Results 11 to 20 of about 7,361 (242)
The Latency Performance Analysis and Effective Relay Selection for Visible Light Networks [PDF]
SensorsIn visible light communication (VLC), the precise latency evaluation of wireless access networks and the efficient forwarding strategy of core networks are the crux for end-to-end reliability provisioning. Leveraging martingale theory, an elegant latency-
Baozhu Yu, Xiangyu Liu
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Journal of Functional Analysis, 1994 The paper is devoted to quasi-sure analysis of Wiener functionals. The author works on the probability space \(X= C_ 0 ([0, \infty)\to R^ d)\) of the \(d\)-dimensional Brownian motion on \([0, +\infty)\). He gives a quasi-sure version of Kolmogorov's criterion for the continuity of trajectories of a stochastic process, and proves that any \(W_ \infty\)-
Ren, J.G.
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Martingales and the characteristic functions of absorption time on bipartite graphs [PDF]
Royal Society Open Science, 2021 Evolutionary graph theory investigates how spatial constraints affect processes that model evolutionary selection, e.g. the Moran process. Its principal goals are to find the fixation probability and the conditional distributions of fixation time, and ...
Travis Monk, André van Schaik
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Nonparametric Assessment of the Calibration of Individualized Treatment Effects. [PDF]
Stat MedABSTRACT An important aspect of the performance of algorithms that predict individualized treatment effects (ITEs) is moderate calibration, that is, the average treatment effect among individuals with predicted treatment effect of z being equal to z. The assessment of moderate calibration is a challenging task on two fronts: counterfactual responses ...
Sadatsafavi M +3 more
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Martingales and an Application [PDF]
, 2022 We set up some of the basic probability concepts needed to define martingales. We study ”strategies” on martingales and how they help us prove convergence. In addition, we prove decomposition of processes in terms of martingales.
Abhijeet Anand Mulgund (14073792)
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Exact bounds for tail probabilities of martingales with bounded differences
Lietuvos Matematikos Rinkinys, 2009 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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On Barrier Binary Options in the Telegraph-like Financial Market Model
Computation, 2022 The article continues the study of the market model based on jump-telegraph processes. It is assumed that the price of a risky asset follows the stochastic exponential of a piecewise linear process, equipped with jumps that occur at the moments of a ...
Nikita Ratanov
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Martingale Morrey-Hardy and Campanato-Hardy Spaces
Journal of Function Spaces and Applications, 2013 We introduce generalized Morrey-Campanato spaces of martingales, which generalize both martingale Lipschitz spaces introduced by Weisz (1990) and martingale Morrey-Campanato spaces introduced in 2012.
Eiichi Nakai +2 more
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Local asymptotic normality of statistical models of discrete martingales
Lietuvos Matematikos Rinkinys, 2023 We establish general conditions assuring the local asymptotic normality of statistical experiments of discrete or purely discontinuous local martingales obtained models of point processes of all types were found out.
Vaidotas Kanišauskas
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A note on dilations and martingales
International Journal of Mathematics and Mathematical Sciences, 1993 The purpose of this note is to investigate the effect of dilations on martingales and to give conditions under which a dilated martingale will retain the martingale property.
Martin L. Jones
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