Approximate Distributions of Order Statistics, with Applications to Nonparametric Statistics - R. D. Reiss.
Approximate evaluation of continuous review policies in two-echelon inventory systems with stochastic transportation times
This paper considers a distribution inventory system that consists of a single warehouse and several retailers. Customer demand arrives at the retailers according to a continuous-time renewal process. Material flow between echelons is driven by reorder point/order quantity inventory control policies. Our objective in this setting is to calculate the long-run inventory, backorder and customer service levels. The challenge in this system is to characterize the demand arrival process at the warehouse....
Approximated maximum likelihood estimation of parameters of discrete stable family
In this article we propose a method of parameters estimation for the class of discrete stable laws. Discrete stable distributions form a discrete analogy to classical stable distributions and share many interesting properties with them such as heavy tails and skewness. Similarly as stable laws discrete stable distributions are defined through characteristic function and do not posses a probability mass function in closed form. This inhibits the use of classical estimation methods such as maximum...
Approximating a harmonizable isotropic random field.
Approximation and adaptive control of Markov processes: Average reward criterion
Approximation and Extension of Random Functions.
Approximation and optimality necessary conditions in relaxed stochastic control problems.
Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Approximation by Poisson law
We present here the results of the investigation on approximation by the Poisson law of distributions of sums of random variables in the scheme of series. We give the results pertaining to the behaviour of large deviation probabilities and asymptotic expansions, to the method of cumulants, with the aid of which our results have been obtained.
Approximation by time discretization of special stochastic evolution equations.
Approximation des trajectoires et temps local des diffusions
Approximation du crochet de certaines semimartingales continues
Approximation d'un flot brownien sur le cercle
Approximation d'un mouvement brownien et d'un pont brownien par un processus stationnaire
Approximation for the invariant measures of Markov maps in Rd.
Approximation gaussienne d'algorithmes stochastiques à dynamique markovienne
Approximation in law to the d-parameter fractional Brownian sheet based on the functional invariance principle.
We show a result of approximation in law of the d-parameter fractional Brownian sheet in the space of the continuous functions on [0,T]d. The construction of these approximations is based on the functional invariance principle.
Approximation martingale characterization of Wiener prcesses on locally compact abelian gorups.
Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders
In this paper we consider a symmetric α-stable Lévy process Z. We use a series representation of Z to condition it on the largest jump. Under this condition, Z can be presented as a sum of two independent processes. One of them is a Lévy process parametrized by x > 0 which has finite moments of all orders. We show that converges to Z uniformly on compact sets with probability one as x↓ 0. The first term in the cumulant expansion of corresponds to a Brownian motion which implies that can...
Approximation of arbitrary Dirichlet processes by Markov chains