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Theory of Stochastic Processes
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Theory of Stochastic Processes, 2008 (Volume 14 (30))
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Theory of Stochastic Processes, 2008, № 1
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Перегляд Theory of Stochastic Processes, 2008, № 1 за датою випуску

Перегляд Theory of Stochastic Processes, 2008, № 1 за датою випуску

Результати 1-16 з 16

International Conference“Skorokhod Space. 50 years on”

Автор відсутній (2008)
On the φ-asymptotic behaviour of solutions of stochastic differential equations

Buldygin, V.V.; Klesov, O.I.; Steinebach, J.G.; Tymoshenko, O.A. (2008)

In this paper we study the a.s. asymptotic behaviour of the solution of the stochastic dfferential equation dX(t) = g(X(t))dt +σ(X(t))dW(t), X(0) = b > 0, where g and σ are positive continuous functions and W is a Wiener ...
A new test for unimodality

Andrushkiw, R.I.; Klyushin, D.D.; Petunin, Y.I. (2008)

A distribution function (d.f.) of a random variable is unimodal if there exists a number such that d.f. is convex left from this number and is concave right from this number. This number is called a mode of d.f. Since one ...
The Rosenblatt coefficient of dependence for m–dependent random sequences with applications to the ASCLT

Giuliano, R. (2008)

We prove a new bound for the Rosenblatt coefficient of the normalized partial sums of a sequence of m-dependent random variables; this bound is used to prove a general result, from which the Almost Sure Central Limit Theorem ...
The expansion of a Simex estimator in the nonlinear errors-in-variables model with small measurement errors

Gontar, O.; Kuchenhoff, H. (2008)

The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive ...
The role of Skorokhod space in the development of the econometric analysis of time series

Mccrorie, J.R. (2008)

This paper discusses the fundamental role played by the Skorokhod space, through its underpinning of functional central limit theory, in the development of the paradigm of unit roots and co-integration. This paradigm has ...
Convergence in Skorokhod J-topology for compositions of stochastic processes

Silvestrov, D.S. (2008)

A survey on functional limit theorems for compositions of stochastic processes is presented. Applications to stochastic processes with random scaling of time, random sums, extremes with random sample size, generalised ...
On the equivalence of integral norms on the space of measurable polynomials with respect to a convex measure

Berezhnoy, V. (2008)

We prove that, for a convex product-measure μ on a locally convex space, for any set A of positive measure, on the space of measurable polynomials of degree d, all Lp(μ)-norms coincide with the norms obtained by restricting ...
A limit theorem for symmetric Markovian random evolution in R^m

Kolesnik, A.D. (2008)

We consider the symmetric Markovian random evolution X(t) performed by a particle that moves with constant finite speed c in the Euclidean space R^m, m >= 2. Its motion is subject to the control of a homogeneous Poisson ...
Distribution of the maximum of the Chentsov random field

Kruglova, N. (2008)

Let D = [0, 1]^2 and X(s, t), (s, t) belongs D, be a two-parameter Chentsov random field. The aim of this paper is to find the probability distribution of the maximum of X(s, t) on a class of polygonal lines.
Asymptotic formulas for probabilities of large deviations of ladder heights

Nagaev, S.V. (2008)

Asymptotic formulas for large-deviation probabilities of a ladder height in a random walk generated by a sequence of sums of i.i.d. random variables are deduced. Two cases are considered: a) the distribution F(x) of ...
On some characteristics of the claim surplus process

Gusak, D. (2008)

The distribution of characteristics, which describes the behaviour of the claim surplus process after the ruin, is investigated and compared with some previous results on distributions of risk functionals. Main attention ...
Asymptotic properties of Lp-estimators

Ivanov, A.V. (2008)

Some sufficient conditions for consistency and asymptotic normality of a non-linear regression parameter Lp-estimator are presented for a continuous time regression model with Gaussian stationary noise possessing the ...
Certain properties of triangular transformations of measures

Medvedev, K.V. (2008)

We study the convergence of triangular mappings on R^n, i.e., mappings T such that the ith coordinate function Ti depends only on the variables x1, . . . ,xi. We show that, under broad assumptions, the inverse mapping to ...
Estimation in an implicit multivariate measurement error model with clustering in the regressor

Polekha, M. (2008)

An implicit linear multivariate model DZ ≈ 0 is considered, where the data matrix D is observed with errors, and Z is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance ...
The measure preserving and nonsingular transformations of the jump Levy processes

Smorodina, N.V. (2008)

Let ξ(t), t belongs [0, 1], be a jump Levy process. By Pξ, we denote the law of ξ in the Skorokhod space D[0, 1]. Under some conditions on the Levy measure of the process, we construct the group of Pξ preserving transformations ...

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Перегляд Theory of Stochastic Processes, 2008, № 1 за датою випуску

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