Displaying similar documents to “Existence of multi-dimensional infinite volume self-organized critical forest-fire models.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

Similarity:

Existence of strong and weak solutions to stochastic inclusions x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ ℝ n H τ , z ( x τ ) q ( d τ , d z ) and x t - x s ∈ ∫ s t F τ ( x τ ) d τ + ∫ s t G τ ( x τ ) d w τ + ∫ s t ∫ | z | ≤ 1 H τ , z ( x τ ) q ( d τ , d z ) + ∫ s t ∫ | z | > 1 H τ , z ( x τ ) p ( d τ , d z ) , where p and q are certain random measures, is considered.

On the extremal behavior of a Pareto process: an alternative for ARMAX modeling

Marta Ferreira (2012)

Kybernetika

Similarity:

In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the...

A central limit theorem for processes generated by a family of transformations

Marian Jabłoński

Similarity:

Let τ n , n ≥ 0 be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let f n , n ≥ 0 be a sequence of elements of L 2 ( Ω , Σ , P ) with E f n = 0 . It is shown that the distribution of ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ( D ( ∑ i = 0 n f i ∘ τ i ∘ . . . ∘ τ 0 ) ) - 1 tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.

Inferring the residual waiting time for binary stationary time series

Gusztáv Morvai, Benjamin Weiss (2014)

Kybernetika

Similarity:

For a binary stationary time series define σ n to be the number of consecutive ones up to the first zero encountered after time n , and consider the problem of estimating the conditional distribution and conditional expectation of σ n after one has observed the first n outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the...