Results 1 to 10 of about 832 (58)
Impact of missing data on the prediction of random fields. [PDF]
J Appl Stat, 2020 Hamaz A +3 more
europepmc +2 more sources
Asymptotic properties of parameter estimates for random fields with tapered data [PDF]
, 2017 In this paper we present novel results on the asymptotic be-havior of the so-called Ibragimov minimum contrast estimates. The case of tapered data for various models of Gaussian random fields is investigated.
Alomari, Huda Mohammed +5 more
core +3 more sources
Heat Kernel Measure on Central Extension of Current Groups in any Dimension [PDF]
, 2006 We define measures on central extension of current groups in any dimension by using infinite dimensional Brownian motion.Comment: Published in SIGMA (Symmetry, Integrability and Geometry: Methods and Applications) at http://www.emis.de/journals ...
Leandre, Remi
core +4 more sources
A Note on Global Suprema of Band-Limited Spherical Random Functions [PDF]
, 2014 In this note, we investigate the behaviour of suprema for band-limited spherical random fields. We prove upper and lower bound for the expected values of these suprema, by means of metric entropy arguments and discrete approximations; we then exploit the
Marinucci, Domenico, Vadlamani, Sreekar
core +1 more source
An application of the nonselfadjoint operators theory in the study of stochastic processes
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 149-157, 2004., 2004 The theory of operator colligations in Hilbert spaces gives rise to certain models for nonselfadjoint operators, called triangular models. These models generalize the spectral decomposition of selfadjoint operators. In this paper, we use the triangular model to obtain the correlation function (CF) of a nonstationary linearly representable stochastic ...
Lyazid Abbaoui, Latifa Debbi
wiley +1 more source
International Journal of Stochastic Analysis, Volume 16, Issue 3, Page 209-231, 2003., 2003 Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst‐case design settings, the disturbance is considered random with imprecisely known probability distribution.
Phil Diamond +2 more
wiley +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
International Journal of Stochastic Analysis, Volume 12, Issue 2, Page 133-150, 1999., 1998 The criterion and sufficient condition for the existence of moments of one‐parameter increasing predictable processes is presented in terms of an associated potential. The estimates of moments of special functional connected with two‐parameter increasing predictable processes are given in the case when the associated potential is bounded.
Yu. Mishura, Ya. Oltsik
wiley +1 more source
International Journal of Stochastic Analysis, Volume 9, Issue 3, Page 281-302, 1996., 1995 We study two‐parameter coordinate‐wise C0‐semigroups and their generators, as well as two‐parameter evolutions and differential equations up to the second order for them. These results are applied to obtain the Hille‐Yosida theorem for homogeneous Markov fields of the Feller type and to establish forward, backward, and mixed Kolmogorov equations for ...
Yu. Mishura, Yu. Tomilov
wiley +1 more source
On a nonhierarchical version of the generalized random energy model [PDF]
, 2006 We introduce a natural nonhierarchical version of Derrida's generalized random energy model. We prove that, in the thermodynamical limit, the free energy is the same as that of a suitably constructed GREM.Comment: Published at http://dx.doi.org/10.1214 ...
Bolthausen, Erwin, Kistler, Nicola
core +3 more sources