Results 41 to 50 of about 3,867,002 (189)
Diffusion constants and martingales for senile random walks [PDF]
, 2007 We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks.
Kager, Wouter
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Random Time Changes for Processes with Random Birth and Death
The Annals of Probability, 1987 A random time-change for a stationary Markov process with random birth and death times is studied. A diffusive homogeneous random measure B is used to construct the time change clock preserving the Markovian and stationarity properties. Properties of the characteristic measure \(\nu_ B\) of B related to the time-changed semigroup are investigated.
openaire +3 more sources
Record ages of non-Markovian scale-invariant random walks
Nature Communications, 2023 How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics.
Léo Régnier +2 more
doaj +1 more source
Decentralized sequential change detection using physical layer fusion
, 2007 The problem of decentralized sequential detection with conditionally independent observations is studied. The sensors form a star topology with a central node called fusion center as the hub.
Sundaresan, Rajesh, Zacharias, Leena
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The quantile transform of a simple walk [PDF]
, 2013 We examine a new path transform on 1-dimensional simple random walks and Brownian motion, the quantile transform. This transformation relates to identities in fluctuation theory due to Wendel, Port, Dassios and others, and to discrete and Brownian ...
Assaf, Sami, Forman, Noah, Pitman, Jim
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Stochastic time-evolution, information geometry and the Cramer-Rao Bound [PDF]
, 2019 We investigate the connection between the time-evolution of averages of stochastic quantities and the Fisher information and its induced statistical length.
Dechant, Andreas, Ito, Sosuke
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Discrete Dynamics in Nature and Society, 2016 This study investigates the dynamic performance and optimization of a typical discrete production control system under supply disruption and demand uncertainty.
Qiankai Qing, Wen Shi, Hai Li, Yuan Shao
doaj +1 more source
IEEE Access, 2022 The amount of cultivated land per capita in China is relatively low, and the phenomenon of non-cultivated land (NCL) in recent years has negatively impacted the stability of grain production in China.
Sen Zhang +7 more
doaj +1 more source
Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences
, 2010 We derive exact computable expressions for the asymptotic distribution of the change-point mle when a change in the mean occurred at an unknown point of a sequence of time-ordered independent Gaussian random variables.
Fotopoulos, Stergios B. +2 more
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Disorder relevance for the random walk pinning model in dimension 3 [PDF]
, 2010 We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate \rho>0, which plays the role of disorder, the law up to time t of a second independent random walk X with ...
Birkner, Matthias, Sun, Rongfeng
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