Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue1.2000:
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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 performance of the algorithm is strongly linked to the presence or absence of phase transition for the Gibbs distribution; the convergence time being approximately linear
The proof of the corresponding upper bound is much harder and is at the heart of this article; it is done by rst coupling the Brownian sheet to a sequence of independent
In the MA(1) model, we observe a better power for the portmanteau test of Ljung and Box (1978) if the assumed lag is too large or too small and nearly the same behaviour if the lag
This approach is extended in Section 4 to neutral to the right processes on the integers as the de Finetti’s measure of the sequence of 0-blocks of a recurrent reinforced random
The solutions to the SDEs are constrained to the domain of convex lower semicontinuous function through a multivalued monotone drift component and a variational inequality..
The author is greatly indebted to Jennifer Lynn Steichen and the referees, whose very careful comments on the earlier versions of the paper and whose introduction of (Roberts
We tested and corroborated most propositions derived from transaction cost theory relating con- tractual incompleteness to transaction characteristics, even when we considered
