نتایج جستجو برای: stochastic analysis

تعداد نتایج: 2918115  

Journal: :bulletin of the iranian mathematical society 2016
e. salavati b. zangeneh

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollaries of ...

2015
Kehui Chen Pedro Delicado Hans-Georg Müller

We introduce a simple and interpretable model for functional data analysis for situations where the observations at each location are functional rather than scalar. This new approach is based on a tensor product representation of the function-valued process and utilizes eigenfunctions of marginal kernels. The resulting marginal principal components and product principal components are shown to ...

1998
FRANK LAUE

This paper deals with the statistical characterization of a stochastic process which is a product of a Rice process and a lognormal process. Thereby, we consider the more general case where the two Gaussian noise processes describing the Rice process are correlated. The resulting process will be named as extended Suzuki process, which can be used as suitable statistical model for describing the...

Journal: :IEEE Trans. Software Eng. 1993
Giovanni Chiola Marco Ajmone Marsan Gianfranco Balbo Gianni Conte

AbstmctThe original proposals of several stochastic Petri net modeling techniques and of generalized stochastic Petri nets (GSPN) in particular were based mainly on the characteristics of their underlying stochastic processes. This led to the use of GSPN only as a shortened notation for the description of stochastic models. Although already quite useful in practice, this approach did not fully ...

2001
JOSÉ M. BERNARDO

Process capability analysis is designed to estimate the proportion of parts that do not meet engineering requirements in a stable production process. In this paper, we review and criticize the capability indices typically used in industry for this purpose, and propose a general multivariate Bayesian capability index which contains the conventional index as a limiting case. We further derive its...

1999
Jean-François Cardoso David L. Donoho

This paper reports on numerical experiments on the ‘independent component analysis’ (ICA) of some nonGaussian stochastic processes. It is found that the orthonormal basis discovered by ICA are strikingly close to wavelet basis.

2012
JAEWOOK JOO Jaewook Joo

Submitted for the MAR07 Meeting of The American Physical Society Effects of Noise on Ecological Invasion Processes: Bacteriophagemediated Competition in Bacteria JAEWOOK JOO, Sandia National Laboratories, HARVILL ERIC, REKA ALBERT, Pennsylvania State University — Pathogen-mediated competition, through which an invasive species carrying and transmitting a pathogen can be a superior competitor to...

2009
Thomas S. Lontzek Daiju Narita

We apply standardized numerical techniques of stochastic optimization (Judd [1998]) to the climate change issue. The model captures the feature that the effects of uncertainty are different with different levels of agent's risk aversion. A major finding is that the effects of stochasticity differ even in sign as to emission control with varying parameters: introduction of stochasticity may incr...

2006
Thomas G. Kurtz Kurt Helmes Richard H. Stockbridge

This paper examines the numerical implementation of a linear programming (LP) formulation of stochastic control problems involving singular stochastic processes. The decision maker has the ability to influence a diffusion process through the selection of its drift rate (a control that acts absolutely continuously in time) and may also decide to instantaneously move the process to some other lev...

2013
P. Tirupathi Rao

Decision making is one of the important activities of the managerial problems. Scientific methodology for quantitative techniques is an essential tool in the contemporary decision making protocols. In this paper an attempt is made to develop a stochastic model on manager’s performance appraisal. Managerial choice among the available options for decision making is formulated to obtain the stocha...

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