搜索结果: 1-10 共查到“统计学 self-similar”相关记录10条 . 查询时间(0.223 秒)
The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
Locally self-similar circularly symmetric Gaussian processes scale invariant Wigner spectrum (SIWS) optimal estimation time-frequency analysis
2012/9/19
We study locally self-similar processes (LSSPs) in Silverman’s sense. By deriving the minimum mean-square optimal kernel within Cohen’s class counterpart of time-frequency representations, we obtain a...
A self-similar process arising from a random walk with random environment in random scenery
birth–death process random environment random scenery random walk self-similar process
2011/3/24
In this article, we merge celebrated results of Kesten and Spitzer [Z. Wahrsch. Verw. Gebiete 50 (1979) 5-25] and Kawazu and Kesten [J. Stat. Phys. 37 (1984) 561-575]. A random walk performs a motion ...
Hausdorff dimension theorems for self-similar Markov processes
Hausdorff dimension theorems self-similar Markov processes
2009/9/22
Let X(t) (ts R,) be an u-self-similar Markov process
on Rd or Rd+. The Hausdorff dimension of the image, graph and zero
set of X(t) are obtained under certain mild conditions. Similar results
are a...
Self-similar processes as weak limits of a risk reserve process
Self-similar processes weak limits a risk reserve process
2009/9/22
Self-similar processes are closely connected with limit :
theorems for identical and in general strongly dependent variables.
Moreover, since they allow heavy-tailed distributions and provide an
ad...
Box dimension of interpolations of self-similar processes with stationary increments
Fractal interpolation interpolation dimension box dimension self-similar process
2009/9/21
We prove that under a general condition interpolation
dimensions of H-sssi process converge in probabiIity to 2-H. The
result can be applied to a wide class of H-sssi processes which includes
fract...
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Self-similar Markov process subordinator exponential functional
2009/5/4
Let $xi$ be a subordinator with Laplace exponent $Phi$, $I=int_{0}^{infty}exp(-xi_s)ds$ the so-called exponential functional, and $X$ (respectively, $hat X$) the self-similar Markov process obtained f...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
self-similar semi-stable Lamperti transformation recurrent extension
2009/4/23
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
Self-similar Markov Processes self-similar recurrent extension
2009/4/2
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...
A note on ergodic transformations of self-similar Volterra Gaussian processes
Gaussian process deterministic kernel Brownian motion
2009/3/27
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...
A note on ergodic transformations of self-similar Volterra Gaussian processes
note ergodic transformation Gaussian processes
2009/3/23
We derive a class of ergodic transformation of self-similar Gaussian processes that are Volterra, i.e. of type X_t = int^t_0 z_X(t,s)dW_s, t in [0,infty), where z_X is a deterministic kernel and W is ...