Spectral decomposition of locally stationary random processes
Spectral densities describing off-white noises
Spectral density estimation for stationary stable random fields
We consider a stationary symmetric stable bidimensional process with discrete time, having the spectral representation (1.1). We consider a general case where the spectral measure is assumed to be the sum of an absolutely continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines. We estimate the density of the absolutely continuous measure and the density on the lines.
Spectral dilation of operator-valued measures and its application to infinite-dimensional harmonizable processes
Spectral gap lower bound for the one-dimensional fractional Schrödinger operator in the interval
We prove a uniform lower bound for the difference λ₂ - λ₁ between the first two eigenvalues of the fractional Schrödinger operator , α ∈ (1,2), with a symmetric single-well potential V in a bounded interval (a,b), which is related to the Feynman-Kac semigroup of the symmetric α-stable process killed upon leaving (a,b). “Uniform” means that the positive constant appearing in our estimate is independent of the potential V. In the general case of α ∈ (0,2), we also find a uniform lower bound for...
Spectral Multiplicity of Certain Gaussian Processes
Spectral representation of isotropic random currents
Spectral type of a polynomial of stationary Gaussian process
Spectral type of some transformations of certain stochastic processes.
Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions
Spectrum of randomly sampled multivariate ARMA models
The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average (ARMA) models. We determine precisely the spectrum numerator coefficients of the randomly sampled ARMA models. We give results when the non-zero poles of the initial ARMA model are simple. We first prove the results when the probability generating function of the random sampling law is injective, then we precise the results when it is not injective.
Spektralna karakteristika ekstrapolacije jedne klase stacionarnih slučajnih procesa
Spherical and hyperbolic fractional Brownian motion.
Spitzer's condition for random walks and Lévy processes
Stabilité du comportement des marches aléatoires sur un groupe localement compact
Dans cet article nous démontrons un théorème de stabilité des probabilités de retour sur un groupe localement compact unimodulaire, séparable et compactement engendré. Nous démontrons que le comportement asymptotique de F*(2n)(e) ne dépend pas de la densité F sous des hypothèses naturelles. A titre d’exemple nous établissons que la probabilité de retour sur une large classe de groupes résolubles se comporte comme exp(−n1/3).
Stability analysis of stochastic Ricker population model,.
Stability and contagion measures for spatial extreme value analyzes
As part of global climate change an accelerated hydrologic cycle (including an increase in heavy precipitation) is anticipated (Trenberth [20, 21]). So, it is of great importance to be able to quantify high-impact hydrologic relationships, for example, the impact that an extreme precipitation (or temperature) in a location has on a surrounding region. Building on the Multivariate Extreme Value Theory we propose a contagion index and a stability index. The contagion index makes it possible to quantify...
Stability and other limit laws for exit times of random walks from a strip or a halfplane
Stability estimates of generalized geometric sums and their applications
The upper bounds of the uniform distance between two sums of a random number of independent random variables are given. The application of these bounds is illustrated by stability (continuity) estimating in models in queueing and risk theory.
Stability estimating in optimal stopping problem
We consider the optimal stopping problem for a discrete-time Markov process on a Borel state space . It is supposed that an unknown transition probability , , is approximated by the transition probability , , and the stopping rule , optimal for , is applied to the process governed by . We found an upper bound for the difference between the total expected cost, resulting when applying , and the minimal total expected cost. The bound given is a constant times , where is the total variation...