Displaying similar documents to “Goodness of fit test for isotonic regression”

On Sequences Defined by D0L Power Series

Juha Honkala (2010)

RAIRO - Theoretical Informatics and Applications

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We study D0L power series over commutative semirings. We show that a sequence () of nonzero elements of a field A is the coefficient sequence of a D0L power series if and only if there exist a positive integer and integers for 1 ≤ ≤ such that c n + k = c n + k - 1 β 1 c n + k - 2 β 2 ... c n β k for all ≥ 0. As a consequence we solve the equivalence problem of D0L power series over computable fields.

Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes

Bernard Roynette, Pierre Vallois, Agnès Volpi (2007)

ESAIM: Probability and Statistics

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Let () be a Lévy process started at , with Lévy measure . We consider the first passage time of () to level , and the overshoot and the undershoot. We first prove that the Laplace transform of the random triple () satisfies some kind of integral equation. Second, assuming that admits exponential moments, we show that ( T x ˜ , K x , L x ) converges in distribution as → ∞, where T x ˜ denotes a suitable renormalization of .


Limit theorems for measure-valued processes of the level-exceedance type

Andriy Yurachkivsky (2012)

ESAIM: Probability and Statistics

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Let, for each , (, ۔) be a random measure on the Borel -algebra in ℝ such that E(, ℝ) < ∞ for all and let ψ ^ (, ۔) be its characteristic function. We call the function ψ ^ ( ,…, ; ,…, ) = 𝖤 j = 1 l ψ ^ ( t j , z j ) of arguments ℕ, , … , , ℝ the of the measure-valued random function (MVRF) (۔, ۔). A...

Stabilité sous condition CFL non linéaire

Erwan Deriaz, Dmitry Kolomenskiy (2012)

ESAIM: Proceedings

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We present a basic althought little known numerical stability condition: for convection equations, the von Neumann stability constraint ∥ ∥ ≤ (1 +    Δ) ∥ ∥ drives to the stability condition Δ ≤ Δ with α = p ( 2 q 1 ) q ( 2 p 1 ) where is an integer linked to the stability domain of the time scheme and  ≥  an integer linked to the upwind property of the space discretization...