Results 41 to 50 of about 3,092 (108)

The Cameron-Martin Theorem for (p-)Slepian processes

, 2016
We show a Cameron-Martin theorem for Slepian processes $W_t:=\frac{1}{\sqrt{p}}(B_t-B_{t-p}), t\in [p,1]$, where $p\geq \frac{1}{2}$ and $B_s$ is Brownian motion.
Bischoff, Wolfgang, Gegg, Andreas
core   +1 more source

Smooth approximations for fractional and multifractional fields [PDF]

Random Oper. Stoch. Equ. 20 (2012), 209-232, 2011
We construct absolute continuous stochastic processes that converge to anisotropic fractional and multifractional Brownian sheets in Besov-type spaces.
arxiv   +1 more source

Higher-order expansions of powered extremes of normal samples

, 2016
In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants.
Ling, Chengxiu, Zhou, Wei
core   +1 more source

On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection

, 2014
We consider the likelihood ratio test (LRT) process related to the test of the absence of QTL (i.e. a gene with quantitative effect on a trait) on a chromosome. We consider two different recombination models.
Charles-Elie Rabier
semanticscholar   +1 more source

On Asymptotic Proximity of Distributions [PDF]

arXiv, 2007
We consider some general facts concerning convergence P_{n}-Q_{n}\to 0 as n\to \infty, where P_{n} and Q_{n} are probability measures in a complete separable metric space. The main point is that the sequences {P_{n}} and {Q_{n}} are not assumed to be tight.
arxiv  

INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES

, 2014
In this paper, we consider Ornstein-Uhlenbeck process dX t = −X t dt+ vdS t , X 0 = x, driven by a subfractional Brownian motion S . We prove that the subfractional Ornstein-Uhlenbeck process X is local nondeterministic and give some properties of this ...
Guangjun Shen, Dongjin Zhu, Xiuwei Yin
semanticscholar   +1 more source

Prediction Law of Mixed Gaussian Volterra Processes [PDF]

arXiv, 2019
We study the regular conditional law of mixed Gaussian Volterra processes under the influence of model disturbances. More precisely, we study prediction of Gaussian Volterra processes driven by a Brownian motion in a case where the Brownian motion is not observable, but only a noisy version is observed.
arxiv  

ON THE THERMAL VOLTAGE SIGNAL IN A VIRTUAL NANOCONDUCTOR

, 2013
We consider the electronic gas in a virtual conductor which is described in terms of a modified Drude model. The attractiveness of this model has been rediscovered in the computer era when it has been recognized that a dynamics of the electrons can be ...
E. Grycko, W. Kirsch, T. Mühlenbruch
semanticscholar   +1 more source

Intervention in Ornstein-Uhlenbeck SDEs [PDF]

, 2013
We introduce a notion of intervention for stochastic differential equations and a corresponding causal interpretation. For the case of the Ornstein-Uhlenbeck SDE, we show that the SDE resulting from a simple type of intervention again is an Ornstein ...
Sokol, Alexander
core  

On some inequalities for Gaussian measures [PDF]

Proceedings of the ICM, Beijing 2002, vol. 2, 813--822, 2003
We review several inequalities concerning Gaussian measures - isoperimetric inequality, Ehrhard's inequality, Bobkov's inequality, S-inequality and correlation conjecture.
arxiv