搜索结果: 31-45 共查到“知识库 随机过程”相关记录125条 . 查询时间(2.219 秒)
Penalisation of the symmetric random walk by several functions of the supremum
Penalisation symmetric random several functions of the supremum
2011/1/21
all ( ,F1,P,X,F) the canonical space for the standard random walk on Z. Thus, denotes the set of paths : N ! Z such that | (n + 1) − (n)| = 1, X = (Xn, n 0) is the canonical coordinate proc...
The component sizes of a critical random graph with pre-described degree sequence
Critical random graph random multigraph with given vertex degrees
2011/1/20
Consider a critical random multigraph Gn constructed by the con guration model such that its vertex degrees are independent random variables with the same distribution (criticality means that the se...
A Lamperti type representation of Continuous-State Branching Processes with Immigration
Levy processes Continuous branching processes with immigration time-change
2011/1/20
Guided by the relationship between the breadth- rst walk of a rooted tree and its sequence of generation sizes, we extend the Lamperti representation of continuous-state branching processes to allow i...
Stochastic poisson equations associated to lie algebroids and some refinements of a principal bundle
stochastic Poisson equations；Lie algebroid；refinement of a principal bundle
2011/2/21
The aim of this paper is to present the stochastic Poisson equations as-sociated to Lie algebroids. The obtained results are used for determination of stochastic Poisson equations associated to a refi...
Lipschitz-continuity of the integrated density of states for Gaussian random potentials
Lipschitz-continuity integrated density states for Gaussian random potentials
2011/1/17
The integrated density of states of a Schr¨odinger operator with random potential given by a homogeneous Gaussian field whose covariance function is continuous, compactly supported and has positive me...
Network reconstruction from random phase-resetting
Network reconstruction random phase-resetting
2010/12/28
We propose a novel method of reconstructing the topology and interaction functions for a general oscillator network. An ensemble of initial phases and the corresponding instantaneous frequencies is co...
The spectrum of random lifts
spectrum random lifts
2011/2/22
For a fixed d-regular graph H, a random n-lift is obtained by replacing each vertex v of H by a “fibre” containing n vertices, then placing a uniformly random matching between fibres corresponding to ...
Stability of Random Admissible-Set Scheduling in Spatial Wireless Systems
Stability of Random Admissible-Set Spatial Wireless Systems
2011/2/21
We examine the stability of wireless networks whose users are distributed over a compact space. Users arrive at spatially uniform locations with intensity and each user has a random number of packet...
Price decomposition in large-scale stochastic optimal control
Stochastic optimal control Decomposition methods
2011/1/20
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (D...
We determine, to within O(1), the expected minimal position at level n in certain branching random walks. The walks under consideration have displacement vector (v1; v2; : : :) where each vj is the su...
Unique equilibria and substitution effects in a stochastic model of the marriage market
Unique equilibria substitution effects stochastic model marriage market
2011/1/19
Choo-Siow (2006) propose a very general model for the marriage market which allows for randomly identically distributed noise in the preferences of each of the participants. The randomness is McFadden...
Some aspects of the $m$-adic analysis and its applications to $m$-adic stochastic processes
$m$-adic analysis applications to $m$-adic stochastic processes
2011/1/18
In this paper we consider a generalization of analysis on p-adic numbers field to the m case of m-adic numbers ring. The basic statements, theorems and formulas of p-adic analysis can be used for the ...
A Distributed Procedure for Computing Stochastic Expansions with Mathematica
Rough paths；Iterated Integrals；Stochastic Expansions
2010/12/14
The solution of a (stochastic) di erential equation can be locally approxi-mated by a (stochastic) expansion. If the vector eld of the di erential equation is a polynomial, the corresponding expansio...
Stochastic Shear Thickening Fluids:Strong Convergence of the Galerkin Approximation and the Energy Equality
Stochastic Shear Thickening Fluids:Strong Convergence Galerkin Approximation Energy Equality
2010/12/3
We consider a SPDE (stochastic partial differential equation) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force.Here, the extra stress tenso...
Self-Similarity and Lamperti Convergence for Families of Stochastic Processes
fractional Hougaard motion Hougaard L´ evy process Lamperti Lamperti
2010/11/26
We define a new type of self-similarity for one-parameter families of stochastic processes,
which applies to a number of important families of processes that are not self-similar in the
conventional...