نتایج جستجو برای: ornstein

تعداد نتایج: 2081  

رضا خرداد, , محمود مرادی, ,

 In this paper, a uniform classical fluid mixture comprising ellipsoidal molecules is studied. This mixture is composed of two types of ellipsoidal molecules interacting through the Gay-Berne potential with different sizes at temperature T. For this system, the Ornstein-Zernike equation using the Percus-Yevick closure relation is solved. Then the direct correlation function, pair correlation fu...

2009
FUQING GAO HUI JIANG

DEVIATION INEQUALITIES AND MODERATE DEVIATIONS FOR ESTIMATORS OF PARAMETERS IN AN ORNSTEIN-UHLENBECK PROCESS WITH LINEAR DRIFT FUQING GAO School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P.R.China email: [email protected] HUI JIANG School of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, P.R.China email: [email protected] Submitted December 2...

Journal: :Electronic Communications in Probability 2012

Journal: :Теория вероятностей и ее применения 2000

Journal: :Stochastic Analysis and Applications 2022

In the present paper we study asymptotic behavior of auto-covariance function for Ornstein–Uhlenbeck (OU) processes driven by Gaussian noises with stationary and non-stationary increments Hermite OU processes. Our results are generalizations corresponding Cheridito et al. Kaarakka Salminen.

Journal: :Methodology and Computing in Applied Probability 2020

Journal: :Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 2020

Journal: :The International Journal of Psychoanalysis 2019

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