نتایج جستجو برای: stochastic processes

تعداد نتایج: 634669  

Journal: :Studia Mathematica 1958

Journal: :Pacific Journal of Mathematics 1959

Journal: :Studia Mathematica 1988

Journal: :Bulletin of the American Mathematical Society 1977

Journal: :Journal of Mathematical Analysis and Applications 1960

Journal: :Communications in Mathematical Physics 1969

2004
Endre Csáki Miklós Csörgő Josef Steinebach

We study the asymptotic behaviour of stochastic processes that are generated by sums of partial sums of i.i.d. random variables and their renewals. We conclude that these processes cannot converge weakly to any nondegenerate random element of the space D[0, 1]. On the other hand we show that their properly normalized integrals as Vervaat-type stochastic processes converge weakly to a squared Wi...

2008
Werner Ehm

The Riemann zeta process is a stochastic process {Z(σ), σ > 1} with independent increments and marginal distributions whose characteristic functions are proportional to the Riemann zeta function along vertical lines < s = σ . We establish functional limit theorems for the zeta process and other related processes as arguments σ approach the pole at s = 1 of the zeta function (from above).

The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

2006
Heinz König

In recent articles the author used his work in measure and integration to produce a new universal concept of stochastic processes. This concept leads, for the first time, for a stochastic process to a natural notion of essential subsets in the path space. But there remained some contrast to the traditional treatment, for example because for the Poisson process the set of càdlàg paths is not an ...

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