Results 101 to 110 of about 7,361 (242)
On the combinatorics of iterated stochastic integrals [PDF]
This paper derives several identities for the iterated integrals of a general semimartingale. They involve powers, brackets, exponential and the stochastic exponential. Their form and derivations are combinatorial. The formulae simplify for continuous or
Jamshidian, Farshid
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Introduction to Martingales [PDF]
This paper introduces Martingales by covering introductory measure theory concepts and the Lebesgue Integration and Conditional Expectation. It follows up with proofs of Kolomorgov\u27s Theorem on conditional expectations, the Martingale Property, and ...
Shah, Rohan
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DISCRETE-TIME MARTINGALES [PDF]
, 2013 V diplomskem delu so predstavljene najosnovnejše lastnosti martingalov. Predstavljeni so znani primeri stohastičnih procesov ter njihove povezave z martingali. Martingali imajo prav tako velik pomen pri dokazovanju konvergenčnih izrekov.
Grantaša, Simona
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With‐Replacement Balanced Sampling
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Balanced sampling ensures that selected samples allow Horvitz–Thompson estimators to reproduce known auxiliary totals. However, no efficient procedures currently exist for producing balanced samples with replacement despite their potential applications to balanced imputations or balanced stream sampling.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley +1 more source
Stopping and set-indexed local martingales [PDF]
, 1995 Set-indexed local martingales are defined and studied. We present some optional sampling theorems for strong martingales, martingales and weak martingales. The class of set-indexed processes which are locally of class (D) is introduced.
Merzbach, Ely, Ivanoff, B.Gail
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The SIR Model in a Moving Population: Propagation of Infection and Herd Immunity
Communications on Pure and Applied Mathematics, Volume 79, Issue 11, Page 2375-2429, November 2026.ABSTRACT In a collection of particles performing independent random walks on Zd$\mathbb {Z}^d$ we study the spread of an infection with SIR dynamics. Susceptible particles become infected when they meet an infected particle. Infected particles heal and are removed at rate ν$\nu$.
Duncan Dauvergne, Allan Sly
wiley +1 more source
Casi-ortogonalidad y proximidad en L2 de martingalas pii en casi intervalos
Revista de Matemática: Teoría y Aplicaciones, 2009 It was introduced in [2] the notion of prOcess with independent increments in near-intervals (PII), establishing the existence of a decomposition into components with certain regularity properties.
Jaime Lobo Segura
doaj +1 more source
Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA
Communications on Pure and Applied Mathematics, Volume 79, Issue 10, Page 2291-2369, October 2026.ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous +2 more
wiley +1 more source
Health Science Reports, Volume 9, Issue 10, October 2026.ABSTRACT Background and Aims Diabetes mellitus contributes significantly to the global disease burden, affecting approximately 537 million adults worldwide, with over 75% residing in low and middle‐income countries (LMICs). In Zambia, evidence on metabolic predictors of vascular complications among patients with Type 2 Diabetes Mellitus (T2DM) is ...
Gunet Mwalungali +17 more
wiley +1 more source