随机过程的调和平均公式

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2021-06-22 DOI:10.1080/07362994.2022.2055574

Krzysztof Bisewski, E. Hashorva, G. Shevchenko

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引用次数: 4

摘要

摘要受Aldous于1989年建立的经典调和平均公式的启发，我们研究了随机过程的逗留时间与上确界之间的关系，并推广了一般随机连续X的调和平均公式。我们讨论了关于X上确界分布的连续性和经典Pickands常数表示的两个应用。

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The harmonic mean formula for random processes

Abstract Motivated by the classical harmonic mean formula, estabished by Aldous in 1989, we investigate the relation between the sojourn time and supremum of a random process and extend the harmonic mean formula for general stochastically continuous X. We discuss two applications concerning the continuity of distribution of supremum of X and representations of classical Pickands constants.

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.