The distribution of the discrete tree length on a line
Un modelo estocástico para respuesta de un fotorreceptor.
Se presenta un modelo estocástico para la evolución temporal de la intensidad de respuesta de un fotorreceptor a breves flashes luminosos.
Weakly stationary processes with non–positive autocorrelations
We deal with real weakly stationary processes with non-positive autocorrelations , i. e. it is assumed that for all . We show that such processes have some special interesting properties. In particular, it is shown that each such a process can be represented as a linear process. Sufficient conditions under which the resulting process satisfies for all are provided as well.
α-time fractional brownian motion: PDE connections and local times
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process Z = {Z(t) = W(Y(t)), t ≥ 0} obtained by taking a fractional Brownian motion {W(t), t ∈ ℝ} with Hurst index 0 < H < 1 and replacing the time parameter with a strictly α-stable Lévy process {Y(t), t ≥ 0} in ℝ independent of {W(t), t ∈ R}. It is shown that such processes have natural connections to partial differential equations and, when Y is a stable subordinator, can arise...
α-time fractional Brownian motion: PDE connections and local times∗
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process Z = {Z(t) = W(Y(t)), t ≥ 0} obtained by taking a fractional Brownian motion {W(t), t ∈ ℝ} with Hurst index 0 < H < 1 and replacing the time parameter with a strictly α-stable Lévy process {Y(t), t ≥ 0} in ℝ independent of {W(t), t ∈ R}. It is shown that such processes have natural connections to partial differential...
Исследование устойчивости систем массового обслуживания
Случайные динамические термоупругие поля в однородном пространстве