Results 161 to 170 of about 3,867,002 (189)
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A note on random time changes of Markov chains
Scandinavian Actuarial Journal, 1984Abstract We present simple conditions under which Markov time changes are obtained, and give formulae for the resulting transition probabilities.
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Randomized Controlled Trials and Naturalistic Data: Time for a Change?
Human Psychopharmacology: Clinical and Experimental, 1996Current medical research is over-dependent upon the randomized controlled trial (RCT). There are limitations to this approach and an exclusive reliance upon RCTs at the expense of more naturalistic observation impedes development in clinical understanding. Many questions concerning a drug's usefulness cannot be answered using standard RCT design. It is
C. V. R. BLACKER, C. MORTIMORE
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Detection of Changes in the Properties of Time-Varying Random Processes
Automation and Remote Control, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Structure of martingales under random change of time
2005I.. Definition of transformed family of 6"_ fields Let us fix a probability space ( 2 ,~ ~) , an increasing right-continious family ( ~ )~o of Gfields and an adapted to this family right-continious process (~)s~o , which has the properties: 1. all paths are increasing, 2.
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Connection between random curves, changes of time, and regenerative times of stochastic processes
Journal of Soviet Mathematics, 1981The product of spaces Φ × D is considered, where Φ is the set of all continuous, nondecreasing functions ϕ:[0,∞)→(0,∞), ϕ(0)=0, ϕ(t)→∞(t→∞), and D is the set of all right continuous functions ξ:(0,∞)→X; here X is some metric space. Two mappings are defined: the first is the projection q(ϕ,ξ)=ξ, and the second is the change of time U(ϕ,ξ)=ξoϕ.
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Random walk approximants of mixed and time-changed Lévy processes
2015Random walks are used to model various random processes in different fields. In this chapter we are only interested in random walks as approximating processes of some basic driving processes of stochastic differential equations discussed in the previous chapter.
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Central Limit Theory for Martingales via Random Change of Time.
1983Abstract : This paper contains an exposition of the by now rather complete central limit theory for discrete parameter martingales providing new and efficient proofs. The basic idea is to start by proving a central limit theorem under quite restrictive conditions (that the summands tend uniformly to zero and that the sums of squares converge uniformly)
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