搜索结果: 1-15 共查到“统计调查分析理论 stochastic”相关记录18条 . 查询时间(0.061 秒)
Consistency of maximum-likelihood and variational estimators in the Stochastic Block Model
maximum-likelihood Stochastic Block Model
2011/6/17
The stochastic block model (SBM) is a probabilistic model de-
signed to describe heterogeneous directed and undirected graphs. In this
paper, we address the asymptotic inference on SBM by use of max...
Optimum allocation in multivariate stratified random sampling: Stochastic matrix optimisation
Multivariate stratified random sampling modified E-model stochastic programming optimum allocation integer programming E-model V -model P-model
2011/6/17
The allocation problem for multivariate stratified random sampling as a problem of
stochastic matrix integer mathematical programming is considered. With these aims
the asymptotic normality of sampl...
A multivariate adaptive stochastic search method for dimensionality reduction in classification
Dimensionality reduction classification variable selection
2010/10/19
High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of...
The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution
Stochastic heat equation Gaussian noise stochastic integral fractional Brownian motion spatial covariance function
2009/6/12
The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution.
Two families of improper stochastic integrals with respect to Lévy processes
stochastic integrals Lévy processes two families
2009/6/12
Two families of improper stochastic integrals with respect to Lévy processes.
On some recent aspects of stochastic control and their applications
Controlled diffusions dynamic programming maximum principle viscosity solutions
2009/5/18
This paper is a survey on some recent aspects and developments in stochastic control. We discuss the two main historical approaches, Bellman's optimality principle and Pontryagin's maximum principle, ...
An essay on the general theory of stochastic processes
General theory of stochastic processes Enlargements of filtrations Random times Submartingales Stopping times Honest times Pseudo-stopping times
2009/5/18
This text is a survey on the general theory of stochastic processes, with a view towards random times and enlargements of filtrations. The first five chapters present standard materials, which where d...
Stochastic analysis of Bernoulli processes
Malliavin calculus Bernoulli processes discrete time chaotic calculus functional inequalities option hedging
2009/5/18
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include ...
Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
stochastic functional-dierential equations Ito-Volterra equations uniform asymptotic stability pathwise stability simulated annealing
2009/4/29
In this paper we study the a.s. convergence of all solutions of the It^{o}-Volterra equation [ dX(t) = (AX(t) + int_{0}^{t} K(t-s)X(s),ds),dt + Sigma(t),dW(t) ] to zero. $A$ is a constant $dtimes d$ m...
Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Absolutely continuous stochastic process mass transportation problem Salisburyfi problem
2009/4/29
We study the optimal control problem for Rd-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uniqueness of a...
A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
heat equation white noise stochastic partial differential equations
2009/4/29
We give a new representation of fractional Brownian motion with Hurst parameter $Hleqfrac{1}{2}$ using stochastic partial differential equations. This representation allows us to use the Markov proper...
Geometry of Stochastic Delay Differential Equations
stochastic delay equations frame bundles horizontal lift
2009/4/27
Stochastic delay differential equations (SDDE) on a manifold $M$ depend intrinsically on a connection $nabla$ in this space. The main geometric result in this notes concerns the horizontal lift of sol...
FKG Inequality for Brownian Motion and Stochastic Differential Equations
FKG inequality Brownian motion stochastic dierential equations
2009/4/24
The purpose of this work is to study some possible application of FKG inequality to the Brownian motion and to Stochastic Differential Equations. We introduce a special ordering on the Wiener space an...
Linear stochastic differential-algebraic equations with constant coefficients
Stochastic differential-algebraic equations Random distributions
2009/4/23
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a gene...
Standard stochastic coalescence with sum kernels
Coalescence Stochastic interacting particle systems
2009/4/22
We build a Markovian system of particles entirely characterized by their masses, in which each pair of particles with masses x and y coalesce at rate (approximately) xa+ya, for some a in (0,1), and su...