Displaying similar documents to “Superposition of Diffusions with Linear Generator and its Multifractal Limit Process”

Central limit theorem for Gibbsian U-statistics of facet processes

Jakub Večeřa (2016)

Applications of Mathematics

Similarity:

A special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic joint moments for interaction U-statistics are calculated and the central limit theorem is derived using the method of moments.

BPMN Analysis of Public Procurement

Semerdjieva, Maria, Krastev, Evgeniy (2012)

Serdica Journal of Computing

Similarity:

ACM Computing Classification System (1998): D.0, D.2.11. This paper formulates a realistic case study of a public procurement process, where the national legal system is taken in consideration. Business Process Modeling Notation (BPMN) is used for encoding processes related to the analysis of public procurement tasks. Critical elements in the public procurement process that affect time, quality and cost are identified at the organizational, process execution and system levels....

Process-level large deviations for nonlinear Hawkes point processes

Lingjiong Zhu (2014)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

In this paper, we prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.

On the large deviations of a class of modulated additive processes

Ken R. Duffy, Claudio Macci, Giovanni Luca Torrisi (2011)

ESAIM: Probability and Statistics

Similarity:

We prove that the large deviation principle holds for a class of processes inspired by semi-Markov additive processes. For the processes we consider, the sojourn times in the phase process need not be independent and identically distributed. Moreover the state selection process need not be independent of the sojourn times. We assume that the phase process takes values in a finite set and that the order in which elements in the set, called states, are visited is selected stochastically....