搜索结果: 1-15 共查到“知识库 随机分析”相关记录68条 . 查询时间(2.585 秒)
Most existing works on optimal filtering of linear time-invariant (LTI) stochastic systems with arbitrary unknown inputs assume perfect knowledge of the covariances of the noises in the filter design....
In this paper, we are concerned with the optimal control problems for a class of systems with fast-slow processes. The problem under consideration is to minimize a functional subject to a system descr...
We develop a new stochastic analysis approach to the lattice Yang-Millsmodel at strong coupling in any dimension d > 1, with t' Hooft scaling beta N for theinverse coupling strength. We study their La...
本文在Peng建立的次线性期望空间下证明了Bernstein不等式，Kolmogorov不等式以及Rademacher不等式.进一步，本文分别应用Bernstein不等式、Kolmogorov不等式以及Rademacher不等式对次线性期望空间下随机变量列的拟必然收敛性质进行了深入研究，并得到了相应的强收敛定理.
EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
STOCHASTIC AVERAGING ADIABATIC INVARIANTS
2015/9/29
An averaging problem with Markov fast motion is
considered. The di usive limit is obtained for the evolution of adabatic invariants under the assumption that the averaged motion
is ergodic on almost...
A Limit Shape Theorem for Periodic Stochastic Dispersion
Space is periodic random flow order and an infinite linear speed
2015/9/28
We consider the evolution of a connected set on the plane carried by a space periodic incompressible stochastic flow. While for almost every realization of the stochastic flow at time t mo...
Fastest mixing Markov chain on a path
Random walks symmetrical transition probability markov chain the uniform distribution the transfer matrix
2015/8/10
We consider a random walk on a path with n nodes, with symmetric transition probabilities, i.e., the probability of making a transition between node i and node i+1 is the same as making a transition f...
This paper studies the formation of risk-sharing networks through costly social
investments, identifying endogenous inequality and a misallocation of resources as possible
downsides to such agreemen...
CONJUGATE PRIORS FOR EXPONENTIAL FAMILIES
Random vector distribution natural parameter parameters
2015/7/15
Let X be a random vector distributed according to an exponential family
with natural parameter 0 E O.We characterize conjugate prior measures on O
through the property of linear posterior expectat...
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES
Subgroup algorithm to generate unified random variable
2015/7/14
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES.
RANDOM WALKS ARISING IN RANDOM NUMBER GENERATION。
HONEST BERNOULLI EXCURSIONS
EXCURSION DISTANCE RANDOM WALK LIMITING DISTRIBUTION ZETA FUNCTION FIRST RETURN DISTANCE
2015/7/14
For simple random walk on the integers, consider the chance that the walk has
traveled distance k from its start gwen that its first return is at time 2n. We derive a
limiting approximation accura...
BAYESIAN NUMERICAL ANALYSIS。
Analysis of Top To Random Shuffles.
RANDOM WALKS AND HYPERPLANE ARRANGEMENTS。