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Weak consistency and strong paraconsistency

open access: yestripleC: Communication, Capitalism & Critique, 2009
In a standard sense, consistency and paraconsistency are understood as, respectively, the absence of any contradiction and as the absence of the ECQ (“E contradictione quodlibet”) rule that allows us to conclude any well formed formula from any ...
Gemma Robles
doaj   +3 more sources

A bounded consistency theorem for strong summabilities

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1989
The study of R-type summability methods is continued in this paper by showing that two such methods are identical on the bounded portion of the strong summability field associated with the methods.
C. S. Chun, A. R. Freedman
doaj   +4 more sources

Bitcoin meets strong consistency [PDF]

open access: yesProceedings of the 17th International Conference on Distributed Computing and Networking, 2016
The Bitcoin system only provides eventual consistency. For everyday life, the time to confirm a Bitcoin transaction is prohibitively slow. In this paper we propose a new system, built on the Bitcoin blockchain, which enables strong consistency. Our system, PeerCensus, acts as a certification authority, manages peer identities in a peer-to-peer network,
Decker, Christian   +2 more
openaire   +2 more sources

Regression Estimation with Errors in the Variables via the Laplace Transform

open access: yesAxioms, 2023
This paper considers nonparametric regression estimation with errors in the variables. It is a standard assumption that the characteristic function of the covariate error does not vanish on the real line. This assumption is rather strong.
Huijun Guo, Qingqun Bai
doaj   +1 more source

Statistical inference for nonergodic weighted fractional Vasicek models

open access: yesModern Stochastics: Theory and Applications, 2021
A problem of drift parameter estimation is studied for a nonergodic weighted fractional Vasicek model defined as $d{X_{t}}=\theta (\mu +{X_{t}})dt+d{B_{t}^{a,b}}$, $t\ge 0$, with unknown parameters $\theta >0$, $\mu \in \mathbb{R}$ and $\alpha :=\theta ...
Khalifa Es-Sebaiy   +2 more
doaj   +1 more source

Parameter estimation in mixed fractional stochastic heat equation

open access: yesModern Stochastics: Theory and Applications, 2023
The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution.
Diana Avetisian, Kostiantyn Ralchenko
doaj   +1 more source

Scalable strong consistency for web applications [PDF]

open access: yesProceedings of the 11th workshop on ACM SIGOPS European workshop, 2004
Web application workloads are often characterized by a large number of unique read requests and a significant fraction of write requests. Hosting these applications drives the need for the next generation CDN architecture that does more than caching the results of Web applications but replicates both the application code and its underlying data.
Sivasubramanian, S.   +2 more
openaire   +2 more sources

On Consistency of the Nearest Neighbor Estimator of the Density Function for m-AANA Samples

open access: yesMathematics, 2023
In this paper, by establishing a Bernstein inequality for m-asymptotically almost negatively associated random variables, some results on consistency for the nearest neighbor estimator of the density function are further established.
Xin Liu, Yi Wu, Wei Wang, Yong Zhu
doaj   +1 more source

A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods

open access: yesStats, 2020
The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem.
Salim Bouzebda, Christophe Chesneau
doaj   +1 more source

Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

open access: yesModern Stochastics: Theory and Applications, 2016
We consider a stochastic differential equation of the form \[ dX_{t}=\theta a(t,X_{t})\hspace{0.1667em}dt+\sigma _{1}(t,X_{t})\sigma _{2}(t,Y_{t})\hspace{0.1667em}dW_{t}\] with multiplicative stochastic volatility, where Y is some adapted stochastic ...
Meriem Bel Hadj Khlifa   +3 more
doaj   +1 more source

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