Results 141 to 150 of about 1,170,059 (167)

Sample path properties of G-Brownian motion

Journal of Mathematical Analysis and Applications, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Falei, Zheng, Guoqiang
openaire   +1 more source

Sample Path Properties at Upcrossings

1983
Our main concern in the previous chapter has been the numbers and locations of upcrossings of high levels, and the relations between the upcrossings of several adjacent levels.For instance, we know from Theorem 9.3.2 and relation (9.2.3) that for a standard normal process each upcrossing of the high level u = uτ; with a probability p = τ*/τ is ...
M. R. Leadbetter, Georg Lindgren, Holger Rootzén   +2 more
openaire   +1 more source

Lattice-Based Sampling for Path Property Monitoring

ACM Transactions on Software Engineering and Methodology, 2011
Runtime monitoring can provide important insights about a program’s behavior and, for simple properties, it can be done efficiently. Monitoring properties describing sequences of program states and events, however, can result in significant runtime overhead.
Madeline M. Diep, Matthew B. Dwyer, Sebastian Elbaum   +2 more
openaire   +1 more source

Sample path properties of the G/D/m queue

European Journal of Operational Research, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fu, Michael C., Hu, Jian-Qiang
openaire   +1 more source

Sample path properties of timed discrete event systems

Proceedings of the IEEE, 1989
The basic problem of constructing a perturbed sample path (given a parameter perturbation) from information contained in a nominal sample path is considered. Two conditions, observability and constructability, which have to be satisfied for this to be feasible are identified.
C.G. Cassandras, S.G. Strickland
openaire   +1 more source

Two Ergodic Sample-Path Properties of the Poisson Process

Journal of Theoretical Probability, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Sample path properties of processes with stable components

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1969
In this paper, processes in R d of the form X(t)=(X 1 (t), X 2 (t), ⋯, X N (t), where X i (t) is a stable process of index α i in ...
Pruitt, W. E., Taylor, S. J.
openaire   +2 more sources

Sample Path Properties of Operator-Slef-Similar Gaussian Random Fields

Theory of Probability & Its Applications, 2002
The authors study the Hausdorff dimension of the image and graph set, hitting probabilities, and other sample path properties of certain isotropic operator-self-similar Gaussian random fields \(X(t)\), \(t\in \mathbb{R}^n\), with stationary increments. The class of such fields includes multiparameter operator fractional Brownian motion.
Mason, J. D., Yimin, Xiao
openaire   +2 more sources

On Some Sample Path Properties of Intra-Day Futures Prices

The Review of Economics and Statistics, 1990
This paper develops a time-series model for continuous time asset prices and then uses tick-by-tick data from Treasury bill futures to develop both a definition and test for efficiency in the continuous time case. The results suggest that intra-day data on futures prices do not behave like a Markov Renewal process; rather, lagged values of futures ...
Neftci, Salih N, Policano, Andrew J
openaire   +1 more source

Reducing the Cost of Path Property Monitoring Through Sampling

2008 23rd IEEE/ACM International Conference on Automated Software Engineering, 2008
Run-time monitoring can provide important insights about a program's behavior and, for simple properties, it can be done efficiently. Monitoring properties describing sequences of program states and events, however, can result in significant run-time overhead. In this paper we present a novel approach to reducing the cost of run-time monitoring of path
Matthew B. Dwyer, Madeline Diep, Sebastian Elbaum   +2 more
openaire   +1 more source