the wave equation driven by a stochastic measure","authors":"V. Radchenko, N. Stefans’ka","doi":"10.1090/tpms/1092","DOIUrl":"https://doi.org/10.1090/tpms/1092","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"229-238"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1092","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46484092","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
Evaluation of extreme values of entropy functionals 熵函数极值的评价
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1090
Y. Mishura, H. Zhelezniak
{"title":"Evaluation of extreme values of entropy functionals","authors":"Y. Mishura, H. Zhelezniak","doi":"10.1090/tpms/1090","DOIUrl":"https://doi.org/10.1090/tpms/1090","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"199-210"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41409522","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
Calculation of the convexity adjustment to the forward rate in the Vasicek model for the forward in-arrears contracts on LIBOR rate 基于伦敦银行同业拆借利率的远期拖欠合同的Vasicek模型中远期利率凸性调整的计算
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1089
N. Malykh, I. S. Postevoy
{"title":"Calculation of the convexity adjustment to the forward rate in the Vasicek model for the forward in-arrears contracts on LIBOR rate","authors":"N. Malykh, I. S. Postevoy","doi":"10.1090/tpms/1089","DOIUrl":"https://doi.org/10.1090/tpms/1089","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"189-198"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44152152","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
Stein–Haff identity for the exponential family 指数族的Stein–Haff恒等式
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/TPMS/1076
Gustav Alfelt
{"title":"Stein–Haff identity for the exponential family","authors":"Gustav Alfelt","doi":"10.1090/TPMS/1076","DOIUrl":"https://doi.org/10.1090/TPMS/1076","url":null,"abstract":"In this paper, the Stein-Haff identity is established for positive-definite and symmetric random matrices belonging to the exponential family. The identity is then applied to the matrix-variate gam ...","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"5-17"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44960344","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
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