搜索结果: 1-15 共查到“Random walk”相关记录76条 . 查询时间(0.078 秒)
NON-PERTURBATIVE APPROACH TO RANDOM WALK IN MARKOVIAN ENVIRONMENT
Random Walk Random environment CLT Gibbs
2015/9/29
The study of random walk in random evolving environment has attracted much attention lately.
The basic idea is that, due to the time mixing properties of the environment, the CLT should hold
in any ...
Central Limit Theorem for Excited Random Walk in the Recurrent Regime
Recurrent Regime Excited Random Walk
2015/9/29
We consider excited random walk on a strip. We assume that the
cookies are positive and that the total expected drift per site is less than 1/L where
L is the width of the strip. We prove a quenched...
THE VISITS TO ZERO OF A RANDOM WALK DRIVEN BY AN IRRATIONAL ROTATION
RANDOM WALK DRIVEN IRRATIONAL ROTATION
2015/9/29
The method is to nd the asymptotic behavior of the ergodic sums of L1
functions for linear
ows on the in nite staircase surface.
Our methods also provide a new proof of J. Beck's central limit th...
A Random Walk–Based Model for Identifying Semantic Orientation
Random Walk–Based Model Identifying Semantic Orientation
2015/9/14
Automatically identifying the sentiment polarity of words is a very important task that has been used as the essential building block of many natural language processing systems such as text classific...
We study the rate of convergence of symmetric random walks on finite
groups to the uniform distribution. A notion of moderate growth is introduced
that combines with eigenvalue techniques to give sh...
Asymptotic Analysis of a Random Walk on a Hypercube with Many Dimensions
Analysis of random stroll super cube dimension
2015/7/14
Asymptotic Analysis of a Random Walk on a Hypercube with Many Dimensions。
MODERATE GROWTH AND RANDOM WALK ON FINITE GROUPS
Moderate growth random walk limited group
2015/7/14
MODERATE GROWTH AND RANDOM WALK ON FINITE GROUPS.
An Application of Harnack Inequalitise to Random Walk on Nilpotent Quotients
Applications nilpotent quotients random walk
2015/7/14
An Application of Harnack Inequalitise to Random Walk on Nilpotent Quotients。
Simulating the Maximum of a Random Walk
Random walk Single-server queue Simulation Stationary distribution
2015/7/8
In this paper, we show how to exactly sample from the distribution of the maximum of a random walk with negative drift. We also explore related variance reduction methods.
Diffusion Approximations for the Maximum of a Perturbed Random Walk
Perturbed random walk diffusion approximation light-tailed distributi
2015/7/6
Considera random walk S=(Sn:n≥O) that is "perturbed" by a stationary sequence (ξn:n≥O) to produce the process S=(Sn+ξn:n≥O). In this paper, we are concerned with developing limit theorems and approxim...
Tail Asymptotics for the Maximum of Perturbed Random Walk
Perturbed random walk Cramér–Lundberg approximation coupling heavy tails
2015/7/6
Consider a random walk S = (Sn:n≥0) that is “perturbed” by a stationary sequence (ξn:n≥0) to produce the process (Sn+ξn:n≥0). This paper is concerned with computing the distribution of the all-time ma...
Complete Corrected Diffusion Approximations for the Maximum of a Random Walk
Corrected diffusion approximations random walks ladder heights single-server queue
2015/7/6
Consider a random walk (Sn: n ≥ 0) with drift −μ and S0= 0. Assuming that the increments have exponential moments, negative mean, and are strongly nonlattice, we provide a complete asymptotic ex...
Learning Random Walk Models for Inducing Word Dependency Distributions
Random Walk Models Inducing Word Dependency
2015/6/12
Many NLP tasks rely on accurately estimating word dependency probabilities P(w1|w2), where the words w1 and w2 have a particular relationship (such as verb-object). Because of the sparseness of counts...
On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes
Stock price model random walk Gaussian processes weak con-vergence
2012/9/14
This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with va...
Record statistics and persistence for a random walk with a drift
Record statistics persistence random walk with a drift
2012/9/14
We study the statistics of records of a one-dimensional random walk of nsteps,starting from the origin, and in presence of a constant bias c. At each time-step
the walker makes a random jump of lengt...