搜索结果: 1-12 共查到“概率论 Asymptotic”相关记录12条 . 查询时间(0.017 秒)
Asymptotic Analysis of a Random Walk on a Hypercube with Many Dimensions
Analysis of random stroll super cube dimension
2015/7/14
Asymptotic Analysis of a Random Walk on a Hypercube with Many Dimensions。
Asymptotic behavior of critical primitive multi-type branching processes with immigration
Asymptotic behavior critical primitive multi-type branching processes immigration Probability
2012/5/24
Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, pos...
Closed-form asymptotic sampling distributions under the coalescent with recombination for an arbitrary number of loci
coalescent theory recombination asymptotic expansion sampling distribution
2011/9/19
Abstract: Obtaining a closed-form sampling distribution for the coalescent with recombination is a challenging problem. In the case of two loci, a new framework based on asymptotic series has recently...
Asymptotic behaviour of first passage time distributions for Levy processes
Levy processes first passage time distribution local limit theorems fluctuation theory
2011/9/19
Abstract: Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw...
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Robust Maximization of Asymptotic Growth Covariance Uncertainty Portfolio Management
2011/10/8
Abstract: This paper resolves a question proposed in Kardaras and Robertson (2011): how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the ...
The asymptotic distribution of the length of Beta-coalescent trees
Beta-coalescent coupling, point process stable distribution Probability
2011/9/6
Abstract: We derive the asymptotic distribution of the total length $L_n$ of a Beta($2-\alpha,\alpha$)-coalescent tree for $1<\alpha < 2$, starting from $n$ individuals. There are two regimes: If $\al...
The asymptotic shape, large deviations and dynamical stability in first-passage percolation on cones
The asymptotic shape dynamical stability cones Probability
2011/9/2
Abstract: In this paper we consider first-passage percolation on certain subgraphs of the $\Z^d$ nearest neighbour graph. We present a three-fold extension of the Shape Theorem. Firstly, we show that ...
Asymptotic expansion of beta matrix models in the one-cut regime
Asymptotic expansion beta matrix models the one-cut regime Probability
2011/8/26
Abstract: We prove the existence of a 1/N expansion to all orders in beta matrix models with a confining, off-critical potential corresponding to an equilibrium measure with a connected support. Thus,...
An asymptotic approximation of the marginal likelihood for general Markov models
BIC marginal likelihood singular models tree models Bayesian
2011/1/18
The standard Bayesian Information Criterion (BIC) is derived under regularity conditions which are not always satis ed by the graphical models with hidden variables.
Asymptotic Synchronization for Finite-State Sources
Asymptotic Synchronization Finite-State Sources
2010/11/10
We extend a recent analysis of synchronization for exact finite-state sources to nonexact sources for which synchronization occurs only asymptotically. Although the asymptotic case requires more sophi...
Some Asymptotic Results for the Semi-Markovian Random Walk with a Special Barrier
Semi-Markovian random walk ergodicity of process asymptotic behaviour weakly convergence
2010/3/1
In this study, the semi-Markovian random walk with a special barrier (X(t)) is considered and under some weak assumptions the ergodicity of this process is discussed. Moreover, the characteristic func...