Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol90.Issue1.2000:
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In Section 3, we apply this result to general linear functionals of the periodogram and in Section 4, we state a functional central limit theorem for the empirical spectral
Then we prove that if the drift is ane or 1-periodic in the second variable, then the solution is reciprocal (Theorems 4.7 and 4.8); we exhibit other drifts coecients with the
This is seen most clearly in the following version of the V -Uniform Ergodic Theorem of Meyn and Tweedie (1993), which establishes an equivalence between a form of geometric
We use martingale methods to obtain an explicit formula for the expected wet period of the nite dam of capacity V , where the amounts of inputs are i.i.d exponential random
In this section we will show (i) that the zero-avoiding transition probabilities (3) are just non-coincidence probabilities of a set of independent and dissimilar Poisson pro-
In this section, we use part (DP1) of the dynamic programming principle stated in Proposition 4.1 in order to prove that the value function v(t; s; y) dened in (2.8) is
Part (ii) of Theorem 2.1, apart from being a step in the proof of part (iii), shows that the optimal estimator based on the pre-processed observations (3) can be approximated via
As a byproduct, we obtain the existence of a viscosity solution to a one-dimensional nonsmooth degenerate quasilinear parabolic partial dierential equation.. All
