Results 21 to 30 of about 5,967,034 (302)
Accuracy of discrete approximation for integral functionals of Markov processes
Modern Stochastics: Theory and Applications, 2015 The article is devoted to the estimation of the convergence rate of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transition probability density differentiable in t and the derivative has an ...
Iurii Ganychenko +2 more
doaj +1 more source
Density estimates for phase transitions with a trace
Interfaces and Free Boundaries, Mathematical Analysis, Computation and Applications, 2012 We consider a functional obtained by adding a trace term to the Allen-Cahn phase segregation model and we prove some density estimates for the level sets of the interfaces. We treat in a unified way also the cases of possible degeneracy and singularity of the ellipticity of the model and the quasiminimal case.
Y. Sire, E. Valdinoci
openaire +5 more sources
Parameter Estimation of the Extended Vasiček Model
Walailak Journal of Science and Technology, 2011 In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood.
Sanae RUJIVAN
doaj +1 more source
Default priors for density estimation with mixture models [PDF]
, 2010 The infinite mixture of normals model has become a popular method for density estimation problems. This paper proposes an alternative hierarchical model that leads to hyperparameters that can be interpreted as the location, scale and smoothness of the ...
Griffin, Jim E.
core +1 more source
Transition Density Estimates for a Class of Lévy and Lévy-Type Processes [PDF]
Journal of Theoretical Probability, 2010 We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal estimates we assume that the characteristic function of a Levy (type) process is analytic, which allows to apply the ...
Knopova, Viktorya, Schilling, René L.
openaire +2 more sources
Estimates of transition densities for Brownian motion on nested fractals [PDF]
Probability Theory and Related Fields, 1993 We obtain upper and lower bounds for the transition densities of Brownian motion on nested fractals. Compared with the estimate on the Sierpinski gasket, the results require the introduction of a new exponent, \(d_ J\), related to the ``shortest path metric'' and ``chemical exponent'' on nested fractals. Further, Hölder order of the resolvent densities,
openaire +2 more sources
Conditional density estimation with class probability estimators [PDF]
, 2009 Many regression schemes deliver a point estimate only, but often it is useful or even essential to quantify the uncertainty inherent in a prediction. If a conditional density estimate is available, then prediction intervals can be derived from it.
Remco R. Bouckaert +3 more
core +1 more source
Two-photon resonance fluorescence of two interacting nonidentical quantum emitters
Physical Review Research, 2021 We study a system of two interacting, nonidentical quantum emitters driven by a coherent field. We focus on the particular condition of two-photon resonance and obtain analytical expressions for the stationary density matrix of the system and observables
Alejandro Vivas-Viaña +1 more
doaj +1 more source
Plug-in estimators for higher-order transition densities in autoregression [PDF]
ESAIM: Probability and Statistics, 2009 Summary: We obtain root-\(n\) consistency and functional central limit theorems in weighted \(L_{1}\)-spaces for plug-in estimators of the two-step transition density in the classical stationary linear autoregressive model of order one, assuming essentially only that the innovation density has bounded variation. We also show that plugging in a properly
Schick, Anton, Wefelmeyer, Wolfgang
openaire +2 more sources
Energies, 2023 Based on the total carbon emission data of 30 provinces and cities in China from 2000 to 2020, this paper used non-parametric kernel density estimation and traditional and spatial Markov probability transfer matrix methods to explore the temporal and ...
Wei Shi +7 more
doaj +1 more source