搜索结果: 151-161 共查到“知识库 统计逻辑学”相关记录161条 . 查询时间(5.232 秒)
P. Hitczenko, S.Kwapien, W.N.Li, G.Schechtman, T.Schlumprecht and J.Zinn stated the following conjecture. Let $mu$ be a symmetric $alpha$-stable measure on a separable Banach space and $B$ a centered ...
Mild Solutions of Quantum Stochastic Differential Equations
Quantum stochastic differential equation stochastic differential equation mild solution
2009/5/4
We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our...
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Pitman's representation three-dimensional Bessel process telegrapher s equation queue Burke's theorem
2009/5/4
Let $(xi_k, kge 0)$ be a Markov chain on ${-1,+1}$ with $xi_0=1$ and transition probabilities $P(xi_{k+1}=1| xi_k=1)=a>b=P(xi_{k+1}=-1| xi_k=-1)$. Set $X_0=0$, $X_n=xi_1+cdots +xi_n$ and $M_n=max_{0le...
We consider the limit distribution of the orders of the k largest components in the Erdös-Rényi random graph inside the ``critical window'' for arbitrary k. We prove a local limit theorem for thi...
Orthogonality and probability: beyond nearest neighbor transitions
reversible Markov chains orthogonal polynomials Karlin-McGregor representation
2009/4/29
In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest neighbor processes, but faile...
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Random walk hitting time exit time sandpile model
2009/4/28
We consider a random walk $S_n = sum_{i=1}^n X_i$ with i.i.d. $X_i$. We assume that the $X_i$ take values in $Bbb Z^d$, have bounded support and zero mean. For $A subset Bbb Z^d, A ne emptyset$ we def...
Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Killed Brownian motion, subordinator, Green function, Dirichlet form, jumping function
2009/4/28
In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinato...
Invariance Principles for Ranked Excursion Lengths and Heights
excursion lengths excursion heights invariance principle
2009/4/28
In this note we prove strong invariance principles between ranked excursion lengths and heights of a simple random walk and those of a standard Brownian motion. Some consequences concerning limiting d...
We define a Fractional Brownian Motion indexed by a sphere, or more generally by a compact rank one symmetric space, and prove that it exists if, and only if, 0< H leq 1/2. We then prove that Fraction...
A Log-scale Limit Theorem for One-dimensional Random Walks in Random Environments
RWRE limit theorems branching large deviations
2009/4/27
We consider a transient one-dimensional random walk X_n in random environment having zero asymptotic speed. For a class of non-i.i.d. environments we show that log X_n / log n converges in probability...
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Metric entropy class of distribution functions
2009/3/19
Metric entropy of the class of probability distribution functions on [0,1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian mo...