Results 1 to 10 of about 18,905 (246)
Martingale Transforms between Martingale Hardy-amalgam Spaces
We discuss martingale transforms between martingale Hardy-amalgam spaces Hp,qs,Qp,q and Pp,q.
Justice Sam Bansah
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A Delay Performance Analysis and Wireless Resource Allocation Scheme Based on Martingale Theory [PDF]
Statistical delay quality of service (QoS) provisioning is crucial for ultra-reliable low-latency communications (URLLCs). In this paper, a precise delay performance analysis framework is proposed based on martingale theory and a wireless resource ...
Baozhu Yu, Ziyang Jiao, Shuheng Xu
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Estimating methods for quantile residual life regression model with censored length-biased data [PDF]
So far, compared with quantile regression models, there has been relatively little research work done on quantile residual life regression models. The main purpose of this paper is to make statistical inference for quantile residual life regression model
Hongping Wu, Jie Rui
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Background Understanding connectivity is critical to the management of exploited fish stocks, but migratory dynamics of Pacific halibut (Hippoglossus stenolepis) in the Bering Sea and Aleutian Islands region are not well-understood. In the current study,
Timothy Loher
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Evolution Strategies under the 1/5 Success Rule
For large space dimensions, the log-linear convergence of the elitist evolution strategy with a 1/5 success rule on the sphere fitness function has been observed, experimentally, from the very beginning.
Alexandru Agapie
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ON (sub- super) asymptotic martingales
In this paper we intoduce a new class of definitions (sub - super) asymptotic martingale through the concept of asymptotic martingale. we investigate and prove some properties of asymptotic martingale and (sub - super) asymptotic martingale .
Hassan H- Ebrahem, Juwan Abbas-Ali
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The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance
The spontaneous symmetry breaking phenomena applied to Quantum Finance considers that the martingale state in the stock market corresponds to a ground (vacuum) state if we express the financial equations in the Hamiltonian form. The original analysis for
Ivan Arraut +2 more
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Convergence Rates in the Law of Large Numbers for Arrays of Banach Valued Martingale Differences
We study the convergence rates in the law of large numbers for arrays of Banach valued martingale differences. Under a simple moment condition, we show sufficient conditions about the complete convergence for arrays of Banach valued martingale ...
Shunli Hao
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Exact bounds for tail probabilities of martingales with bounded differences
We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞
Dainius Dzindzalieta
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Atomic decompositions of Lorentz martingale spaces and applications
In the paper we present three atomic decomposition theorems of Lorentz martingale spaces. With the help of atomic decomposition we obtain a sufficient condition for sublinear operator defined on Lorentz martingale spaces to be bounded.
Jiao Yong, Peng Lihua, Liu Peide
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