Results 1 to 10 of about 259,656 (266)
On Exceedance Times for Some Processes with Dependent Increments [PDF]
Journal of Applied Probability, 2014 Let {Z n } n≥0 be a random walk with a negative drift and independent and identically distributed increments with heavy-tailed distribution, and let M = sup n≥0 Z n be its supremum.
Asmussen, Søren, Foss, Sergey
core +14 more sources
, 2006 In the last ten years fractional Brownian motion BHt received a lot of attention (e.g. [Be],[GrNo], [HuOk],[HuOkSa], [So] [DeUs], [Oh] and [DuHuPa]). This process has dependent increments, which make it interesting for many applications such as finance (e.g. [HuOk], [Be]) and network simulations (e.g. [No]). However, BHt has a covariance function E(BHt
Daniel Schiemert
semanticscholar +4 more sources
Limiting processes with dependent increments for measures on symmetric group of permutations
Advanced Studies in Pure Mathematics, 2019 A family of measures on the set of permutations of the first $n$ integers, known as Ewens sampling formula, arises in population genetics. In a series of papers, the first two authors have developed necessary and sufficient conditions for the weak convergence of a partial sum process based on these measures to a process with independent increments ...
Babu, Gutti Jogesh +2 more
semanticscholar +4 more sources
Larval condition and growth of Sardinella brasiliensis (Steindachner, 1879): preliminary results from laboratory studies [PDF]
Scientia Marina, 2003 Brazilian sardine, the most important resource along the southeastern Brazilian coast, presented great variations and declines in its stocks. The main factors contributing to this are: oceanographic structure changes; recruitment failures; excessive ...
Carmen Lúcia del Bianco Rossi-Wongtschow +3 more
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Time-inhomogeneous jump processes and variable order operators [PDF]
, 2016 In this paper we introduce non-decreasing jump processes with independent and time non-homogeneous increments. Although they are not L\'evy processes, they somehow generalize subordinators in the sense that their Laplace exponents are possibly different ...
Orsingher, Enzo +2 more
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Split invariance principles for stationary processes [PDF]
, 2011 The results of Koml\'{o}s, Major and Tusn\'{a}dy give optimal Wiener approximation of partial sums of i.i.d. random variables and provide an extremely powerful tool in probability and statistical inference. Recently Wu [Ann. Probab. 35 (2007) 2294--2320]
Berkes, István +2 more
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The Processes with Dependent Increments as Mathematical Models of the Interest Rate Processes
, 2012 Processes of the interest rates and other financial indexes in continuous time are usually modeled in the literature by stochastic processes with independent increments. Such processes are described by the stochastic differential equations and are the Markov processes.
Gennady Medvedev
openaire +3 more sources
, 2012 The doctoral thesis treats with the extremal behavior of stochastic processes using the concept of regular variation. In particular, finite and infinite-dimensional regular variation is proved for mixed moving average processes driven by regularly varying Lévy bases.
Martin Möser
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Frontiers in Cellular Neuroscience, 2022 Prolonged changes in neural activity trigger homeostatic synaptic plasticity (HSP) allowing neuronal networks to operate within functional ranges. Cell-wide or input-specific adaptations can be induced by pharmacological or genetic manipulations of ...
Pablo Vergara +4 more
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Frontiers in Physiology, 2021 Cementum, which is excreted by cementoblasts, provides an attachment site for collagen fibers that connect to the alveolar bone and fix the teeth into the alveolar sockets.
Satomi Kamata +5 more
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