Random processes associated with random points on a line
S. K. Srinivasan, K. S. S. Iyer (1965)
Applicationes Mathematicae
Similarity:
Displaying similar documents to “Convergence for step line processes under summation of random indicators and models of market pricing.”
Random processes associated with random points on a line
Random linear functionals and random integrals
Kazimierz Urbanik (1975)
Colloquium Mathematicae
Similarity:
On the zeroes of some random functions
R. Kaufman (1970)
Studia Mathematica
Similarity:
Random functionals on K{M_{p}} spaces
Ch. Swartz, D. Myers (1971)
Studia Mathematica
Similarity:
On random processes as an implicit solution of equations
Petr Lachout (2017)
Kybernetika
Similarity:
Random processes with convenient properties are often employed to model observed data, particularly, coming from economy and finance. We will focus our interest in random processes given implicitly as a solution of a functional equation. For example, random processes AR, ARMA, ARCH, GARCH are belonging in this wide class. Their common feature can be expressed by requirement that stated random process together with incoming innovations must fulfill a functional equation. Functional dependence...
Some random coincidence and random fixed point theorems for hybrid contractions.
Mustafa, Ghulam, Nosh, Nusrat Anjum, Rashid, Abdur (2005)
Lobachevskii Journal of Mathematics
Similarity:
A note on the k-th distance random variables
W. Dziubdziela (1976)
Applicationes Mathematicae
Similarity:
Random sum Limit Theorems for Nonidentically Distributed Random Variables
Slobodanka Janković (1990)
Publications de l'Institut Mathématique
Similarity:
On the distance random variable
G. Trybuś (1974)
Applicationes Mathematicae
Similarity:
Cluster continuous time random walks
Agnieszka Jurlewicz, Mark M. Meerschaert, Hans-Peter Scheffler (2011)
Studia Mathematica
Similarity:
In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly...
On the probabilistic properties of the solution of random integral equations
Nguyen, Quy Hy, Nguyen, Ngoc Cuong (2015-12-08T12:59:38Z)
Acta Universitatis Lodziensis. Folia Mathematica
Similarity:
Generalized Random Processes on the Zemanian Space a
Z. Lozanov-Crvenković, Stevan Pilipović (1989)
Publications de l'Institut Mathématique
Similarity:
Scaling of a random walk on a supercritical contact process
F. den Hollander, R. S. dos Santos (2014)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the...
Strong disorder in semidirected random polymers
N. Zygouras (2013)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We consider a random walk in a random potential, which models a situation of a random polymer and we study the annealed and quenched costs to perform long crossings from a point to a hyperplane. These costs are measured by the so called Lyapounov norms. We identify situations where the point-to-hyperplane annealed and quenched Lyapounov norms are different. We also prove that in these cases the polymer path exhibits localization.