Results 151 to 160 of about 3,867,002 (189)

Change of measure up to a random time: theory

Journal of Applied Probability, 1991
Change of measure up to fixed times or stopping times is the theme of the famous Cameron–Martin–Girsanov formula. The paper studies change of measure up to random times which are not stopping times of the natural filtration. The ultimate aim is to build up a family of interesting models for physics and chemistry.
Mortimer, T. M., Williams, David
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Local times and random time changes

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1967
The purpose of this paper is to prove an integral representation theorem for continuous additive functionals (of a Hunt process satisfying hypothesis (F)) as integrals of local times (when they exist) with respect to certain measures. The effect of random time changes on the local times and on the integral representation is investigated.
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Timing the First Pediatric Tracheostomy Tube Change: A Randomized Controlled Trial

Otolaryngology–Head and Neck Surgery, 2020
ObjectiveThe first pediatric tracheostomy tube change often occurs within 7 days after placement; however, the optimal timing is not known. The primary objective was to determine the rate of adverse events of an early tube change. Secondary objectives compared rates of significant peristomal wounds, sedation requirements, and expedited intensive care ...
Stephen R, Chorney, Rosemary C, Patel, Allison E, Boyd, Joanne, Stow, Mary M, Schmitt, Deborah, Lipman, Julia F, Dailey, Carol, Nhan, Terri, Giordano, Steven E, Sobol   +9 more
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Structural Change Monitoring for Random Coefficient Autoregressive Time Series

Communications in Statistics - Simulation and Computation, 2014
A monitoring scheme is proposed to sequentially detect a structural change in random coefficient autoregressive time series of order p (RCA(p)) after a training period of size T. It extends structural change monitoring to RCA(p) time series. The asymptotic properties of our monitoring statistic are established under both the null of no change in ...
Fuxiao Li, Zheng Tian, Peiyan Qi
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Quickest detection of an abrupt change in a random sequence with finite change-time

IEEE Transactions on Information Theory, 1994
Summary: This paper proposes a new procedure for quickest detection of an abrupt change in a random sequence, where a change is known to occur with probability one. Applications include on-line speech segmentation, edge detection in image processing, and communications channel monitoring. In contrast to \textit{A. N.
Liu, Yong, Blostein, Steven D.
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Descriptor discrete-time systems with random abrupt changes: stability and stabilisation

International Journal of Control, 2008
This paper deals with the class of linear discrete-time systems with random abrupt changes also known as class of Markovian jump singular systems. The problems of stochastic stability and the stochastic stabilisation (using state-feedback control and static output feedback control) are tackled.
E.K. Boukas, Y. Xia
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Random-Effects Meta-analysis of Inconsistent Effects: A Time for Change

Annals of Internal Medicine, 2014
A primary goal of meta-analysis is to improve the estimation of treatment effects by pooling results of similar studies. This article explains how the most widely used method for pooling heterogeneous studies--the Der Simonian-Laird (DL) estimator--can produce biased estimates with falsely high precision. A classic example is presented to show that use
John E, Cornell, Cynthia D, Mulrow, Russell, Localio, Catharine B, Stack, Anne R, Meibohm, Eliseo, Guallar, Steven N, Goodman   +6 more
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Adapted Statistical Experiments with Random Change of Time

2017
We study statistical experiments with random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochastic basis in the series scheme. The transition to limit by the series parameter generates an approximation of adapted statistical experiments by a diffusion ...
D. Koroliouk, V. S. Koroliuk
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Random time change and an integral representation for marked stopping times

Probability Theory and Related Fields, 1990
Consider the set \({\mathcal C}\) of all possible distributions of triples (\(\tau\),\(\kappa\),\(\eta)\), such that \(\tau\) is a finite stopping time with associated mark \(\kappa\) in some fixed Polish space, while \(\eta\) is the compensator random measure of (\(\tau\),\(\kappa)\).
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Change point detection in time series data with random forests

Control Engineering Practice, 2010
A large class of monitoring problems can be cast as the detection of a change in the parameters of a static or dynamic system, based on the effects of these changes on one or more observed variables. In this paper, the use of random forest models to detect change points in dynamic systems is considered.
Auret, L., Aldrich, Chris
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