The bursty nature and persistent correlation structure of long range dependent processes make them tough to control and predict in practice, and tough to analyze in theory. In this thesis we look at the origins of long range dependence through the use of Markov models.Oguz, Barlas...
Apositiverecurrent,aperiodicMarkovchainissaidtobelongrangedependent(LRD)when theindicatorfunctionofaparticularstateisLRD.Thishappensifandonlyifthereturntime distributionforthatstatehasinfinitevariance.Weinvestigatethequestionofwhetherother instantaneousfunctionsoftheMarkovchainalsoinheritthisproperty.Weprovideconditions ...
3)Jiaxi Tang, Francois Belletti, Sagar Jain, Minmin Chen, Alex Beutel, Can Xu, Ed H. Chi: Towards Neural Mixture Recommender for Long Range Dependent User Sequences. WWW 2019: 1782-1793
(2014) further generalize time-consistent (TC) MV portfolio optimization problems to incorporate state-dependent risk aversion. This framework has a wide range of applications, including TCMV longevity hedging (Wong et al., 2014), the TCMV reinsurance–investment problem under the constant elasticity...
It appears from the previous considerations that long-range dependence is an inherent feature of the seismic process. We have observed that the Hurst index is substantially space- and time-invariant, as it assumes a universal value of around 0.87, which is indicative of a memory process with ma...
Weak convergence of the weighted sequential empirical process of some long-range dependent data Let (Xk)k鈮e a Gaussian long-range dependent process with EX1=0, EX12=1 and covariance function r(k)=k鈭扗L(k). For any measurable function G let (Yk)k鈮G(Xk))k鈮We study the asymptotic ...
While long-range dependent (LRD) aggregate network traffic can always be approximated by an autoregressive processes AR(p), the order p required to achieve a good approximation may be so large as to make parameter estimation extremely difficult. Besides, it is necessary to overcome the fundamental...
LongRange® (eprinomectin) is an injectable dewormer that delivers up to 150 days of parasite control in a single dose.
(2007) proposed a hydrological model, where a superposition of short-range dependent processes with different model parameters results in a long-range persistent process; he modelled river discharge as the spatial aggregation of mutually independent reservoirs (which he assumed to be first-order ...
Light-emitting diodes (LEDs) based on perovskite quantum dots (QDs) have produced external quantum efficiencies (EQEs) of more than 25% with narrowband emission1,2, but these LEDs have limited operating lifetimes. We posit that poor long-range ordering i