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Note on the Autoregressive Spectral Estimator。
A Note on Some Pitfalls on the Sawyer Test for Discriminating Between Separate Families of Hypotheses
Some Pitfalls Sawyer Test Separate Families of Hypotheses
2009/9/17
A Note on Some Pitfalls on the Sawyer Test for Discriminating Between Separate Families of Hypotheses。
A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
distance between subspaces influential observations perturbation principal component analysis
2009/9/16
In this paper we introduce an influence measure based on second order expansion of the RV and GCD measures for the comparison between unperturbed and perturbed eigenvectors of a symmetric matrix estim...
A Note on Talagrand's Concentration Inequality
Concentration of measure empirical processes
2009/5/4
In this paper we revisit Talagrand's proof of concentration inequality for empirical processes. We give a different proof of the main technical lemma that guarantees the existence of a certain kernel....
We give another proof of the following result from a joint paper with Bálint Tóth: A Brownian motion reflected on an independent time-reversed Brownian motion is a Brownian motion.
A note on r-balayages of matrix-exponential L'evy processes
L'evy process matrix-exponential distribution first exit balayage ruin theory
2009/4/29
In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the...
Note: Random-to-front shuffles on trees
Markov chain shuffle random-to-front random walk tree semigroup
2009/4/29
A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local ``random-to-front'' reorderings, driven by a probability distribution on subsets of ...
A Note on Occupation Times of Stationary Processes
cyclically stationary processes diffusion processes krein's theory of strings
2009/4/24
Consider a real valued stationary process $X={X_s:, sinRR}$. For a fixed $tin RR$ and a set $D$ in the state space of $X$, let $g_t$ and $d_t$ denote the starting and the ending time, respectively, of...
A note on a.s. finiteness of perpetual integral functionals of difusions
Brownian motion random time change exitboundary local time
2009/4/22
In this note we use the boundary classification of diffusions in order to derive a criterion for the convergence of perpetual integral functionals of transient real-valued diffusions. We present a sec...
A note on r-balayages of matrix-exponential L'evy processes
matrix-exponential L'evy processes r-balayages
2009/4/22
In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the...
A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local ``random-to-front'' reorderings, driven by a probability distribution on subsets of ...
A Note on Occupation Times of Stationary Processes
Note Occupation Times Stationary Processes
2009/4/7
Consider a real valued stationary process $X={X_s:, sinRR}$. For a fixed $tin RR$ and a set $D$ in the state space of $X$, let $g_t$ and $d_t$ denote the starting and the ending time, respectively, of...
A note on a.s. finiteness of perpetual integral functionals of difusions
note difusions boundary classification
2009/4/1
In this note we use the boundary classification of diffusions in order to derive a criterion for the convergence of perpetual integral functionals of transient real-valued diffusions. We present a sec...
Talagrand's positivity principle states that one can slightly perturb a Hamiltonian in the Sherrington-Kirkpatrick model in such a way that the overlap of two configurations under the perturbed Gibbs'...
A note on ergodic transformations of self-similar Volterra Gaussian processes
Gaussian process deterministic kernel Brownian motion
2009/3/27
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...