Results 61 to 70 of about 98,839 (207)
Invariant measure of gaps in degenerate competing three-particle systems [PDF]
We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant density.
Franceschi, Sandro +3 more
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On Koopman and Perron-Frobenius operators of random dynamical systems
ESAIM: Proceedings and Surveys, 2014 In this paper, we investigate the Koopman and the Perron-Frobenius operators of random dynamical systems in general setting. Moreover, we give some necessary and sufficient conditions for the existence of invariant densities for the ...
Hmissi Mohamed
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An example of quasi-invariant cylindrical measure
, 1978 An example of quasi-invariant cylindrical measure on l1 is given.
Kuo, Hui Hsiung
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A special case of rational θs for terminating θ-expansions [PDF]
Surveys in Mathematics and its Applications, 2013 There have been quite a few generalizations of the usual continued fraction expansions over the last few years. One very special generalization deals with θ-continued fraction expansions or simply θ-expansions introduced by Bhattacharya and Goswami [A ...
Santanu Chaktaborty
doaj
Invariant prediction regions with smallest expected measure
, 1986 A method is given for constructing a prediction region having smallest expected measure within the class of invariant level β prediction regions. The main assumptions are that the invariance group acts transitively on the parameter space and that the ...
Hooper, Peter M
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EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS
Pesquimat, 2014 We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the ...
Claudio Fernando Balcázar Huapaya
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Optimal Risk Sharing for Law Invariant Monetary Utility Functions [PDF]
We consider the problem of optimal risk sharing of some given total risk between two economic agents characterized by law-invariant monetary utility functions or equivalently, law-invariant risk measures.
Walter Schachermayer +2 more
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$\beta$-transformation, natural extension and invariant measure
, 2000 For $\beta>1$, consider the $\beta$-transformation $T_\beta$. When $\beta$ is an integer, the natural extension of $T_\beta$ can be represented explicitly as a map on the unit square with an invariant measure: the corresponding two-dimensional ...
QINGHE YIN, GAVIN BROWN
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Combinatorial considerations on the invariant measure of a stochastic matrix [PDF]
, 2019 The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix.
Stephan, Artur
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Approximation of the Invariant Measure for the Stochastic Navier-Stokes [PDF]
, 2009 Kolmogorov's statistical theory of turbulence is based on the existence of the invariant measure of the Navier-Stokes flow. Recently the existence of the invariant measure was established in the three-dimensional case.
Birnir, Bjorn
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