搜索结果: 1-6 共查到“概率论 application”相关记录6条 . 查询时间(0.18 秒)
An Application of Harnack Inequalitise to Random Walk on Nilpotent Quotients
Applications nilpotent quotients random walk
2015/7/14
An Application of Harnack Inequalitise to Random Walk on Nilpotent Quotients。
Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
conformal stochastic integrals Widder's representation Hermite series
2011/9/21
Abstract: In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian mot...
Computing hitting times via fluid approximation: application to the coupon collector problem
Computing hitting times fluid approximation coupon collector problem Probability
2011/9/14
Abstract: In this paper, we show how to use stochastic approximation to compute hitting time of a stochastic process, based on the study of the time for a fluid approximation of this process to be at ...
A sharp correlation inequality with an application to almost sure local limit theorem
Correlation inequality i.i.d. random variables lattice distributed
2011/2/21
We prove a new sharp correlation inequality for sums of i.i.d.square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square in...
Weak Convergence of Markov Chain Monte Carlo Methods and its Application to Regular Gibbs Sampler
Ergodicity Gibbs sampler Large sample theory Markov chain
2011/3/2
In this paper, we introduce the notion of efficiency (consistency) and examine some asymptotic properties ofMarkov chain Monte Carlo methods. We apply these results to the Gibbs sampler for independen...
Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System
BSDE Markov chain weak convergence homogenization
2010/12/13
Stemmed from the derivation of the optimal control to a stochastic linearquadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the g...
