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Sufficient conditions for the continuity of stationary gaussian processes and applications to random series of functions

Naresh C. Jain, Michael B. Marcus (1974)

Annales de l'institut Fourier

Let { X ( t ) , t [ 0 , 1 ] n } be a stochastically continuous, separable, Gaussian process with E [ X ( t + h ) - X ( t ) ] 2 = σ 2 ( | h | ) . A sufficient condition, in terms of the monotone rearrangement of σ , is obtained for X ( t ) to have continuous sample paths almost surely. This result is applied to a wide class of random series of functions, in particular, to random Fourier series.

Sul problema del ritorno all’equilibrio

Kai Lai Chung (1999)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Si considera, sul gruppo degli interi, una passeggiata aleatoria uscente dall’origine, i cui passi ammettano due soli possibili valori: uno strettamente negativo, l’altro strettamente positivo. Nel caso particolare in cui il primo di questi valori sia - 1 , si dà un’espressione esplicita per la legge del primo istante di ritorno nell’origine.

Sum of observables in fuzzy quantum spaces

Anatolij Dvurečenskij, Anna Tirpáková (1992)

Applications of Mathematics

We introduce the sum of observables in fuzzy quantum spaces which generalize the Kolmogorov probability space using the ideas of fuzzy set theory.

Sumas de productos de variables aleatorias independientes igualmente distribuidas (V.A.I.I.D.).

Ricardo Vélez, Víctor Hernández (1986)

Trabajos de Estadística

In this paper we get some results about the asymptotic behaviour of the sequenceΠn = 1 + X1 + X1X2 + X1X2X3 + ...where {Xn}n=1∞ are i.i.d. random variables. Strong limit laws, Central limit theorem and Iterated Logarithm law are obtained, after an analysis of the convergence of Πn. Rates of convergence are also given.

Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws

Klebanov, Lev, Rachev, Svetlozar (1996)

Serdica Mathematical Journal

* Research supported by NATO GRANT CRG 900 798 and by Humboldt Award for U.S. Scientists.In this paper a general theory of a random number of random variables is constructed. A description of all random variables ν admitting an analog of the Gaussian distribution under ν-summation, that is, the summation of a random number ν of random terms, is given. The v-infinitely divisible distributions are described for these ν-summations and finite estimates of the approximation of ν-sum distributions with...

Sums of powers: an arithmetic refinement to the probabilistic model of Erdős and Rényi

Jean-Marc Deshouillers, François Hennecart, Bernard Landreau (1998)

Acta Arithmetica

Erdős and Rényi proposed in 1960 a probabilistic model for sums of s integral sth powers. Their model leads almost surely to a positive density for sums of s pseudo sth powers, which does not reflect the case of sums of two squares. We refine their model by adding arithmetical considerations and show that our model is in accordance with a zero density for sums of two pseudo-squares and a positive density for sums of s pseudo sth powers when s ≥ 3. Moreover, our approach supports a conjecture of...

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