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Displaying 361 – 380 of 1208

On iterates of strong Feller operators on ordered phase spaces

Wojciech Bartoszek (2004)

Colloquium Mathematicae

Let (X,d) be a metric space where all closed balls are compact, with a fixed σ-finite Borel measure μ. Assume further that X is endowed with a linear order ⪯. Given a Markov (regular) operator P: L¹(μ) → L¹(μ) we discuss the asymptotic behaviour of the iterates Pⁿ. The paper deals with operators P which are Feller and such that the μ-absolutely continuous parts of the transition probabilities ${P (x, \cdot)}_{x \in X}$ are continuous with respect to x. Under some concentration assumptions on the asymptotic transition probabilities...

On Itô-Kurzweil-Henstock integral and integration-by-part formula

Tin-Lam Toh, Tuan-Seng Chew (2005)

Czechoslovak Mathematical Journal

In this paper we derive the Integration-by-Parts Formula using the generalized Riemann approach to stochastic integrals, which is called the Itô-Kurzweil-Henstock integral.

On Ito-Nisio type theorems for DS-groups.

Tarieladze, V. (1997)

Georgian Mathematical Journal

On Ito's formula of Föllmer and Protter

Nathalie Eisenbaum (2001)

Séminaire de probabilités de Strasbourg

On joint distributions of observables

Anatolij Dvurečenskij, Sylvia Pulmannová (1982)

Mathematica Slovaca

On jump processes with drift [Book]

Reinhard Wobst (1983)

On Kakutani's Dichotomy Theorem for Infinitive Products of not Necessarily Independent Functions.

G. Ritter (1979)

Mathematische Annalen

On Kingman's integral inequalities for approximations of the waiting time distribution in the queuing model GI/G/1 with and without warming-up time

H. J. Rossberg, G. Siegel (1974)

Applicationes Mathematicae

On Klotz's result on the asymptotic efficiency for the signed rank tests

Nguyen Van Ho (1976)

Aplikace matematiky

On lattice path counting by major and descents.

Krattenthaler, Christian, Mohanty, S.G. (1990)

Séminaire Lotharingien de Combinatoire [electronic only]

On least square estimation of second order stochastic processes with discrete time

Zofia Ławniczak (1980)

Applicationes Mathematicae

On least squares estimation in continuous time linear stochastic systems

Tyrone E. Duncan, Petr Mandl, Bożenna Pasik-Duncan (1992)

Kybernetika

On Lévy processes conditioned to stay positive.

Chaumont, L., Doney, R.A. (2005)

Electronic Journal of Probability [electronic only]

On Lévy's Brownian motion indexed by elements of compact groups

Paolo Baldi, Maurizia Rossi (2013)

Colloquium Mathematicae

We investigate positive definiteness of the Brownian kernel K(x,y) = 1/2(d(x,x₀) + d(y,x₀) - d(x,y)) on a compact group G and in particular for G = SO(n).

On Lévy's downcrossing theorem and various extensions

Bernard Maisonneuve (1981)

Séminaire de probabilités de Strasbourg

On limit distribution of the Matsumoto zeta-function

A. Laurinčikas (1997)

Acta Arithmetica

On limit distribution of the Riemann zeta-function

A. Laurinčikas, G. Misevičius (1996)

Acta Arithmetica

On limit distribution theorems for sums of a random number of random variables appearing in the study of rarefaction of a recurrent process

D. Szynal (1976)

Applicationes Mathematicae

On limit properties of the reward from a Markov replacement process

Pavla Kunderová (1981)

Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika

On limiting towards the boundaries of exponential families

František Matúš (2015)

Kybernetika

This work studies the standard exponential families of probability measures on Euclidean spaces that have finite supports. In such a family parameterized by means, the mean is supposed to move along a segment inside the convex support towards an endpoint on the boundary of the support. Limit behavior of several quantities related to the exponential family is described explicitly. In particular, the variance functions and information divergences are studied around the boundary.

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