Results 11 to 20 of about 1,634 (85)
Convergence rate of extremes from Maxwell sample
Journal of Inequalities and Applications, 2013 For the partial maximum from a sequence of independent and identically distributed random variables with Maxwell distribution, we establish the uniform convergence rate of its distribution to the extreme value distribution.MSC:62E20, 60E05, 60F15, 60G15.
Chuandi Liu, Baogen Liu
semanticscholar +2 more sources
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
doaj +1 more source
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
doaj +1 more source
Necessary and Sufficient Conditions for H\"older Continuity of Gaussian Processes [PDF]
, 2013 The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions.
Azmoodeh, Ehsan +3 more
core +2 more sources
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
wiley +1 more source
On the linear fractional self-attracting diffusion [PDF]
, 1998 In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1 ...
A Stephens +19 more
core +2 more sources
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
wiley +1 more source
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
doaj +1 more source
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
core +2 more sources
New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences
International Journal of Stochastic Analysis, Volume 15, Issue 4, Page 309-325, 2002., 2002 Various methods to derive new formulas for the Laplace transforms of some quadratic forms of Gaussian sequences are discussed. In the general setting, an approach based on the resolution of an appropriate auxiliary filtering problem is developed; it leads to a formula in terms of the solutions of Volterra‐type recursions describing characteristics of ...
M. L. Kleptsyna, A. Le Breton, M. Viot
wiley +1 more source