Results 11 to 20 of about 810 (38)

Markov loops, coverings and fields [PDF]

, 2016
We investigate the relations between the Poissonnian loop ensembles , their occupation fields, non ramified Galois coverings of a graph, the associated gauge fields, and random Eulerian ...
Jan, Yves Le
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Probability density for a hyperbolic SPDE with time dependent coefficients [PDF]

, 2006
We prove the existence and smoothness of density for the solution of a hyperbolic SPDE with free term coefficients depending on time, under hypoelliptic non degeneracy conditions. The result extends those proved in Cattiaux and Mesnager, PTRF 2002, to an
Sanz-Solé, Marta, Torrecilla-Tarantino, Iván   +1 more
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A strong invariance principle for associated random fields [PDF]

, 2005
In this paper we generalize Yu's [Ann. Probab. 24 (1996) 2079-2097] strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n\to \infty.
Balan, Raluca M.
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First-order planar autoregressive model

Modern Stochastics: Theory and Applications
This paper establishes the conditions for the existence of a stationary solution to the first-order autoregressive equation on a plane as well as properties of the stationary solution.
Sergiy Shklyar
doaj   +1 more source

On L\'evy's Brownian motion indexed by the elements of compact groups

, 2013
We investigate positive definiteness of the Brownian kernel K(x,y)=1/2(d(x,x_0) + d(y,x_0) - d(x,y)) on a compact group G and in particular for G=SO(n).Comment: Accepted for publication.
Baldi, Paolo, Rossi, Maurizia
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On the Equality of Sharp and Germ - Fields for Gaussian Processes and Fields [PDF]

, 2004
2000 Mathematics Subject Classification: 60G15, 60G60; secondary 31B15, 31B25, 60H15We investigate the relationship between the sigma-field and the infinitesimal or germ sigma ...
Pitt, Loren D., Robeva, Raina S.
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On the construction of stationary processes and random fields

Dependence Modeling
We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields.
Lee Jeonghwa
doaj   +1 more source

Small values and functional laws of the iterated logarithm for operator fractional Brownian motion

Open Mathematics
The multivariate Gaussian random fields with matrix-based scaling laws are widely used for inference in statistics and many applied areas. In such contexts, interests are often Hölder regularities of spatial surfaces in any given direction.
Wang Wensheng, Dong Jingshuang
doaj   +1 more source

On the Newman Conjecture [PDF]

, 2011
We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability.
Bulinski, Alexander
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On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes [PDF]

, 2005
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied.
Gorenflo, Rudolf, Umarov, Sabir
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