Quasi-copulas with quadratic sections in one variable
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
We introduce and characterize the class of multivariate quasi-copulas with quadratic sections in one variable. We also present and analyze examples to illustrate our results.
We consider the stochastic differential equation , where , , are nonrandom continuous functions of t, X₀ is an initial random variable, is a Gaussian process and X₀, Y are independent. We give the form of the solution () to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that () is a quasi-diffusion proces.
2000 Mathematics Subject Classification: 60J60, 62M99.In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive simulation study...
We considerably improve upon the recent result of [37] on the mixing time of Glauber dynamics for the 2D Ising model in a box of side at low temperature and with random boundary conditions whose distribution stochastically dominates the extremal plus phase. An important special case is when is concentrated on the homogeneous all-plus configuration, where the mixing time is conjectured to be polynomial in . In [37] it was shown that for a large enough inverse-temperature and any there...