Results 31 to 40 of about 226 (153)
asymptotics for open‐loop window flow control
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 337-356, 1994., 1993 An open‐loop window flow‐control scheme regulates the flow into a system by allowing at most a specified window size W of flow in any interval of length L. The sliding window considers all subintervals of length L, while the jumping window considers consecutive disjoint intervals of length L.
Arthur W. Berger, Ward Whitt
wiley +1 more source
Central Limit Theorem for Random “Contractive” Functions on Interval
Annales Mathematicae SilesianaeWe use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej +2 more
doaj +1 more source
On the weak law of large numbers for normed weighted sums of I.I.D. random variables
International Journal of Mathematics and Mathematical Sciences, Volume 14, Issue 1, Page 191-202, 1991., 1991 For weighted sums of independent and identically distributed random variables {Yn, n ≥ 1}, a general weak law of large numbers of the form is established where {νn, n ≥ 1} and {bn, n ≥ 1} are statable constants. The hypotheses involve both the behavior of the tail of the distribution of |Y1| and the growth behaviors of the constants {an, n ≥ 1} and {bn,
André Adler, Andrew Rosalsky
wiley +1 more source
Global Central Limit Theorems for Stationary Markov Chains
Annales Mathematicae SilesianaeLet P be a Markov operator on a general state space (S, Σ) with an invariant probability measure m, assumed to be ergodic. We study conditions which yield that for every centered non-zero f ∈ L2(m) a non-degenerate annealed CLT and an L2-normalized CLT ...
Lin Michael
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On a probability problem connected with Railway traffic
International Journal of Stochastic Analysis, Volume 4, Issue 1, Page 1-27, 1991., 1991 Let Fn(x) and Gn(x) be the empirical distribution functions of two independent samples, each of size n, in the case where the elements of the samples are independent random variables, each having the same continuous distribution function V(x) over the interval (0, 1). Define a statistic θn by .
Lajos Takács
wiley +1 more source
On the distribution of the number of vertices in layers of random trees
International Journal of Stochastic Analysis, Volume 4, Issue 3, Page 175-186, 1991., 1991 Denote by Sn the set of all distinct rooted trees with n labeled vertices. A tree is chosen at random in the set Sn, assuming that all the possible nn−1 choices are equally probable. Define τn(m) as the number of vertices in layer m, that is, the number of vertices at a distance m from the root of the tree. The distance of a vertex from the root is the
Lajos Takács
wiley +1 more source
On the weak convergence of multiparameter stochastic integrals
Open MathematicsIn this paper we provide sufficient conditions for sequences of stochastic processes of the form ∫ [0,t] f n(u)θ n(u)du, to weakly converge, in the space of continuous functions over a closed interval, to integrals with respect to the Brownian motion, ∫ [
Bardina Xavier, Boukfal Salim
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A functional limit theorem for η-weakly dependent processes and its applications
, 2008 Central limit theorem, Weakly dependent processes, Sample moments and cumulants, 60F05, 62F12, 62M10,
Paul Doukhan +5 more
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EB lifetime distributions as alternative to the EP lifetime distributions
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2014 In this paper we consider lifetime distributions called EB-Max distribution and EB-Min. In the conditions of the Poisson’s Limit Theorem it is shown that EB-Max distribution may be approximated by its analogous called EP-Max lifetime distribution and EB ...
Lupu Carmen Elena +2 more
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Uniform Central Limit Theorems for the Grenander Estimator
, 2020 The classical result of MSC 2000 subject classification: Primary: 60F05 ...
Richard Nickl
core