Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol88.Issue1.2000:
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Limit distributions of integral functionals for time-homogeneous Markov processes are well studied for ergodic positive recurrent processes.. For instance, the limit distributions
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
the Fleming-Viot process with neutral mutation and selection a 88 (2000) 175 Engla K nder, J., Fleischmann, K., Extinction properties of super-. Brownian motions with
Sequences of covariances satisfying the conditions in previous propositions appear naturally when the spectral density of the covariance sequence { r ( k ) } has some dis-
Corrigendum to “Large deviations for the Fleming-Viot process with neutral mutation and selection”..
We therefore estimate that, in the case of breaks of this magnitude, neglecting the possibility of a second break leaves the mean posterior probability of a random walk
Since l $ 0 for count data and the error term, ´ t , is positively skewed for small l , we are interested in testing a random walk with drift in a setting with
acid sequence was homologous to the AIF-1s in carp and mammals ) 65.5% sequence identity. The nucleotide sequence of the protein-coding region in the AIF-1 gene was determined to
