Results 211 to 220 of about 21,524 (265)

Surveillance problems: Wiener processes

Naval Research Logistics Quarterly, 1965
AbstractThis paper extends the results presented by I. R. Savage in a previous paper [8]. That paper studied economically optimal policies for inspecting and repairing production processes which behave as Poisson processes. Similar results are presented here for production processes which behave as Wiener processes.With continuous surveillance, methods
Antelman, Gordon R., Savage, I. Richard
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Brownian Motion—Wiener Process

Canadian Mathematical Bulletin, 1979
Bachelier (1900), Einstein (1905) and Smoluchowski (1915) provided a theory of the peculiar erratic motion of small particles suspended in a liquid, first described in 1826 by the English botanist Brown. In a series of papers beginning in 1920 Wiener undertook a mathematical analysis of Brownian motion.
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Information rates of Wiener processes

IEEE Transactions on Information Theory, 1970
Summary: Rate distortion functions are calculated for time discrete and time continuous Wiener processes with respect to the mean squared error criterion. In the time discrete case, we find the interesting result that, for \(0 \leq D \leq \sigma ^2 /4\), \(R(D)\) for the Wiener process is identical to \(R(D)\) for the sequence of zero mean independent ...
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On the increments of the Wiener process

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984
Let {W(t), t≧0} be a standard Wiener process and ...
Ortega, Joaquin, Wschebor, Mario
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On a Game Connected with the Wiener Process

Theory of Probability & Its Applications, 1969
Summary: The following zero-sum game is considered. Two persons are observing a trajectory of a Wiener process in a bounded closed region \(E\) with absorbing boundary in a Euclidean \(n\)-space. One of the players may interrupt the process in a closed region \(E_1\) the other in \(E_2\).
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Kernel approximations of a wiener process

Periodica Mathematica Hungarica, 1988
Consider a standard Wiener process W(.) on the real line and a kernel approximation of this process. The purpose of this paper is to study the deviation of these two processes, i.e. \[ X_ h(x)=h^{-1}\int K((v- x)/h)W(v)dv-W(x),\quad as\quad h\to 0+. \] Local and global weak and strong limit theorems for \(X_ h(.)\), \(h\to 0+\), are given, e.g.
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On a property of the Wiener process

Annals of the Institute of Statistical Mathematics, 1968
In an earlier paper [3] the authors gave a characterization of the Wiener process by the property that a stochastic integral\(\int_A^B {a\left( t \right)dX\left( t \right)} \) (taken in the sense of convergence in the quadratic mean) has the same distribution as α[X(t+1)−X(t)]. The assumption that the integral was defined in the sense of convergence in
Laha, R. G., Lukacs, E.
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Stabilization by Artificial Wiener Processes

IEEE Transactions on Automatic Control, 2016
In this technical note, we restage the positive effects of Gaussian white noises for continuous-time driftless input-affine nonholonomic systems. Compared with previous studies, we found that the positive effects are hidden in the shadows of nonuniqueness of stochastic integrals over multi-dimensional Wiener processes.
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Stochastic Processes And The Wiener Process

2000
Abstract We would like to relate our treatment of the Wiener process to the larger framework of stochastic processes. Actually, our discussion will center around two theorems of Kolmogorov, the first being the “Kolmogorov consistency theorem”. The discussion will be brief and no proofs will be given. A much more thorough discussion of
Gerald W Johnson, Michel L Lapidus
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Symbolic Calculus of the Wiener Process and Wiener-Hermite Functionals

Journal of Mathematical Physics, 1965
A new definition is given for the ``ideal random function'' (derivative of the Wiener function), which separates out infinite factors by fullest exploitation of the possibilities of the Dirac delta function. By allowing all integrals to be written formally as sums, this facilitates the definition and manipulation of the Wiener-Hermite functionals ...
Tsutomu Imamura, William C. Meecham, Armand Siegel   +2 more
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