Results 231 to 240 of about 1,141,433 (264)

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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A note on random time changes of Markov chains

Scandinavian Actuarial Journal, 1984
Abstract 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, 1996
Current 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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Asymptotic Properties of the Times the States Change in a Random Record Process

Theory of Probability & Its Applications, 1987
Suppose \(\xi_ 1,\xi_ 2,...\), and \(\eta_ 0,\eta_ 1,\eta_ 2,..\). are all mutually independent, with the distribution function of \(\xi_ i's\) being F(x) \((F(0)=0)\) and of the \(\eta_ i's\) being G(x) (continuous).
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Structure of martingales under random change of time

2005
I.. 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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Stochastic properties of a time change random effects model

Mathematica Slovaca
Abstract In this paper we develop time change models. In these models the frailty random variable enters the baseline hazard function to change the time scale which is also the case in scale change model available in literature. We investigate, when the frailty random variables are ordered then how are the corresponding population ...
Nitin Gupta, Pradeep Kumar Sahu, Shilpa Bansal   +2 more
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On Two Estimation Problems for Times of Change of the Probabilistic Characteristics of a Random Sequence

Theory of Probability & Its Applications, 1985
Translation from Teor. Veroyatn. Primen. 29, No.3, 464-473 (Russian) (1984; Zbl 0568.62080).
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Connection between random curves, changes of time, and regenerative times of stochastic processes

Journal of Soviet Mathematics, 1981
The 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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Detecting changes in a Poisson process monitored at random time intervals

Sequential Analysis, 2016
ABSTRACTWe look at a Poisson process where the arrival rate changes at some unknown time point. We monitor this process only at certain time points. At each time point, we count the number of arrivals that happened in that time interval. In previous work, it was assumed that the time intervals were fixed in advance.
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Random walk approximants of mixed and time-changed Lévy processes

2015
Random 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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