Fill's algorithm for absolutely continuous stochastically monotone kernels.
Filtering and fixed-point smoothing from an innovation approach in systems with uncertainty.
Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.
In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both algorithms...
Filtering the Wright-Fisher diffusion
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < ..., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent and the conditional distribution of y(ti) only depends on x(ti). When this conditional distribution has a specific form, we prove that the model ((x(ti),y(ti)), i≥1) is a computable filter in the sense that all distributions involved in filtering, prediction...
Filtering with a limiter (improved performance).
Filtrage de diffusions bidirectionnelles pour une observation ponctuelle de Poisson à deux paramètres
Filtrage non linéaire dans des espaces de Hilbert réels et séparables
Filtration d'une marche aléatoire stationnaire sur le cercle
Filtrations browniennes et balayage
Fine connectedness and alpha-excessive functions
In this article, for any Standard Process and for any , the conditions under which an -excessive function, vanishing at a point, vanishes identically are investigated.
Fine structure of the zeros of orthogonal polynomials. I: A tale of two pictures.
Finely harmonic morphisms, Brownian path preserving functions and conformal martingales.
Finitarily Bernoulli factors are dense
It is not known if every finitary factor of a Bernoulli scheme is finitarily isomorphic to a Bernoulli scheme (is finitarily Bernoulli). In this paper, for any Bernoulli scheme X, we define a metric on the finitary factor maps from X. We show that for any finitary map f: X → Y, there exists a sequence of finitary maps fₙ: X → Y(n) that converges to f, where each Y(n) is finitarily Bernoulli. Thus, the maps to finitarily Bernoulli factors are dense. Let (X(n)) be a sequence of Bernoulli schemes such...
Finite return times for measure-preserving transformations.
Finite row-column exchangeable arrays.
Finite row-column exchangeable arrays
We generalize well known results about the extendibility of finite exchangeable sequences and provide necessary conditions for finite and infinite extendibility of a finite row-column exchangeable array. These conditions depend in a simple way on the correlation matrix of the array.
Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case
Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of , where , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of .
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Finitely polynomially determined Lévy processes.
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation .