Échantillons et couples indépendants de points aléatoires portés par une surface convexe
Economic assessment of the Champagne wine qualitative stock mecanism
In the wine AOC system, the regulation of quantities performed by the professional organizations is aimed to smooth the variations of the quality of the wine due to the variations in the climate that affect the quality of the grapes. Nevertheless, this regulation could be damaging to the consumers due to the price increase resulting from the reduction of the quantities sold on the market. We propose a stochastic control model and a simulation tool able to measure the effects of this mechanism...
Ecuaciones de la descomposición modal de procesos ARMA.
Los procesos estocásticos estacionarios, autorregresivos y de medias móviles (ARMA), han sido estudiados en diversos ámbitos durante las dos últimas décadas (p.e. Brockwell-Davis, 1987), y se han utilizado con éxito en aplicaciones muy diversas.Uno de los aspectos al que parece que no se ha prestado demasiada atención es la descomposición aditiva de estos procesos, asociando cada componente a un polo de la función de transferencia del modelo ARMA. Esta descomposición aditiva, que llamaremos descomposición...
Edge cover time for regular graphs.
Edge occupation measure for a reversible Markov chain.
Edge processes of one dimensional stochastic growth models
Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model
Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986 [8], is a random process which takes values in the vertex set of a graph and is more likely to cross edges it has visited before. We show that it can be represented in terms of a vertex-reinforced jump process (VRJP) with independent gamma conductances; the VRJP was conceived by Werner and first studied by Davis and Volkov [10, 11], and is a continuous-time process favouring sites with more local time. We calculate,...
Edgeworth expansions for a sample sum from a finite set of independent random variables.
Editorial - Spring School Mons Random differential equations and gaussian fields
Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”
EDPS paraboliques à coefficients non—lipschitziens avec réflexion
EDSR, convergence en loi et homogénéisation d'EDP paraboliques semi-linéaires
Effect of randomly fluctuating environment on autotroph-herbivore model system.
Effect of the Variable Offset Distance on the Kill Probability.
Effective utilization of idle time in an inventory with positive service time.
Effective WLLN, SLLN and CLT in statistical models
Weak laws of large numbers (WLLN), strong laws of large numbers (SLLN), and central limit theorems (CLT) in statistical models differ from those in probability theory in that they should hold uniformly in the family of distributions specified by the model. If a limit law states that for every ε > 0 there exists N such that for all n > N the inequalities |ξₙ| < ε are satisfied and N = N(ε) is explicitly given then we call the law effective. It is trivial to obtain an effective statistical...
Effects of time delay and noise on asymptotic stability in human quiet standing model.
Effet d'un bruit blanc sur l'oscillateur harmonique de dimension d
Efficiency of some algorithms for prediction in finite stationary time series
Important characteristics of any algorithm are its complexity and speed in real calculations. From this point of view, we analyze some algorithms for prediction in finite stationary time series. First, we review results developed by P. Bondon [1] and then, we derive the complexities of Levinson and a new algorithm. It is shown that the time needed for real calculations of predictions is proportional to the theoretical complexity of the algorithm. Some practical recommendations for the selection...
Efficiency of the Stochastic Approximation Method