Results 11 to 20 of about 96 (26)

Central Limit Theorem for Random “Contractive” Functions on Interval

Annales Mathematicae Silesianae
We use the approach from Czudek and Szarek (see [1]) to prove the central limit theorem for a stationary Markov chain generated by an iterative function system for a family of increasing, injective functions on [0, 1] with “contractive” properties.
Block Maciej, Kacprzak Wiktoria, Falęcki Dorian   +2 more
doaj   +1 more source

A point on discrete versus continuous state-space Markov chains

Dependence Modeling
This article investigates the effects of discrete marginal distributions on copula-based Markov chains. We establish results on mixing properties and parameter estimation for a copula-based Markov chain model with Bernoulli(pp) marginal distributions ...
Muia Mathias, Longla Martial
doaj   +1 more source

Ruin probabilities in perturbed risk process with stochastic investment and force of interest

, 2018
Oseni Bamidele Mustapha, Jolayemi Emmanuel Tejub   +1 more
semanticscholar   +1 more source

A family of L 2-spaces associated to the jumps of a Markov process

Open Mathematics, 2011
Grecea Valentin
doaj   +1 more source

Multivariate Markov Families of Copulas

Dependence Modeling, 2015
Overbeck Ludger, Schmidt Wolfgang M.
doaj   +1 more source

From convergence of operator semigroups to gene expression, and back again

, 2008
A. Bobrowski
semanticscholar   +1 more source

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Spectral gap and cutoff phenomenon for the Gibbs sampler of ∇φ interfaces with convex potential

Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2022
We consider the Gibbs sampler, or heat bath dynamics associated to log-concave measures on R describing ∇φ interfaces with convex potentials. Under minimal assumptions on the potential, we find that the spectral gap of the process is always given by gapN
P. Caputo, Cyril Labbé, H. Lacoin
semanticscholar   +1 more source

The Proof of Strong Markov Property Based on one Definition

, 2015
Rong Tang, Yixuan Dong
semanticscholar   +1 more source

Poisson Hypothesis for Information Networks. II

, 2005
A. Rybko
semanticscholar   +1 more source

Extremes in Branching Random Walk and Branching Brownian Motion

, 2013
L. Addario-Berry, N. Berestycki, N. Gantert   +2 more
semanticscholar   +1 more source