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[PDF] Top 20 Stochastic analysis of point processes : beyond the Poisson process

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Stochastic analysis of point processes : beyond the Poisson process

Stochastic analysis of point processes : beyond the Poisson process

... case of serious disasters, the compensation from remaining nodes and traffic rerouting might not be sufficient to provide service ...case, the cellular network needs a manual intervention: the ... Voir le document complet

187

Long-memory process and aggregation of AR(1) stochastic processes: A new characterization

Long-memory process and aggregation of AR(1) stochastic processes: A new characterization

... if the limit aggregate process is a second- order stationary process (Proposition 1) and the series of its moving average coefficients is absolutely summable, then the sum ... Voir le document complet

32

On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios

On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios

... by the asymptotic study of non-regular para- metric statistical models encountered in statistical inference for stochastic ...exposition of the parameter estimation theory in both ... Voir le document complet

22

Analysis of the Rosenblatt process

Analysis of the Rosenblatt process

... Pathwise stochastic calculus At this point, we will start to develop a stochastic integration theory with respect to the Rosenblatt ...for processes that are not semimartingales, ... Voir le document complet

35

Hawkes point processes based inference applied to seismic data analysis

Hawkes point processes based inference applied to seismic data analysis

... Concerning the Kolmogorov-Smirnov test of the inter-arrivals of the ...residuals. The test returns a p-value equal to ...reject the hypothesis of having a sequence ... Voir le document complet

7

Stein estimation of the intensity of a spatial homogeneous Poisson point process

Stein estimation of the intensity of a spatial homogeneous Poisson point process

... in the case d = 1 In this section, we focus on the case d = 1 and we aim at comparing the performance of our estimator with the one proposed by Privault and Réveillac (2009) and denoted ... Voir le document complet

36

Approximation intensity for pairwise interaction Gibbs point processes using determinantal point processes

Approximation intensity for pairwise interaction Gibbs point processes using determinantal point processes

... rate Poisson point process on S, which means that its intensity is constant and equal to ...spatial point process X has a density f if the distribution of X is absolutely ... Voir le document complet

19

Efficient simulation of the Ginibre point process

Efficient simulation of the Ginibre point process

... Determinantal point processes form a class of point processes which exhibit re- pulsion, and model a wide variety of ...probabilistic point of view in [16, 17] ... Voir le document complet

22

Filtered Brownian motions as weak limit of filtered Poisson processes

Filtered Brownian motions as weak limit of filtered Poisson processes

... to the martingales ˆ N n and B, a standard Brownian ...to the position of α with respect to ...subset of the set of continuous functions and thus its dual contains Dirac ...On ... Voir le document complet

14

Asymptotic approximation of the likelihood of stationary determinantal point processes

Asymptotic approximation of the likelihood of stationary determinantal point processes

... to the unit rate Poisson point process) is known since the seminal paper of Macchi (1975) [ 21 ...requires the knowledge of another kernel, usually called L, that ... Voir le document complet

33

Perfect Simulation of Determinantal Point Processes

Perfect Simulation of Determinantal Point Processes

... Simulations of determinantal point processes are mostly based on the idea of Hough et ...[10]. The main drawback of the idea is due to its large rejections in ... Voir le document complet

16

Noise prevents collapse of Vlasov--Poisson point charges

Noise prevents collapse of Vlasov--Poisson point charges

... adapted stochastic process with values in R 2N without coalescence in R 2 , ...j. The precise assumptions of Theorem 1 and the definitions used therein will be clarified ...cover ... Voir le document complet

41

Optimization for the flexibility analysis of processes: Application to the acetone-ethanol-butanol producing process

Optimization for the flexibility analysis of processes: Application to the acetone-ethanol-butanol producing process

... In the present research, the PF is solved with   10 5 ...way, the solution of the original MPCC is achieved and the complementarities are satisfied within the tolerance ... Voir le document complet

8

Analysing Decisive Stochastic Processes

Analysing Decisive Stochastic Processes

... systems, the model checking approach to verification has been extended to various models based on automata, and including features such as time, probability and infinite data ...at the same time, they offer ... Voir le document complet

15

Quantifying repulsiveness of determinantal point processes

Quantifying repulsiveness of determinantal point processes

... kinds of repulsive point ...to the Mat´ern’s hardcore point processes, the RSA (random sequential absorption) model and hardcore Gibbs models, see [19, Section ...address ... Voir le document complet

31

Stochastic Volatility for Levy Processes

Stochastic Volatility for Levy Processes

... that the N IGSAM; V GSAM;and CGMY SAM models are martingales with respect to the enlarged ¯ltration, which includes knowledge of the driving L¶ evy process and knowldege of ... Voir le document complet

35

The allelic partition for coalescent point processes

The allelic partition for coalescent point processes

... 1.1 The coalescent point process Splitting trees are those random trees where individuals give birth at constant rate b during a lifetime with general distribution Λ( ·)/b, to ...copies of ... Voir le document complet

25

On Hypothesis Testing for Poisson Processes. Singular Cases

On Hypothesis Testing for Poisson Processes. Singular Cases

... behavior of the Score Function test (SFT), of the General Likelihood Ratio test (GLRT), of the Wald test (WT) and of two Bayes tests (BT1 and ...that the tests SFT, ... Voir le document complet

39

On Hypothesis Testing for Poisson Processes. Regular Case

On Hypothesis Testing for Poisson Processes. Regular Case

... consider the problem of hypothesis testing in the situation when the first hypothesis is simple and the second one is local one- sided ...describe the choice of the ... Voir le document complet

24

Beyond the breaking point? Survey satisficing in conjoint experiments

Beyond the breaking point? Survey satisficing in conjoint experiments

... reduce the thoughtfulness of their responses. That, too, may lead the empirically observable quantities to diverge from those of theoretical ...interest. The relationship between ... Voir le document complet

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