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Theory of Probability and Mathematical Statistics最新文献

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Conditions for the sample continuity with probability one for square-Gaussian stochastic processes 平方高斯随机过程样本连续概率为1的条件
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1118
Yu. V. Kozachenko, I. Rozora
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引用次数: 4
Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane 平面观测三角模型中周期图估计量的渐近性质
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1117
O. Ivanov, O. Lymar
{"title":"Asymptotic properties of periodogram estimators in the trigonometric model for observations on the plane","authors":"O. Ivanov, O. Lymar","doi":"10.1090/tpms/1117","DOIUrl":"https://doi.org/10.1090/tpms/1117","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42634008","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
Tests of hypotheses on quantiles of distributions of components in a mixture 对混合物中成分分布的分位数的假设检验
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1120
R. Maiboroda, O. Sugakova
{"title":"Tests of hypotheses on quantiles of distributions of components in a mixture","authors":"R. Maiboroda, O. Sugakova","doi":"10.1090/tpms/1120","DOIUrl":"https://doi.org/10.1090/tpms/1120","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47222120","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 a solution of the non-autonomous logistic stochastic differential equation 非自治logistic随机微分方程解的渐近性质
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1110
O. Borysenko, D. Borysenko
{"title":"Asymptotic behavior of a solution of the non-autonomous logistic stochastic differential equation","authors":"O. Borysenko, D. Borysenko","doi":"10.1090/tpms/1110","DOIUrl":"https://doi.org/10.1090/tpms/1110","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47669202","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
Improved local approximation for multidimensional diffusions: The G-rates 多维扩散的改进局部近似:g速率
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1109
S. Bodnarchuk, D. Ivanenko, A. Kohatsu-Higa, A. Kulik
{"title":"Improved local approximation for multidimensional diffusions: The G-rates","authors":"S. Bodnarchuk, D. Ivanenko, A. Kohatsu-Higa, A. Kulik","doi":"10.1090/tpms/1109","DOIUrl":"https://doi.org/10.1090/tpms/1109","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46546352","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
Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization 均匀化情况下非齐次马尔可夫链转移概率稳定性的估计
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1113
V. V. Golomozyĭ
{"title":"Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization","authors":"V. V. Golomozyĭ","doi":"10.1090/tpms/1113","DOIUrl":"https://doi.org/10.1090/tpms/1113","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49040215","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
Minimization of the entropy for a mixture of standard and fractional Brownian motions 标准布朗运动和分数布朗运动混合的熵的最小化
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1121
Vitalii Makogin, Y. Mishura, G. S. Zheleznyak
{"title":"Minimization of the entropy for a mixture of standard and fractional Brownian motions","authors":"Vitalii Makogin, Y. Mishura, G. S. Zheleznyak","doi":"10.1090/tpms/1121","DOIUrl":"https://doi.org/10.1090/tpms/1121","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41786973","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 the asymptotic merging of the set of nodes in stochastic networks 随机网络中节点集的渐近归并
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1119
E. Lebedev, G. Livinska
{"title":"On the asymptotic merging of the set of nodes in stochastic networks","authors":"E. Lebedev, G. Livinska","doi":"10.1090/tpms/1119","DOIUrl":"https://doi.org/10.1090/tpms/1119","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47996718","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
Stationary limits of shot noise processes 散粒噪声过程的平稳极限
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2021-01-05 DOI: 10.1090/tpms/1112
G. Verovkin, A. Marynych
{"title":"Stationary limits of shot noise processes","authors":"G. Verovkin, A. Marynych","doi":"10.1090/tpms/1112","DOIUrl":"https://doi.org/10.1090/tpms/1112","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43430814","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
Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes 时变分数阶Ornstein–Uhlenbeck过程的收敛性结果
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-11-05 DOI: 10.1090/tpms/1143
G. Ascione, Y. Mishura, E. Pirozzi
{"title":"Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes","authors":"G. Ascione, Y. Mishura, E. Pirozzi","doi":"10.1090/tpms/1143","DOIUrl":"https://doi.org/10.1090/tpms/1143","url":null,"abstract":"In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish that, despite the time change, the process admits a Gaussian limit random variable. On the other hand, we prove that the process converges towards the time-changed Ornstein-Uhlenbeck as the Hurst index $H to 1/2^+$, with locally uniform convergence of one-dimensional distributions. Moreover, we also achieve convergence in the Skorohod $J_1$-topology of the time-changed fractional Ornstein-Uhlenbeck process as $H to 1/2^+$ in the space of c`adl`ag functions. Finally, we exploit some convergence properties of mild solutions of a generalized Fokker-Planck equation associated to the aforementioned processes, as $H to 1/2^+$.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2020-11-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43798821","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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