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Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
Parametric estimation the driving Lévy process of multivariate CARMA processes discrete observations
2012/11/23
We consider the parametric estimation of the driving L\'evy process of a multivariate continuous-time autoregressive moving average (MCARMA) process, which is observed on the discrete time grid $(0,h,...
Synergy in spreading processes: from exploitative to explorative foraging strategies
synergistic effects bond-percolation epidemiological model
2011/7/7
An epidemiological model which incorporates synergistic effects that allow the infectivity and/or susceptibility of hosts to be dependent on the number of infected neighbours is proposed. Constructive...
The results of some experiments on convection by surface heating in a simple numerical model for small-scale processes in the dry atmosphere
Numerical Atmospheric Model Finite Difference
2010/9/27
The model described in this paper represents the flow of dry air in one horizontal dimension of domain length 64 km and the vertical dimension of height 16 km (the height of the tropopause in tropical...
Intertwining and commutation relations for birth-death processes
commutation relations birth-death processes
2010/11/15
Given a birth-death process on N with semigroup P_t and a discrete gradient D depending on a positive weight u, we establish intertwining relations of the form D P_t = Q_t D, where Q_t is the Feynman...
Time Reversal of Some Stationary Jump-Diffusion Processes from Population Genetics
Jump-Diffusion Processes Population Genetics
2010/11/19
We describe the processes obtained by time reversal of a class of stationary jump-diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assu...
Universal limits of nonlinear measure redistribution processes and their applications
nonlinear measure redistribution processes their applications
2010/11/19
Deriving the time evolution of a distribution of probability (or a probability density matrix) is a problem encountered frequently in a variety of situations: for physical time, it could be a kinetic...
Reflected Generalized Backward Doubly SDEs driven by Lévy processes and Applications
Doubly SDEs Lévy processes Applications
2010/11/19
In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L\'evy process (RGBDSDELs, in short) with one continuous ...
On limit distributions of normalized truncated variation, upward truncated variation and downward truncated variation processes
upward truncated variation downward truncated variation processes
2010/11/19
In the paper we introduce the truncated variation, upward truncated variation and downward truncated variation. These are closely related to the total variation but are well-defined even if the latte...
A note on Kuczek's argument for non nearest neighbor contact processes
Kuczek's argument contact processes
2010/11/9
We are concerned with the supercritical process on the integers. The extension of the argument of Kuczek (1989) to this case is due to Mountford and Sweet (2000). Their approach is based on proving th...
Viscoelastic effect in the non-isothermal melt spinning processes
Fiber Spinning Maxwell-Oldroyd
2010/9/10
Fiber spinning process is an important industrial process for synthetic polymers. The study on the dynamics of the melt spinning process is quite important industrially as well as academically because...
Moment-based approximations for the law of functionals of Dirichlet processes
Approximations by moments Distributions of functionals of Dirichlet processes Moments of a distribution
2010/9/13
The paper deals with the approximation of the law of a random functional of a Dirichlet process using a finite number of its moments. In particular, three classes of approximation procedures – expansi...
Some applications of stochastic gradient processes
Stochastic approximation conditional expectation
2010/9/13
We consider a stochastic gradient process, which is used for the estimation of a conditional expectation : Xn+1 = Xn−an∇xφ(Vn,Xn)(φ(Vn,Xn)−Un). We give one theorem of almost sure con...
On the precise asymptotics in complete moment convergence of moving average processes under NA random variables
Complete convergence Moving average Negatively associated random variable
2010/9/10
On the precise asymptotics in complete moment convergence of moving average processes under NA random variables.
Geometric generalized gamma distributions and related processes
geometric exponential laws Pakes generalized Linnik laws
2010/9/10
A generalization of geometric Pakes generalized Linnik laws and related processes are discussed here. This class of distributions possesses a different kind of closure under geometric compounding and ...
General composite implicit iteration processes for common fixed points of asymptotically nonexpansive mappings
General composite implicit iterative Asymptotically nonexpansive
2010/9/15
General composite implicit iteration processes for common fixed points of asymptotically nonexpansive mappings