A scalarization technique for computing the power and exponential moments of Gaussian random matrices.
Vladimirov, Igor, Thompson, Bevan (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Linear stochastic differential-algebraic equations with constant coefficients.”
A scalarization technique for computing the power and exponential moments of Gaussian random matrices.
The Kolmogorov equation in the stochastic fragmentation theory and branching processes with infinite collection of particle types.
Brodskii, R.Ye., Virchenko, Yu.P. (2006)
Abstract and Applied Analysis
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Markovian walks on crystals
J. M. Hammersley (1953)
Compositio Mathematica
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An approach to the stochastic calculus in the non-Gaussian case.
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
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Matrix-free formulation of the stochastic Newmark method
Fischer, Cyril
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The response of an arbitrary discretized system to the random movement has been solved in probabilistic terms. The excitation has been defined as a combination of the time modulated band limited stationary random processes approximating the evolutionary power spectra of a true seismic record. The solution is based either on the modified version of the stochastic Newmark method or on the spectral differential decomposition of the excitation. Special attention has been paid to the applicability...
On estimation in random fields generated by linear stochastic partial differential equations
Jaroslav Mohapl (1999)
Mathematica Slovaca
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Negative dependence structures through stochastic ordering.
Abdul-Hadi N. Ahmed (1990)
Trabajos de Estadística
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Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many...