Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol87.Issue1.2000:
Teks penuh
Dokumen terkait
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
We employ the interlacing construction to show that the solutions ofstochastic dierential equations on manifolds which are written in Marcus canonical form and driven by
The strategy of bold play in the game of red and black leads to a number of interesting mathematical properties: the player’s fortune follows a deterministic map, before the
The topic of estimating rates of convergence in the functional central limit theorem (FCLT) for martingales has been studied for a long time, but optimal results were found only
Applying this lemma, one can conclude that, for example, the normal distribution, Weibull distributions with the parameter p¿ 1 and Poisson distribution have a light right tail..
Keywords: Levy processes; Processes of Ornstein–Uhlenbeck type; Stationary solution; Stochastic delay dierential
Section 3 contains the results from the full MAU survey, including: most- and least-preferred levels of the attributes and their ranks and weights; stated WTP for the availability
In order to determine more accurately the rela- tionship between Pakistan’s large cotton sector and the industrial sector, two recursive equations consist- ing of a cotton
