发布求助
文献互助 智能选刊 最新文献

Theory of Probability and its Applications最新文献

筛选
英文 中文
Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method 大用户通信网络中的资源分配:双随机梯度法
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-05-06 DOI: 10.1137/S0040585X97T990289
D. Rokhlin
{"title":"Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method","authors":"D. Rokhlin","doi":"10.1137/S0040585X97T990289","DOIUrl":"https://doi.org/10.1137/S0040585X97T990289","url":null,"abstract":"We consider a communication network with a fixed set of links that are shared by a large number of users. The resource allocation is performed on the basis of the aggregate utility maximization in ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44401131","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Convergence Rate of Random Geometric Sum Distributions to the Laplace Law 随机几何和分布对拉普拉斯定律的收敛速度
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-05-06 DOI: 10.1137/S0040585X97T990290
N. Slepov
{"title":"Convergence Rate of Random Geometric Sum Distributions to the Laplace Law","authors":"N. Slepov","doi":"10.1137/S0040585X97T990290","DOIUrl":"https://doi.org/10.1137/S0040585X97T990290","url":null,"abstract":"In this paper we modify the Stein method and the auxiliary technique of distributional transformations of random variables. This enables us to estimate the convergence rate of distributions of norm...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48318775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch 具有线性漂移和强度切换的泊松过程轨迹达到最大值时间分布的渐近性
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-05-06 DOI: 10.1137/S0040585X97T990265
V. Mosyagin
{"title":"Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch","authors":"V. Mosyagin","doi":"10.1137/S0040585X97T990265","DOIUrl":"https://doi.org/10.1137/S0040585X97T990265","url":null,"abstract":"We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-nu_+(pt)+nu_-(-qt)$, $tin(-infty,infty)$ attains its maximum, where $nu_{pm}(t)$ are...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45558407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Vacation Queue $M|G|1$ with Close-Down Times 带关闭时间的休假队列$M b| G b| 1$
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-05-06 DOI: 10.1137/S0040585X97T990228
G. Afanasyev
{"title":"A Vacation Queue $M|G|1$ with Close-Down Times","authors":"G. Afanasyev","doi":"10.1137/S0040585X97T990228","DOIUrl":"https://doi.org/10.1137/S0040585X97T990228","url":null,"abstract":"We consider a single-channel system with service vacations, a Poisson input flow, and an arbitrarily distributed service time. Interruptions in service can mean either a complete shutdown of the se...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44940368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On Solvability of Stochastic Differential Equations with Osmotic Velocities 具有渗透速度的随机微分方程的可解性
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990174
Y. Gliklikh
{"title":"On Solvability of Stochastic Differential Equations with Osmotic Velocities","authors":"Y. Gliklikh","doi":"10.1137/S0040585X97T990174","DOIUrl":"https://doi.org/10.1137/S0040585X97T990174","url":null,"abstract":"We give conditions such that solutions exist of the stochastic equation with the so-called osmotic velocities (the so-called Nelson's antisymmetric mean derivatives). We show that the solutions may...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42189098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On Sets of Laws of Continuous Martingales 关于连续鞅定律的集合
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990198
Y. Kabanov
{"title":"On Sets of Laws of Continuous Martingales","authors":"Y. Kabanov","doi":"10.1137/S0040585X97T990198","DOIUrl":"https://doi.org/10.1137/S0040585X97T990198","url":null,"abstract":"We prove that the set of laws of stochastic integrals $H,{cdot}, W$, where $W$ is a multidimensional Wiener process and $H^2$ takes values in a compact convex subset $D$ of the set of symmetric ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45127643","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence of Certain Classes of Random Flights in the Kantorovich Metric Kantorovich度量中若干类随机飞行的收敛性
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990204
V. Konakov, A. Falaleev
{"title":"Convergence of Certain Classes of Random Flights in the Kantorovich Metric","authors":"V. Konakov, A. Falaleev","doi":"10.1137/S0040585X97T990204","DOIUrl":"https://doi.org/10.1137/S0040585X97T990204","url":null,"abstract":"A random walk of a particle in ${R}^d$ is considered. The weak convergence of various transformations of trajectories of random flights with Poisson switching times was studied by Davydov and Konak...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49532514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations 复合更新过程不变原理在中大偏差和小偏差区域的推广
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990095
A. Borovkov
{"title":"Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations","authors":"A. Borovkov","doi":"10.1137/S0040585X97T990095","DOIUrl":"https://doi.org/10.1137/S0040585X97T990095","url":null,"abstract":"The invariance principle for compound renewal processes is extended (in the sense of asymptotic equivalence) to the zone of moderately large and small deviations. It is assumed that the vector $(t...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46728435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum 极大连续局部子部分的联合律及其极大值
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990113
A. Gushchin
{"title":"The Joint Law of a Max-Continuous Local Submartingale and Its Maximum","authors":"A. Gushchin","doi":"10.1137/S0040585X97T990113","DOIUrl":"https://doi.org/10.1137/S0040585X97T990113","url":null,"abstract":"We consider the family of converging max-continuous local submartingales starting from zero. An equivalence relation for processes of this family is introduced so that two processes are called equi...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44069911","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process 贝塞尔过程的两阶段卡方检验和二维分布
IF 0.6 4区 数学
Theory of Probability and its Applications Pub Date : 2021-02-05 DOI: 10.1137/S0040585X97T990216
M. P. Savelov
{"title":"Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process","authors":"M. P. Savelov","doi":"10.1137/S0040585X97T990216","DOIUrl":"https://doi.org/10.1137/S0040585X97T990216","url":null,"abstract":"We consider the sequential $r$-stage chi-square test. For $r=2$, we study the asymptotic properties of the error probabilities as a function of the sizes of the rectangular critical domain, which v...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":null,"pages":null},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46196433","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","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
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