Results 1 to 10 of about 1,549 (83)
Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
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On initial value problem for elliptic equation on the plane under Caputo derivative
Demonstratio Mathematica, 2023 In this article, we are interested to study the elliptic equation under the Caputo derivative. We obtain several regularity results for the mild solution based on various assumptions of the input data.
Binh Tran Thanh +2 more
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Beltrami fields exhibit knots and chaos almost surely
Forum of Mathematics, Sigma, 2023 In this paper, we show that, with probability $1$ , a random Beltrami field exhibits chaotic regions that coexist with invariant tori of complicated topologies. The motivation to consider this question, which arises in the study of stationary Euler
Alberto Enciso +2 more
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Strong limit of processes constructed from a renewal process
Open Mathematics, 2023 We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally, we compute the rate of convergence in a particular case.
Bardina Xavier, Rovira Carles
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Rate of convergence of uniform transport processes to a Brownian sheet
Open Mathematics, 2020 We give the rate of convergence to a Brownian sheet from a family of processes constructed starting from a set of independent standard Poisson processes.
Rovira Carles
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Forum of Mathematics, Pi, 2020 We determine the order of magnitude of $\mathbb{E}|\sum _{n\leqslant x}f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0\leqslant q\leqslant 1$.
ADAM J. HARPER
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The random Wigner distribution of Gaussian stochastic processes with covariance in S0(ℝ2d)
Journal of Function Spaces, Volume 3, Issue 2, Page 163-181, 2005., 2005 The paper treats time‐frequency analysis of scalar‐valued zero mean Gaussian stochastic processes on ℝd. We prove that if the covariance function belongs to the Feichtinger algebra S0(ℝ2d) then: (i) the Wigner distribution and the ambiguity function of the process exist as finite variance stochastic Riemann integrals, each of which defines a stochastic
Patrik Wahlberg, Hans Feichtinger
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Fredholm representation of multiparameter Gaussian processes with applications to equivalence in law and series expansions [PDF]
, 2015 We show that every multiparameter Gaussian process with integrable variance function admits a Wiener integral representation of Fredholm type with respect to the Brownian sheet.
Sottinen, Tommi, Viitasaari, Lauri
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An extension of the Clark‐Ocone formula
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 28, Page 1463-1476, 2004., 2004 A white noise proof of the classical Clark‐Ocone formula is first provided. This formula is proven for functions in a Sobolev space which is a subset of the space of square‐integrable functions over a white noise space. Later, the formula is generalized to a larger class of operators.
Said Ngobi, Aurel Stan
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Domination of sample maxima and related extremal dependence measures
Dependence Modeling, 2018 For a given d-dimensional distribution function (df) H we introduce the class of dependence measures μ(H, Q) = −E{n H(Z1, . . . , Zd)}, where the random vector (Z1, . . . , Zd) has df Q which has the same marginal dfs as H. If both H and Q are max-stable
Hashorva Enkelejd
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