共查询到20条相似文献,搜索用时 15 毫秒
1.
We consider random processes occurring on bond percolation clusters and represented as a generalization of the “divide and color model” introduced by Häggström in 2001. We investigate the asymptotic behaviors for bond percolation clusters with uncorrelated weights. For subcritical and supercritical phases, we prove the law of large numbers and central limit theorems in the models corresponding to the so-called quenched and annealed probabilities. 相似文献
2.
针对现实生活中大量数据存在偏斜的情况,构建偏正态数据下的众数回归模型.又加之数据的缺失常有发生,采用插补方法处理缺失数据集,为比较插补效果,考虑对响应变量随机缺失情形进行统计推断研究.利用高斯牛顿迭代法给出众数回归模型参数的极大似然估计,比较该模型在均值插补,回归插补,众数插补三种插补条件下的插补效果.随机模拟和实例分... 相似文献
3.
Najim Christopher A. Russo Ralph P. 《Methodology and Computing in Applied Probability》2003,5(1):23-33
Let U
1, U
2,... be a sequence of i.i.d. random elements in Rd. For x>0, a graph G
n
(x) may be formed by connecting with an edge each pair of points in
that are separated by a distance no greater than x. The points of G
n
(x) could represent the stations in a telecommunications network and the edge set the lines of communication that exist among them. Let
be a collection of graphs on mn points having a specified form or structure, and let
denote the number of subgraphs embedded in G
n
(x) and contained in
. It is shown that a SLLN, CLT and LIL for
follow easily from the theory of U-statistics. In addition, a uniform (in x) SLLN is proved for collections
that satisfy a certain monotonicity condition. Some applications are mentioned and the results of some simulations presented. The scaling constants appearing in the CLT are usually hard to obtain. These are worked out for some special cases. 相似文献
4.
QianWeimin LiYumei 《高校应用数学学报(英文版)》2005,20(1):64-74
The parameter estimation and the coefficient of contamination for the regression models with repeated measures are studied when its response variables are contaminated by another random variable sequence. Under the suitable conditions it is proved that the estimators which are established in the paper are strongly consistent estimators. 相似文献
5.
Magda Peligrad 《Journal of Theoretical Probability》2001,14(4):979-988
In this note we investigate the coupling of a class of dependent sequences with an independent one having the same marginal distributions. This method is then used to prove that a uniform law of averages for this class holds if a similar law holds for the associated independent sequence. 相似文献
6.
1.IntroductionLet{xt}beatimeseriesdefinedonprobabilityspace{fi,F,P),satisfyingwhere(1)p(t,s,j)isarandomfieldwithValueIor0,t,8EI={0,11,f2,'.},jEN={1,2,'.},andsatisfies(i)p{p(t,s,j)=0}=1whens>t;(1.2)(if)ac(tl,sl,jl)andp(tz,sa,j~)aremutuallyindependentwhenif/iZor81/s2;(ill)FOrfords,j,p(t,s,i)fort2sisanonhomogeneousMarkovChainwithtransitionprobabilityandinitialdistributiont=0T=0(2){Mt}isani.i.d.non-negativeinteger-valuedtimeseriesandindependentofn(t,sli).Inthefollowing,weassumeEMtz相似文献
7.
Strong law of large numbers for pair-wise extended lower/upper negatively dependent random variables
Fengyang CHENG 《Frontiers of Mathematics in China》2014,9(5):1019-1031
We establish some strong limit theorems for a sequence of pair-wise extended lower/upper negatively dependent random variables and give some new examples of dependent random variables. 相似文献
8.
9.
M. Meanti A. H. G. Rinnooy Kan L. Stougie C. Vercellis 《Mathematical Programming》1990,46(1-3):237-247
The optimal solution value of the multiknapsack problem as a function of the knapsack capacities is studied under the assumption that the profit and weight coefficients are generated by an appropriate random mechanism. A strong asymptotic characterization is obtained, that yiclds a closed form expression for certain special cases.This research was partially supported by NSF Grant ECS-83-16224, and MPI Project Matematica computazionale. 相似文献
10.
王志祥 《纯粹数学与应用数学》2009,25(4):789-793
研究了n维球内均匀分布的参数的点估计与区间估计,利用次序统计量得到了球半径的最大似然估计,在此基础上构造了球半径的无偏估计,并且证明了该无偏估计的相合性.利用构造枢轴量的方法得到了球半径的最短置信区间. 相似文献
11.
12.
??Examining the conditions of positively or negatively associated
sequences of random variables obeying the strong law of large numbers provided by
Alexander, the sequences of Gaussian random variables, nonnegative and uniformly bounded
sequences of random variables with general dependent structure were studied, and the
sufficient conditions for they obeying the strong law of large numbers were given. At
last, an example for Gaussian sequence satisfying the strong law of large numbers was
given. 相似文献
13.
二叉树上分枝马氏链的强大数定理 总被引:1,自引:0,他引:1
首先给出了在可列状态空间取值的二叉树上分枝马氏链定义的离散形式,然后建立了二叉树上分枝马氏链的若干强极限定理,最后研究了二叉树上有限状态分枝马氏链的强大数定理. 相似文献
14.
V. Dobric 《Journal of Theoretical Probability》1990,3(4):489-496
LetB be a Banach space with the Radon-Nikodym property and (S, , ) a probability space. Then anf: SB satisfies the strong law of large numbers if and only if there exists a Bochner integrable functionf
1 and a Pettis integrable functionf
2,f
2f
2=0 in the Glivenko-Cantelli norm, such thatf=f
1+f
2. The composition is unique. 相似文献
15.
本文研究了拟概率空间上的强大数定律问题.利用类比的方法,在比概率测度空间更广范的拟概率空间上,提出了强大数定律的概念,获得了拟概率空间上强大数定律的相关结论,推广了强大数定律的研究范围和应用领域. 相似文献
16.
设{Xnm;n≥1,m≥1}每行都是一个NA随机变量列.给出了在各种矩条件随机变量的钟开莱—太勒形式的强大数定理. 相似文献
17.
通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类非齐次树上m重连续状态非齐次马氏链的若干强大数定律,推广了相关结果. 相似文献
18.
利用鞅收敛定理讨论马氏环境中马氏链的强收敛性,建立相应的强大数定律,使得已知的一系列结果为其特例. 相似文献
19.
分布形式未知的矩法<英> 总被引:1,自引:0,他引:1
我们考虑分布形式未知的矩法,假设分布函数F_θ(x)可用一多项式表示或逼近。多项式的阶数r未知,其系数为未知参数θ_1,…,θ_r。我们给出了θ_1,…,θ_r的一种新的矩法估计,r可自动地求得,估计是强一致的。 相似文献
20.