Results 271 to 280 of about 6,349,849 (305)

Generating Quasi-Random Paths for Stochastic Processes

SIAM Review, 1998
The paper addresses the question of how to use quasi-Monte Carlo methods to improve the simulation of stochastic processes numerically. Two general procedures, viz. the generalized Brownian bridge and the particle reordering, have been developed for generating discrete sample paths associated with a stochastic process using quasi-random sequences.
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Embedded processes in Generalized Stochastic Petri Nets

Proceedings 9th International Workshop on Petri Nets and Performance Models, 2002
We show that a particular class of Generalized Stochastic Petri Nets have stationary probabilities that exhibit a product form. Efficient solution algorithms can be developed for the computation of the performance indices of such Product-Form GSPNs. These algorithms avoid the generation of the underlying state space. Hence, large PF-GSPN models can now
BALBO, Gianfranco, S. C. BRUELL, SERENO, Matteo   +2 more
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Stochastic processes: general definition

2017
This short chapter introduces the main topic of this textbook, namely, stochastic processes. As was true for the law of large numbers and the central limit theorem, stochastic processes are collections of random variables defined on the same probability space. These random variables, however, are not usually assumed to be independent. Instead, they are
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Generalized Functions and Stochastic Processes

1995
Differential algebras of generalized stochastic processes are constructed, which contain irregular processes as e. g. white noise. Solutions to nonlinear stochastic differential equations are obtained in these algebras. The methods extend the nonlinear theories of generalized functions as developed by J. F. Colombeau, Yu. V. Egorov, E. E.
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Approximation of generalized stochastic processes

2009
Es werden neben bereits bekannten auch neue Approximationseigenschaften von verallgemeinerten stoschastischen Prozessen hergeleitet und bewiesen. Als Hilfsmittel dienen in erster Linie neue Konvergenzresultate für Elemente der Feichtinger Algebra, welche unter anderem auch auf numerischen Überlegungen basieren.
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Generation of non-Gaussian stationary stochastic processes

Physical Review E, 1996
A procedure is developed to generate a non-Gaussian stationary stochastic process with the knowledge of its first-order probability density and the spectral density. The procedure is applicable to an arbitrary probability density if the spectral density is of a low-pass type, and to a large class of probability densities if the spectral density is of a
, Cai, , Lin
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Generalized z-Distributions and Related Stochastic Processes

Lithuanian Mathematical Journal, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Stochastic Ergodic Theorem for General Additive Processes

Canadian Mathematical Bulletin, 1989
AbstractIn this article, we obtain the stochastic ergodic theorem for general additive processes. That is, we prove that there exists , such that whenever α > 0 and A is a measurable set with μ(A) < ∞, where and {U(ij)}} an arbitrary (two dimensional) semigroup of L1 -contractions. This result generalizes the stochastic ergodic theorem (SET) of
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Regularity of generalized stochastic processes

Régularité de processus stochastiques généralisés De plus et moins récentes études révèlent un besoin par la communauté probabiliste de comprendre des processus indexés par des espaces plus généraux que N ou R_+.Sont donc étudiés dans cette thèse les processus {X_t}_t indexés par un ensemble T très général muni d'une relation d'ordre ...
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General theory of stochastic processes in applications

2023
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