Results 51 to 60 of about 100,624 (168)

A decomposition for a stochastic matrix with an application to MANOVA

Journal of Multivariate Analysis, 2005
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A new almost unbiased estimator in stochastic linear restriction model [PDF]

المجلة العراقية للعلوم الاحصائية, 2011
In this paper, a new almost unbiased estimator is proposed under stochastic linear restrictions model as alternative to mixed estimator. The performance of the proposed estimator compared to mixed estimator is examined using the matrix mean squared ...
Mustafa Ismaeel Naif
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Integrable matrix probabilistic diffusions and the matrix stochastic heat equation

Physical Review E
We introduce a matrix version of the stochastic heat equation, the MSHE, and obtain its explicit invariant measure in spatial dimension $D=1$. We show that it is classically integrable in the weak-noise regime, in terms of the matrix extension of the imaginary-time $1D$ nonlinear Schrodinger equation which allows us to study its short-time large ...
Alexandre Krajenbrink, Pierre Le Doussal
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Variations in the sub-defect of doubly substochastic matrices

Special Matrices
The sub-defect of a doubly stochastic matrix AA, denoted as sd(A)=⌈n−sum(A)⌉sd\left(A)=\lceil n-{\rm{sum}}\left(A)\rceil , is defined as the minimum number of rows and columns required to be added to transform the doubly substochastic matrix into a ...
Cao Lei, Eshkaftaki Ali Bayati, Koyuncu Selcuk   +2 more
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Further Result on Passivity for Discrete-Time Stochastic T-S Fuzzy Systems with Time-Varying Delays

Discrete Dynamics in Nature and Society, 2014
The passivity for discrete-time stochastic T-S fuzzy systems with time-varying delays is investigated. By constructing appropriate Lyapunov-Krasovskii functionals and employing stochastic analysis method and matrix inequality technique, a delay-dependent
Ting Lei, Qiankun Song, Zhenjiang Zhao
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Reduction of a matrix with positive elements to a doubly stochastic matrix [PDF]

Proceedings of the American Mathematical Society, 1967
expressed in the form T = D1A D2, where D1 and D2 are diagonal matrices with strictly positive diagonal elements. The matrices D1 and D2 are themselves unique up to a scalar factor. The existence of T, D1 and D2 is established by a "constructive" but "limiting" procedure in [2].
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On the Stochastic Restricted r-k Class Estimator and Stochastic Restricted r-d Class Estimator in Linear Regression Model

Journal of Applied Mathematics, 2014
The stochastic restricted r-k class estimator and stochastic restricted r-d class estimator are proposed for the vector of parameters in a multiple linear regression model with stochastic linear restrictions. The mean squared error matrix of the proposed
Jibo Wu
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Mean Square Consensus for Uncertain Multiagent Systems with Noises and Delays

Abstract and Applied Analysis, 2012
This paper investigates the consensus problem in mean square for uncertain multiagent systems with stochastic measurement noises and symmetric or asymmetric time-varying delays.
Yuangong Sun
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Resilient Finite-Time Controller Design of a Class of Stochastic Nonlinear Systems

Abstract and Applied Analysis, 2014
This paper deals with the problem of resilient finite-time control for a class of stochastic nonlinear systems. The notion of finite-time annular domain stability of stochastic nonlinear systems is first introduced.
Zhiguo Yan
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Stochastic Restricted Biased Estimators in Misspecified Regression Model with Incomplete Prior Information

Journal of Probability and Statistics, 2018
The analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator (SRRE), Stochastic Restricted Almost
Manickavasagar Kayanan, Pushpakanthie Wijekoon   +1 more
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