Logarithmic Gradient Transformation and Chaos Expansion of Ito Processes [PDF]
, 2018 Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant.
Gorji, M. H.
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Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples [PDF]
, 2008 In Section 1, we present a number of classical results concerning the Generalized Gamma Convolution (:GGC) variables, their Wiener-Gamma representations, and relation with the Dirichlet processes.To a GGC variable, one may associate a unique Thorin ...
James, Lancelot F. +2 more
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Quasi-invariant measures on the path space of a diffusion [PDF]
, 2006 The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold.
Bell, Denis
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Evaluation the Distribution of Effective Factors on Habitat Diversity in Kermanshah Protected Areas
جغرافیا و پایداری محیط, 2020 Destruction and habitat fragmentation are considered as the most challenging issues of biodiversity and establishment of protected areas is one of preventive methods to reduce biodiversity. Therefore, there are different criteria to choose it. Kermanshah
Peyman Karami +2 more
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A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter [PDF]
, 2010 By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt process.
Abry +33 more
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The impact of the diagonals of polynomial forms on limit theorems with long memory [PDF]
, 2016 We start with an i.i.d. sequence and consider the product of two polynomial-forms moving averages based on that sequence. The coefficients of the polynomial forms are asymptotically slowly decaying homogeneous functions so that these processes have long ...
Bai, Shuyang, Taqqu, Murad S.
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Stein's method meets Malliavin calculus: a short survey with new estimates [PDF]
, 2009 We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability distributions.
Nourdin, Ivan, Peccati, Giovanni
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Introduction to Random Signals and Noise [PDF]
, 2006 Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired ...
Etten, Wim van
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Structure of the third moment of the generalized Rosenblatt distribution [PDF]
, 2014 The Rosenblatt distribution appears as limit in non-central limit theorems. The generalized Rosenblatt distribution is obtained by allowing different power exponents in the kernel that defines the usual Rosenblatt distribution.
Bai, Shuyang, Taqqu, Murad S.
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Ecology and Evolution, 2020 Farmland birds are of conservation concerns around the world. In China, conservation management has focused primarily on natural habitats, whereas little attention has been given to agricultural landscapes.
Depin Li +4 more
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