Asymptotic Properties of Gaussian Processes

Asymptotic properties of fragmentation processes

Attention is drawn to the fact that copyright of this thesis rests with its author. This copy of the thesis has been supplied on the condition that anyone who consults it is understood to recognise that its copyright rests with its author and that no quotation from the thesis and no information derived from it may be published without the prior written consent of the author. This thesis may be ...

The Rate of Entropy for Gaussian Processes

In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian proc...

Asymptotic properties of constrained Markov Decision Processes

We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of nite horizon MDPs to the innnite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with innnite state space,...

Asymptotic Distribution for the Sum and Maximum of Gaussian Processes

Previous work on the joint asymptotic distribution of the sum and maxima of Gaussian processes is extended here. In particular, it is shown that for a stationary sequence of standard normal random variables with correlation function r, the condition r(n) log n = o(1) as n →∞ suffices to establish the asymptotic independence of the sum and maximum.

An Asymptotic Property of Gaussian Processes . K 1 )