On maximum increase and decrease of brownian motion
Paavo Salminen, Pierre Vallois (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Paavo Salminen, Pierre Vallois (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Fraydoun Rezakhanlou (2002)
Annales de l'I.H.P. Probabilités et statistiques
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Amine Asselah (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider estimates, that is when we average over both randomness, in dimension three or more. We obtain a large deviation principle, and an explicit rate function for a large class of charge distributions.
Anton Bovier, Irina Kurkova (2004)
Annales de l'I.H.P. Probabilités et statistiques
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A. Chakak, L. Imhali (2003)
RACSAM
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For a random rotation X = M e where M is a 3 x 3 rotation, ε is a trivariate random vector, and φ(ε) is a skew symmetric matrix, the least squares criterion consists of seeking a rotation M called the mean rotation minimizing tr[(M - E(X)) (M - E(X))]. Some conditions on the distribution of ε are set so that the least squares estimator is unbiased. Of interest is when ε is normally distributed N(0;Σ). Unbiasedness of the least squares estimator is dealt with according to eigenvalues...
Jerzy Sawa (1985)
Studia Mathematica
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Kerbashev, Tzvetozar (1999)
Serdica Mathematical Journal
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The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.