Results 281 to 290 of about 1,177,360 (314)

Sample Path Properties of a Class of Operator Stable Processes

Stochastic Analysis and Applications, 2007
Abstract 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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Sample path properties of an explosive double autoregressive model

Econometric Reviews, 2016
ABSTRACTThis article studies sample path properties of an explosive double autoregressive (DAR) model. After suitable renormalization, it is shown that the sample path converges weakly to a geometric Brownian motion. This further strengthens our understanding of sample paths of nonstationary DAR processes.
Feng Liu, Dong Li, Xinmei Kang
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Variance properties of sample path derivatives of parametric random variables

Operations Research Letters, 1992
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Occupation Density and Sample Path Properties

2003
0 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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Fractal properties of the sample path of a class of semimartingales

Summary: The fractal properties of the sample path of a semimartingale are characterized in terms of Hausdorff dimensions, and the collision problems of Brownian motion with finite variation process are also investigated.
Luo, Shun Long, Zhang, Zheng Min
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Some sample path properties of a random walk on the cube

Journal of Theoretical Probability, 1989
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Sample Path Properties of Stable Processes

Technometrics, 1982
R. Syski, J. L. Mijnheer, H. C. P. Berbee, P. J. M. Kallenberg   +3 more
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Continuous tool-path planning for optimizing thermo-mechanical properties in wire-arc additive manufacturing: An evolutional method

Journal of Manufacturing Processes, 2022
Hongyao Shen, Xinjun Sheng
exaly  

Sample Path Properties

2013
Björn Böttcher, René Schilling, Jian Wang   +2 more
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Introduction to sample path properties

2017
Gennady Samorodnitsky, Murad S. Taqqu
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