Results 51 to 60 of about 100 (95)

Decomposing the Brownian path via the range process

We decompose the Brownian trajectory from extremes, via the inverse of the range process. This allows us to construct a martingale which satisfies the chaotic property representation and is closely connected to parabolic martingale.60G17 60G40 60G44 ...
Vallois, P.
core  

Approximations of Large Population Epidemic Models

, 2007
The large population asymptotics of a spatial epidemic model is studied through the representation of the process as a projection of a higher dimensional Poisson processes.
Nancy Lopes
core  

Sample ACF of Multivariate Stochastic Recurrence Equations With Application to GARCH

, 1999
We study the weak limit behaviour of the sample autocorrelation function (ACF) of non-linear stationary sequences with regularly varying finite-dimensional distributions.
Richard A. Davis, Bojan Basrak, Thomas Mikosch   +2 more
core  

Stationary Countable Dense Random Sets

, 2007
We study the probability theory of countable dense random subsets of (uncountably infinite) Polish spaces. It is shown that, if such a set is stationary with respect to a transitive (locally compact) group of symmetries, then any event which concerns the
Wilfrid S. Kendall
core  

Poisson approximation of empirical processes

This paper concerns the statistical modelling of Poisson processes. It consists of an intermediate step of replacing truncated empirical point processes by Poisson processes having identical intensity measures and, secondly, the building of models of ...
Falk, Michael, Reiss, Rolf-Dieter
core  

Birth and Death Processes as Projections of Higher Dimensional Poisson Processes

, 1995
Birth and death processes can be constructed as projections of higher dimensional Poisson processes. The existence and uniqueness in the strong sense of the solutions of the time change problem are obtained.
Nancy Lopes Garcia
core  

On The Interplay Of Magnetic And Molecular Forces In Curie-Weiss Ferrofluid Models

, 1998
We consider a mean-field continuum model of classical particles in R d with Ising or Heisenberg spins. The interaction has two ingredients, a ferromagnetic spin-coupling and a spinindependent molecular force.
V. A. Zagrebnov, H.-O. Georgii
core  

On a certain segment process with Voronoi clustering

, 1993
: We consider two independent Poisson planar processes C and S of intensities C and S respectively. All the particles of the process S within the same Voronoi cell of the process C are connected to its nucleus.
Voronoi Clustering, Serguei Zuyev, Serguei Foss   +2 more
core  

BSTPP: a python package for Bayesian spatiotemporal point processes. [PDF]

J Appl Stat
Manring I, Wang H, Mohler G, Miscouridou X.   +3 more
europepmc   +1 more source

Extremes of Lévy Driven Mixed MA Processes with Convolution Equivalent Distributions

, 2005
We investigate the extremal behavior of stationary mixed MA processes 0, where f is a deterministic function with f(r, 0) = f s)| for s 0 and r R+ . The random measure # is infinitely divisible and independently scattered, whose finite
Vicky Fasen
core