Extreme values of random processes

... estimate We have Main result Main Theorem Let µ be the 5−fold convolution of the standard Cantor measure, then the lower extreme value of the local dimension of µ is α5 = | log 3.25 √ arccos 145 ... the values in Corollary From Lemma 2, Corollary and Proposition 2, we have Theorem Let µ is the 5−fold convolution of the standard Cantor measure, then the...

Ngày tải lên: 13/02/2014, 03:20

Ngày tải lên: 05/03/2014, 14:20

... services Chapter 17, Lakes and reservoirs Chapter 33, Lakes and reservoirs of North America Chapter 75, Turbidity Chapter 141, Eutrophication of lakes and reservoirs Chapter 198, Lakes as ecosystems ... Illustration of a recreation demand curve and the resulting CS for a site with moderate aesthetic quality (b) Illustration of a recreation demand curve and the resu...

Ngày tải lên: 07/03/2014, 12:20

... Markovmodulated Poisson processes Computational Statistics and Data Analysis, 21:431–447, 1996 A Simma Modeling Events in Time using Cascades of Poisson Processes PhD thesis, University of California, ... approach to modeling collections of dependent events in which the occurrence of an event (t, x) triggers a Poisson process consisting of other events Specifica...

Ngày tải lên: 07/03/2014, 17:20

... probability; Describing dependence among the extremes of different series, and using this description in the problem of managing a portfolio of investments; and Modeling extremes in the presence of ... including varying the threshold and performing regression analysis on various covariates (including the size of the spill in barrels, the x coordinate of plot (c)), bu...

Ngày tải lên: 08/03/2014, 19:20

... · A−1 plays the crucial role Since the norm of A is usually highly concentrated, the distortion is determined by the norm of A−1 The estimate of the norm of A−1 is known only in the case *Research ... Overview of the proof The strategy of the proof of Theorem 1.1 is based on the step-by-step exclusion of the points with singular small ball probabi...

Ngày tải lên: 15/03/2014, 09:20

... Applications of Random Matrices in Physics, 33–88 © 2006 Springer Printed in the Netherlands 34 APPLICATIONS OF RANDOM MATRICES IN PHYSICS Having collected many exact solutions for models of discrete ... Brezin et al (eds.), Applications of Random Matrices in Physics, 1–32 © 2006 Springer Printed in the Netherlands 2 APPLICATIONS OF RANDOM MATR...

Ngày tải lên: 22/03/2014, 09:20

... Annals of Mathematics, 164 (2006), 603–648 Combinatorics of random processes and sections of convex bodies By M Rudelson and R Vershynin* Abstract We find a sharp ... cardinality of the set A COMBINATORICS OF RANDOM PROCESSES 617 Separating tree This and the next step are versions of corresponding steps of [MV 03], where they were written in terms of fun...

Ngày tải lên: 22/03/2014, 20:20

Ngày tải lên: 28/03/2014, 15:20

... Annals of Mathematics, 162 (2005), 1335–1351 The two possible values of the chromatic number of a random graph By Dimitris Achlioptas and Assaf Naor* Abstract Given d ∈ (0, ∞) let kd be the ... inequality: for any nonnegative random variable X, Pr[X > 0] ≥ (EX)2 /EX THE CHROMATIC NUMBER OF A RANDOM GRAPH 1337 Specifically, the number of k-color...

Ngày tải lên: 29/03/2014, 07:20

... Outline of Theory and Problems of Probability, Random Variables, and Random Processes Hwei P Hsu, Ph.D Professor of Electrical Engineering Fairleigh Dickinson University Start of Citation[PU]McGraw-Hill ... Schaum's outline of theory and problems of probability, random variables, and random processes / Hwei P Hsu p cm — (Schaum's outline...

Ngày tải lên: 31/03/2014, 16:25

... which the optimal kernel function is similar to the optimal kernel function for {x(t)} In this paper, we prove that the MSE optimal kernel function for any parameterized family of random processes ... MSE optimal kernel function can be computed by solving a system of linear equations Theorem (MSE optimal kernel for a family of random processes) For a...

Ngày tải lên: 21/06/2014, 07:20

... covered by the analyses of Athreya and Karlin In particular, the diagonal entries of A may be between −1 and 0, or enough of the off-diagonal entries may vanish that exp(tA) has some vanishing entries; ... this cannot happen when supn an < ∞ Ordinal dependence A related variation adds an red balls the nth time a red ball is drawn and a n black balls the nth time a black ball is...

Ngày tải lên: 11/11/2015, 04:36

... Convergence of a Sequence of Random Variables 2.1 Four definitions of convergence of random variables 2.2 Cauchy criteria for convergence of random variables 2.3 Limit theorems for sequences of independent ... 83 Basic Calculus of Random Processes 5.1 Continuity of random processes 5.2 Differentiation of random processes 5.3 Integration of random pr...

Ngày tải lên: 12/11/2015, 01:03

... size of the jump of F at x Thus, (1.61) says that the size of jumps of F should diminish faster, as x approaches the upper boundary of the support of F , than the total mass beyond x Proof Assume ... processes 5.5 Point processes of extremes 64 64 67 68 70 76 Processes with continuous time 6.1 Stationary processes 85 85 i ii Contents 6.2 6.3 6.4 6.5 Bibliography Normal...

Ngày tải lên: 12/11/2015, 02:03