搜索结果: 61-75 共查到“统计学 Applications”相关记录92条 . 查询时间(0.283 秒)
Operator valued stochastic control in Fock space with applications to orbit tracking and noise filtering
Operator valued stochastic control Fock space applications to orbit tracking
2009/9/22
The control process that minimizes the quadratic performance
functional associated with a quantum system whose evolution
is described by a Hudson-Parthasarathy type stochastic differential
equation...
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
Backward stochastic differential equation Infinite horizon Reflected barriers
2009/9/22
We prove existence and uniqueness results of the solution
for infinite horizon reflected backward stochastic differential equations
with one or two barriers. We also apply these results to get the
...
On the geometric compounding model with applications
Geometric compounding model HNBUE class Laplace-Stieltjes transform coeficient of variation
2009/9/21
Under the geometric compounding model, we fist
investigate the relationship between the compound geometric distribution
and the underlying distribution, including the preservabon
of the infinite di...
Almost sure properties of weighted vectorial martingales transforms with applications to prediction for linear regression models
least squares estimators cumulative prediction and estimation Linear regression models
2009/9/21
We establish new almost sure properties for powers of
weighted martingale transbrms. It allows us to deduce usefuI asymptotic
results for cumulative prediction and estimation errors associated
with...
On normalizers and centralizers of compact Lie groups. Applications to structural probability theory
Exponent commuting exponent operator-semistable law operator-stable law
2009/9/21
The concept of operator stability on finitedimensional
vector spaces V was generalized in the past into several directions. In
particular, operator-semistable and self-decomposable laws and self-
-...
LIMITING BEHAVIOR OF WEIGHTED SUMS OF HEAVY-TAILED RANDOM VECTORS AND APPLICATIONS
Generalized domains of semistable attraction operator semistable laws laws of the iterated logarithm
2009/9/21
We present an integral test to determine the limiting
behavior of weighted sums of i.i.d. Rd-valued random vectors belonging
to the (generalized) domain of operator semistable attraction of
some no...
GENERALIZED SEPARATION THEOREMS FOR SINGULAR VALUES OF A MATRIX AND THEIR APPLICATIONS IN CANONICAL CORRELATION ANALYSIS
Canonical correlations conditional canonical correlations singular values.
2009/9/18
Rao (1979) established separation theorems for singular
values of a matrix and showed their applications in multivariate
analysis. In this paper, we provide generalized separation theorems for
sing...
Wavelet Scalograms and their Applications in Economic Time Series
Wavelet Scalograms Applications Economic Time Series
2009/9/17
Wavelet Scalograms and their Applications in Economic Time Series。
Functional limit laws for the increments of the quantile process; with applications
functional limit laws laws of the iterated logarithm empirical process order statistics density estimation nonparametric estimation
2009/9/16
We establish a functional limit law of the logarithm for the increments of the normed sample quantile process based upon random sample of size $n->infty$. We extend a limit law obtained by Deheuvels a...
Controlling for individual heterogeneity in longitudinal models, with applications to student achievement
longitudinal data analysis random effects models fixed effects models omitted variables
2009/9/16
Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Ra...
Admissible, consistent multiple testing with applications including variable selection
backward method exponential family forward method step-down procedures step-up procedures
2009/9/16
For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting var...
Functional moderate deviations for triangular arrays and applications
triangular arrays independent random variables strong mixing moderate deviations invariance principle.
2009/6/15
Motivated by the study of dependent random variables by coupling with independent blocks of variables,we obtain first sufficient conditions for the moderate deviation principle in its functional form ...
On some recent aspects of stochastic control and their applications
Controlled diffusions dynamic programming maximum principle viscosity solutions
2009/5/18
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, ...
Random trees and applications
random tree contour process conditioned tree Brownian motion Brownian excursion real tree coding of trees
2009/5/18
We discuss several connections between discrete and continuous random trees. In the discrete setting, we focus on Galton-Watson trees under various conditionings. In particular, we present a simple ap...
The notion of ψ-weak dependence and its applications to bootstrapping time series
Autoregressive processes autoregressive bootstrap mixing weak dependence.
2009/5/18
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootst...