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Sample Path Properties at Upcrossings
1983Our 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 +2 more
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Sample path properties of timed discrete event systems
Proceedings of the IEEE, 1989The 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.
Christos G. Cassandras +1 more
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Reducing the Cost of Path Property Monitoring Through Sampling
2008 23rd IEEE/ACM International Conference on Automated Software Engineering, 2008Run-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 +2 more
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Sample path properties of the G/D/m queue
European Journal of Operational Research, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fu, Michael C., Hu, Jian-Qiang
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Sample path properties of processes with stable components
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1969In 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.
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On Some Sample Path Properties of Intra-Day Futures Prices
The Review of Economics and Statistics, 1990This 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
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Asymptotic properties of the sample paths of additive Lévy processes
SCIENTIA SINICA Mathematica, 2011Summary: In this paper we study the asymptotic properties of the sample paths of the sum of finite independent subordinators. We obtain the \(\limsup\) and \(\liminf\) of the rates of growth of the process at the origin and infinity. Furthermore we deduce the uniform result on the asymptotic behavior of the process at the origin.
Shi, Haihua, Hu, Xiaoyu
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Two Ergodic Sample-Path Properties of the Poisson Process
Journal of Theoretical Probability, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Sample Path Properties of a Class of Operator Stable Processes
Stochastic Analysis and Applications, 2007Abstract Let X = {X(t), t ∊ ℝ+} be an operator stable Levy process on ℝ d with the exponent B, where B is a diagonal matrix. In the present paper, we consider the asymptotic behavior of the first passage time out of a sphere, and of the sojourn time in a sphere.
Yanyan Hou, Jiangang Ying
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Occupation Density and Sample Path Properties
20030 Introduction 0.1 Gaussian (N, d)-fields 0.2 (\(N,d, \alpha\))-stable Levy sheets 0.3 Other fields 1 Occupation density of a function and the Hausdorff dimension of its level sets 1.1 Occupation density of a function 1.2 Holder continuity and Hausdorff dimension 1.A Fourier transform of multivariate measures
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