Results 141 to 150 of about 5,030,646 (292)
DIFFERENCES OF ERGODIC AVERAGES FOR CESÀRO BOUNDED OPERATORS
The Quarterly Journal of Mathematics, 2007 Summary: We prove that the weighted differences of ergodic averages, induced by a Cesàro bounded, strongly continuous, one-parameter group of positive, invertible, linear operators on \(L^{p}\), \(1 < p < {\infty}\), converge almost every where and in the \(L^{p}\)-norm.
Bernardis-Medici, Ana Lucía +4 more
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Tests for Changes in Count Time Series Models With Exogenous Covariates
Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source
Power allocation of hybrid spectrum sharing based on the spatial location
Tongxin xuebao, 2014 Based on the random spatial location of the secondary user, a spatial hybrid spectrum sharing model which combines overlay with underlay was proposed to improve spectrum utilization. Considering the different location of sec-ondary user, the interference
Yan CAI, Jing ZHANG, Hong-bo ZHU
doaj +2 more sources
Transportation Research Interdisciplinary PerspectivesIn this paper, we direct the attention of the mobility science community to the concept of ergodicity-breaking, a principle of importance for understanding and addressing the complexities of (personal) mobility. Ergodicity refers to the assumption that a
Arne Vanhoyweghen +2 more
doaj +1 more source
Describing the Dynamics and Complexity of Matsumoto-Nonaka's Duopoly Model
Abstract and Applied Analysis, 2013 We study the duopoly model proposed by Matsumoto and Nonaka (2006), in which two firms produce two complementary goods, and there are externalities of different signs.
Jose S. Cánovas +1 more
doaj +1 more source
Journal of Time Series Analysis, Volume 47, Issue 3, Page 539-556, May 2026.ABSTRACT In this paper, we propose a new test for the detection of a change in a non‐linear (auto‐)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at‐most‐one‐change model and approximate the unknown (auto‐)regression function by a neural network with one hidden layer. It
Claudia Kirch, Stefanie Schwaar
wiley +1 more source
ChemPhysChem, Volume 27, Issue 8, 28 April 2026.For directly comparing experimental results on gas‐phase ion reactions with the predictions from quantum chemical calculations, the latter must first be converted into rate constants. This review addresses the question of whether current methods of statistical rate theory can accomplish this task reliably. Statistical rate theory has long been used for
Thomas Auth, Konrad Koszinowski
wiley +1 more source
Ain Shams Engineering JournalThis paper examines a drone assisted decode-and-forward relaying, where an immobile ground-source wants to send symbols to an immobile ground-destination via a half-duplex drone relay.
Xiaodong Ji +4 more
doaj +1 more source
Ergodic averages for sparse corners
55 pages, added Theorem 1.6, improved Theorem 4.1, added references and fixed problem with cross ...
Frantzikinakis, Nikos, Kuca, Borys
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Complexity and the Fractional Calculus
Advances in Mathematical Physics, 2013 We study complex processes whose evolution in time rests on the occurrence of a large and random number of events. The mean time interval between two consecutive critical events is infinite, thereby violating the ergodic condition and activating at the ...
Pensri Pramukkul +4 more
doaj +1 more source