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Recorridos aleatorios simples en tiempo continuo.

Ricardo Vélez Ibarrola — 1983

Trabajos de Estadística e Investigación Operativa

The properties of a certain generalization of simple random walk to continuous time are analyzed in this paper. After the definition, its transition probabilities, and the differential equations satisfied by those, are obtained. Under some conditions, the convergence of this random walk to a Wiener process is then established. Finally, absorption probabilities and mean times until absorption are calculated, giving some insight into the behaviour of the process.

Estimación bayesiana múltiple de un parámetro.

Ricardo Vélez Ibarrola — 1981

Trabajos de Estadística e Investigación Operativa

The problem to be analyzed in this paper deals with the finding of n values x₁, x₂, ..., x_n ∈ R which minimize the function: E [mín_i=1,...,n c (ξ - x_i)] where ξ is a one-dimensional random variable with known distribution function φ and c is a measurable and positive function. First, conditions on c in order to ensure the existence of a solution to this problem...