Methodology and Computing in Applied Probability
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A Unified Derivation of the Complementary Waiting Time Distribution in Sequential Occupancy
Methodology and Computing in Applied Probability - Tập 8 Số 3 - Trang 345-356 - 2006
Asymptotic Theory for a Stochastic Unit Root Model with Intercept and Under Mis-Specification of Intercept
Methodology and Computing in Applied Probability - Tập 23 - Trang 767-799 - 2020
Lieberman and Phillips (J Time Ser Anal 35(6):592–623 2014, J Econ 196(1):99–110 2017) proposed a stochastic unit root model, where the source of the variation of the autoregressive coefficient is driven by a stationary process. In this paper, we study a new stochastic unit root model, in which the source of the variation of the autoregressive coefficient is driven by a (nearly) non-stationary pro...... hiện toàn bộ
A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes
Methodology and Computing in Applied Probability - Tập 3 - Trang 215-231 - 2001
A reliable Monte Carlo method for the evaluation of first passage times of diffusion processes through boundaries is proposed. A nested algorithm that simulates the first passage time of a suitable tied-down process is introduced to account for undetected crossings that may occur inside each discretization interval of the stochastic differential equation associated to the diffusion. A detailed ana...... hiện toàn bộ
Two Sample Tests for Mean 3D Projective Shapes from Digital Camera Images
Methodology and Computing in Applied Probability - Tập 16 - Trang 485-506 - 2013
In this article, we extend mean 3D projective shape change in matched pairs to independent samples. We provide a brief introduction of projective shapes of spatial configurations obtained from their digital camera images, building on previous results of Crane and Patrangenaru (J Multivar Anal 102:225–237, 2011). The manifold of projective shapes of k-ads in 3D containing a projective frame at five...... hiện toàn bộ
Reconstruction of Gray-Scale Images
Methodology and Computing in Applied Probability - Tập 3 - Trang 255-270 - 2001
We present an algorithm to reconstruct gray scale images corrupted by noise. We use a Bayesian approach. The unknown original image is assumed to be a realization of a Markov random field on a finite two dimensional region Λ ⊂ Z2. This image is degraded by some noise, which is assumed to act independently in each site of Λ and to have the same distribution on all sites. For the estimator we use th...... hiện toàn bộ
Branching Collision Processes with Immigration
Methodology and Computing in Applied Probability - Tập 22 - Trang 1063-1088 - 2019
We consider the regularity and ergodic properties of the Branching Collision Process with Immigration (BCIP) in this paper. We establish an easy checking sufficient condition under which the Feller minimal BCIP is honest. We provide some good conditions under which the Feller minimal BCIP is positive recurrent and then establish an analytic form of the generating function of the stationary distrib...... hiện toàn bộ
Multiphasic Individual Growth Models in Random Environments
Methodology and Computing in Applied Probability - Tập 14 - Trang 49-56 - 2010
The evolution of the growth of an individual in a random environment can be described through stochastic differential equations of the form dY
t
= β(α − Y
t
)dt + σdW
t
, where Y
...... hiện toàn bộ
Stochastic Comparisons of Symmetric Sampling Designs
Methodology and Computing in Applied Probability - Tập 14 - Trang 407-420 - 2011
We compare estimators of the integral of a monotone function f that can be observed only at a sample of points in its domain, possibly with error. Most of the standard literature considers sampling designs ordered by refinements and compares them in terms of mean square error or, as in Goldstein et al. (2011), the stronger convex order. In this paper we compare sampling designs in the convex order...... hiện toàn bộ
Approximation of the Distribution of the Supremum of a Centered Random Walk. Application to the Local Score
Methodology and Computing in Applied Probability - Tập 6 - Trang 255-275 - 2004
Let (X
n
)
n ≥ 0 be a real random walk starting at 0, with centered increments bounded by a constant K. The main result of this study is: |P(S
n
√ n ≥ x)−P(σ sup0 ≤ u ≤ 1
B
u ≥ x)|≤ C(n,K)√ ∈ n/n, where x ≥ 0, σ2 is the variance of the increments, S
n
is the supremum at time n of the random w...... hiện toàn bộ
Multiple Window Scan Statistics for Two Dimensional Poisson Processes
Methodology and Computing in Applied Probability - Tập 18 - Trang 967-977 - 2016
In this article, approximations for the distribution of multiple window scan statistics for Poisson Processes on a two dimensional rectangular region are derived, for the conditional and unconditional model. These multiple window scan statistics are based on the minimum of p-values and repeated minimum p-values of fixed window scan statistics. Numerical results are presented to evaluate the perfor...... hiện toàn bộ
Tổng số: 843
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