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Different kinds of renewal equations repeatedly arise in connection
with renewal risk models and variations. It is often appropriate to
utilize bounds instead of the general solution to the renewal
equation due to the inherent complexity. For this reason, as a first
approach to construction of bounds we employ a general Lundberg-type
methodology. Second, we focus specifically on exponential bounds
which have the advantageous feature of being closely connected to
the asymptotic behavior (for large...
The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior of proposed...
Let (Xt) be a diffusion on the interval (l,r) and Δn
a sequence of positive numbers tending to zero. We define Ji as the integral
between iΔn and (i + 1)Δn of Xs.
We give an approximation of the law of (J0,...,Jn-1)
by means of a Euler scheme expansion for the process (Ji).
In some special cases, an approximation by an
explicit Gaussian ARMA(1,1) process is obtained.
When Δn = n-1 we deduce from this expansion estimators
of the diffusion coefficient of X based on (Ji). These estimators
are shown...
Given a fixed dependency graph that describes a Bayesian network of binary variables , our main result is a tight bound on the mutual information of an observed subset of the variables . Our bound depends on certain quantities that can be computed from the connective structure of the nodes in . Thus it allows to discriminate between different dependency graphs for a probability distribution, as we show from numerical experiments.
Se propone un modelo predictivo para analizar situaciones de no respuesta. El modelo es, en cierto sentido, secuencial y se describe desde la teoría de la decisión bayesiana. El modelo permite considerar opiniones y experiencia previa sobre la proporción de unidades que no responden al primer contacto, diferenciar y relacionar entre unidades que responden y unidades que no responden, costo de obtener información de las unidades que no respondieron, etc. Se analizan las decisiones referentes a seleccionar...
La información cuadrática es una buena alternativa a la información de Shannon para todos aquellos problemas que, por su naturaleza, interesa tratarlos con una utilidad no local. El objetivo de este trabajo es dar, para estas situaciones, un método secuencial de construcción de diseños para discriminación entre modelos, basado en la maximización de la información cuadrática.Después de una introducción, donde se resumen los conceptos y resultados principales sobre información cuadrática, se plantea...
Damos una condición suficiente para la admisibilidad del diseño muestral de tamaño efectivo fijo n y una caracterización de cuándo un diseño muestral es uniformemente superior a otro, relativos al estimador Horvitz-Thompson.
Generalizations of the hazard functions are proposed and general hazard rate orders are introduced. Some stochastic orders are defined as general ones. A unified derivation of relations between the dispersive order and some other orders of distributions is presented
L’objectif de cet article est d’illustrer la nature multi-échelle de quelques systèmes naturels en sciences de l’univers. Nous nous intéressons tout d’abord à l’onde circumpolaire Antarctique, une des manifestations les plus marquantes de la variabilité australe. Sa variabilité est analysée à partir de relevés de stations de météorologie côtières du continent Antarctique, fournissant des données de température depuis 1955. Grâce à une « décomposition modale empirique » (DME) couplée à une analyse...
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