Results 271 to 280 of about 1,177,360 (314)
Some of the next articles are maybe not open access.
Sample path properties of G-Brownian motion
Journal of Mathematical Analysis and Applications, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Falei Wang
exaly +2 more sources
On the sample path properties of mixed Poisson processes
Operations Research Letters, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Miaoqi Fu, Xian Hua Peng
openaire +3 more sources
Lattice-Based Sampling for Path Property Monitoring
ACM Transactions on Software Engineering and Methodology, 2011Runtime 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 Diep +2 more
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
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
openaire +1 more source
Two Ergodic Sample-Path Properties of the Poisson Process
Journal of Theoretical Probability, 1998zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Dimension properties of sample paths of self-similar processes
Acta Mathematica Sinica, 1994The Hausdorff dimensions of the image \(X(t)\), \(t \in E \subset R^ N\), \(N \geq 1\), and the graph \(\text{Gr }X(E) = \{(t,X(t)), t \in E\}\) are found out for the random fields with independent components. The results are extended to self-similar processes and fields (also vector-valued) with stationary increments, including Brownian motion ...
Xiao, Yimin, Lin, Huonan
openaire +2 more sources