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Extreme values of derivatives of smoothed fractional Brownian motions
Extreme values of derivatives smoothed fractional Brownian motions
2009/9/22
Let B,(.) be a fractional Brownian motion on R
with parameter 1/2 < H < 1, and consider its smoothed version
b;Hj K((t- sj/b,)BH(s) ds, teR, where the kernel K ( . ) is a density function
and the b...
Locations of extreme values of the empirical process
Empirical process law of the iterated logarithm
2009/9/21
Let E,, be a uniform empirical process and A (respectively,
v3 the unique location of its maximum (respectively, midimum).
We establish a "liminP' iterated logarithm law for (a-v).
Extreme values for Benedicks-Carleson quadratic maps
Dynamics Logistic family Stochastic Processes Extreme Value Theory Benedicks-Carleson parameters
2010/4/29
We consider the quadratic family of maps given by fa(x) = 1−ax2 with x ∈ [−1, 1], where a is a Benedicks-Carleson parameter. For each of these chaotic dynamical systems we study the extrem...