搜索结果: 1-3 共查到“Approximation for the Distribution”相关记录3条 . 查询时间(0.093 秒)
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Approximation for the Distribution Three-dimensional Discrete Scan Statistic
2013/4/27
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribut...
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
Measure-valued equations nonlinear multi-target filtering Bernoulli filter
2010/12/3
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the...
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence
stochastic differential equation stationary process steady regime ergodic diffusion Central Limit Theorem Euler scheme
2010/11/26
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally e...