Statistics of Random Processes I: General Theory, Statistics of Random Processes II: Applications Statistics of Random Processes I: General Theory, Statistics of Random Processes II: Applications:Statistics of Random Processes I: General Theory;Statistics of Random Processes II: Applications - ...
: ‘ On the statistics of random pulse processes ’, Inf. Control , 1971 , 18 , pp. 326 – 341 : 10.1016/S0019-9958(71)90437-2 ).Beutler, F.J., Lenemann, O.A.Z. (1971) On the statistics of random pulse processes. Information and Control 18: pp. 326-341...
We consider the problem of estimation of integrated volatility, i.e., of the integral of the diffusion coefficient squared, in a stochastic differential equation for a random process that corresponds to geometric Brownian motion. In additon to purely theoretical interest, this problem is of ...
[Gene method for inconsistent hydrological frequency calculation. I: Inheritance, variability and evolution principles of hydrological genes]. A stochastic hydrological process is influenced by both stochastic and deterministic factors. A hydrological time series contains not only pure random comp... P Xie...
The probability, statistics and modelling of random processes are well-established yet actively developing domains in science. They feature various applications in diverse areas as finance and economics, engineering, physics, biology and many others. The governing laws of a great deal of the adequate...
particular the fact that as soon as the kernels φij that define the intensity process λ are locally integrable, the existence of N with uniqueness in law is guaranteed on a rich enough space, as follows from the theory of predictable projection of integer-valued random measures of Jacod [...
In the context of statistics for random processes, we prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval [ 0 , T ] when T →∞ . We further exhibit the asymptotic behaviour of the covariation of the increments ...
L. R. Hettche.Application of random process statistics to the rate sensitivity of plane-strain fracture toughness[J]. Metallurgical Transactions .1971(7)L. R. Hettche.  Application of random process statistics to the rate sensitivity of plane-strain fracture toughness[J]. Metallurgical ...
In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate ... SA Bethuelsen - 《Latin American Journal of Probability & Mathematical Statistics》 被引量: 3发表: 2016年 Targeted immunization thresholds for the contact process on...
Random variable is also known as: random quantity, aleatory variable, or stochastic variable A random variable represents the result of a random process. The random variable value is the summary of many outcomeS (original variable) of a random