搜索结果: 1-15 共查到“统计学 stable processes”相关记录20条 . 查询时间(0.18 秒)
A Strong Law of Large Numbers for Super-stable Processes
Strong Law Large Numbers Super-stable Processes
2016/1/20
A Strong Law of Large Numbers for Super-stable Processes.
Max-stable processes and the functional D-norm revisited
Max-stable process D-norm functional max-domain of attraction copula process generalized Pareto process δ-neighborhood of generalized Pareto process t-test for max-stable and for generalized Pareto process
2013/5/2
Aulbach et al. (2012) introduced some mathematical framework for extreme value theory in the space of continuous functions on compact intervals. Continuous max-stable processes on [0,1] were character...
Conditional simulation of max-stable processes
Conditional simulation Markov chain Monte Carlo Max-stable process Precipitation Regular conditional distribution Temperature.
2012/9/18
Since many environmental processes such as heat waves or precipitation are spatial in extent,it is likely that a single extreme event affects several locations and the areal modelling of ex-tremes is ...
Feynman-Kac Penalisations of Symmetric Stable Processes
symmetric stable process Feynman-Kac functional penalisation Kato measure
2010/2/24
In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same pro...
Dichotomies for certain product measures and stable processes
Dichotomies certain product measures stable processes
2009/9/23
Dichotomies for certain product measures and stable processes。
Malliavin calculus for stable processes on Heisenberg group
Malliavin calculus stable processes Heisenberg group
2009/9/23
Malliavin calculus for stable processes on Heisenberg group。
Integrability of stable processes。
Operator-stable processes and operator fractional stable motions
Operator-stable processes operator fractional stable motions
2009/9/22
A new notion of operator-stable processes is introduced
and operator fractional stable motions are discussed as
examples of operator-stable processes.
Computer investigation of chaotic behavior of stationary alpha-stable processes
Computer investigation chaotic behavior stationary alpha-stable processes
2009/9/22
In this paper we present a method of computer
investigation of chaotic behavior of stationary a-stable stochastic
processes, i.e., an important class of processes with cadag trajectories.
Our resul...
Properties of Green function of symmetric stable processes
Properties of Green function symmetric stable processes
2009/9/22
We study the Green function G,(x, y) of symmetric
w-stable processes in for an open set D (0 < a < 2, d 3 3). Our main
result gives the upper and the lower bound estimates of G,(x, y) for
a bounded...
Exist time and Green function of cone for symmetric stable processes
symmetric stable process harmonic measure Green function exit time cone
2009/9/22
We obtain estimates of the harmonic measure and the
expectation of the exit time of a bounded cone for symmetric a-stable
processes XI in Rd (a~(O,2)d, 2 3). This enables us to study the
asymptotic...
The estimates for the Green Function in Lipschitz domains for the symmetric stable processes
Green function Lipschitz domain Poisson kernel boundary Harnack principle
2009/9/21
We give sharp global estimates for the Green function,
Martin kernel and Poisson kernel in Lipschitz domains for symmetric
a-stable processes. We give some applications of the estimates.
On the local time of multiparameter symmmetric stable processes.Regularity and limit theorem in Besov spaces
LocaI time symmetric stable process rnultiparameter process anisotropic Besov space
2009/9/21
Let X = (X,,Z E TN = [0, 1IN)b e a symmetric a-stable
process, 1 < a < 2. Based on a Kolmogorov type continuity theorem
we show Holder conditions in I?-norms for the local time of X with
respect to...
MINIMAL INTEGRAL REPRESENTATIONS OF STABLE PROCESSES
Stable processes stochastic integral representations isometrics on I?-spaces
2009/9/18
Minimal integral representations are defined for general
stochastic processes and completely characterized for stable processes
(symmetric and asymmetric) In the stable case, minimal representations...
METRIC ENTROPY AND THE SMALL DEVIATION PROBLEM FOR STABLE PROCESSES
Small deviation lower tail probability Gaussian processes stable processes metric entropy
2009/9/18
The famous connection between metric entropy and
small deviation probabilities of Gaussian processes was discovered by
Kuelbs and Li in [6] and completed by Li and Linde in [9]. The
question whethe...