搜索结果: 1-13 共查到“数学 Kolmogorov”相关记录13条 . 查询时间(0.078 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach
结构断裂 Kolmogorov-Smirnov检验 KS检验 调整范围 自归一化方法
2023/4/23
A popular self-normalization (SN) approach in time series analysis uses the variance of a partial sum as a self-normalizer. This is known to be sensitive to irregularities such as persistent autocorre...
In this paper we will give a proof of Kolmogorov’s theorem on the conservation of invariant tori. This proof is close to the one given by Bennettin, Galgani, Giorgilli and Strelcyn in [2]; we follow t...
Wald Lecture I: Counting Bits with Kolmogorov and Shannon
Rate-Distortion Gaussian Process Entrop Ellipsoids
2015/8/21
Shannon’s Rate-Distortion Theory describes the number of bits needed to approximately
represent typical realizations of a stochastic process X = (X(t) : t ∈ T),while Kolmogorov’s
-entropy describes...
Dependence of Kolmogorov widths on the ambient space
Dependence of Kolmogorov widths ambient space Functional Analysis
2012/5/9
We study the dependence of the Kolmogorov widths of a compact set on the ambient Banach space.
On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
Gaussian processes Fokker-Planck-Kolmogorov equations
2010/11/18
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent ...
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
Parametrix techniques martingale problem degenerate Kolmogorov's equations
2010/11/15
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins (Fr...
Kolmogorov complexity, Lovasz local lemma and critical exponents
Kolmogorov complexity Lovasz local lemma critical exponents
2010/12/13
D. Krieger and J. Shallit have proved that every real number greater than 1 is a critical exponent of some sequence [1].We show how this result can be derived from some general statements about sequen...
Forbidden substrings, Kolmogorov complexity and almost periodic sequences
Forbidden substrings Kolmogorov complexity almost periodic sequences
2010/12/10
Assume that for some < 1 and for all nutural n a set Fn of at most 2 n “forbidden” binary strings of length n is fixed. Then there exists an infinite binary sequence ! that does not have (long) forb...
g期望的一种Kolmogorov不等式
倒向随机微分方程 g期望 g方差 Kolmogorov不等式
2009/12/23
借助于当生成元g满足限制条件时的g方差比较定理,得到了g期望的一种Kolmogorov不等式表达形式。结果表明它类似于古典Kolmogorov不等式的形式,推广了古典Kolmogorov不等式。
证明了具有退化四次曲线解$\big[y-(x-1)^2\big]^2=0$的Kolmogorov三次系统是可以存在极限环的.并举出了具体的例子.
PP Kolmogorov-Smirnov统计量其分布尾部的大样本上界
2007/12/13
本文在较广泛的一类条件下得到了由m个正交投影产生的PPKolmo-gorov-Smirnov统计量其分布尾部的大样本上界为$C_0(p)\lambda^{(2+\frac{1}{\delta_1})(p-\frac{m+1}{2})m+2(m-1)}\cdotexp(-2\lambda^2)$,其中$\delta_1>0,C_0(P)$为常数.特别,当P为椭球等高分布或有界分布时,$\delta...
门限自回归模型被广泛地用于许多领域.当建立或使用这类模型时,一个重要问题是需要知道是否存在条件异方差.在本文中,我们对这个问题提出一个非参数检验.检验的大样本理论被给出.我们还通过数值模拟研究了检验方法的有限样本性质.结果表示检验有好的功效.经验百分位点还被给出.
高维时滞周期的Kolmogorov型系统的正周期解
时滞 周期Kolmogorov系统 正周期解 Horn不动点定理 一致持续生存
2007/12/11
本文应用Banach空间中的Horn不动点定理得到了高维时滞的周期Kolmogorov型生态系统的正周期解存在性定理．作为这个定理的应用，讨论了几类时滞的周期Lotka-Volterra型系统的正周期解的存在性问题、建立了新的实用的判别准则.