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The paper summarizes recent advances in the theory of geometric stable (GS) distributions. The results presented include parametrizations, characterizations, mixture representations, properties, asymptotic and convergent series expansions of densities and distribution functions, moments and tail behavior, simulation, and estimation. 相似文献
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The paper discusses recent advances in the theory of multivariate geometric stable (GS) distributions. The results presented include characterizations, mixture representations, properties, simulation, and estimation. 相似文献
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Fuzzy集的偏熵与关联熵 总被引:4,自引:0,他引:4
在文献[1]的基础上,推广模糊熵的概念。首次定义Fuzzy集的偏熵、关联熵和关联熵系数等新概念。对其主要性质进行讨论,并与模糊散度建立联系.得到一些重要结果。 相似文献
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Exact Rates of Convergence to a Stable Law 总被引:1,自引:0,他引:1
Let F be a non-lattice distribution function which lies in thedomain of attraction of a non-normal stable distribution. Exactuniform convergence rates are obtained for the convergence ofthe normalised partial sums of random variables with distributionF. Second order regular variation conditions are assumed relatedto the domain of attraction conditions. 相似文献
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Let f be an orientation-preserving homeomorphism of a compactorientable manifold. Sufficient conditions are given for thepersistence of a collection of periodic points under isotopyof f relative to a compact invariant set A. Two main applicationsare described. In the first, A is the closure of a single discreteorbit of f, and f has a Smale horseshoe, all of whose periodicorbits persist; in the second, A is a minimal invariant Cantorset obtained as the limit of a sequence of nested periodic orbits,all of which are shown to persist under isotopy relative toA. 1991 Mathematics Subject Classification: 58F20, 58F15. 相似文献
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We investigate the behaviour of the entropy of convolutions of independent random variables on compact groups. We provide an explicit exponential bound on the rate of convergence of entropy to its maximum. Equivalently, this proves convergence of the density to uniformity, in the sense of Kullback–Leibler. We prove that this convergence lies strictly between uniform convergence of densities (as investigated by Shlosman and Major), and weak convergence (the sense of the classical Ito–Kawada theorem). In fact it lies between convergence in L
1+
and convergence in L
1. 相似文献
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Anestis Antoniadis Andrey Feuerverger Paulo Gonçalves 《Annals of the Institute of Statistical Mathematics》2006,58(4):779-807
Stable distributions are characterized by four parameters which can be estimated via a number of methods, and although approximate
maximum likelihood estimation techniques have been proposed, they are computationally intensive and difficult to implement.
This article describes a fast, wavelet-based, regression-type method for estimating the parameters of a stable distribution.
Fourier domain representations, combined with a wavelet multiresolution approach, are shown to be effective and highly efficient
tools for inference in stable law families. Our procedures are illustrated and compared with other estimation methods using
simulated data, and an application to a real data example is explored. One novel aspect of this work is that here wavelets
are being used to solve a parametric problem, rather than a nonparametric one, which is the more typical context in wavelet
applications. 相似文献
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Symmetric Stable Laws and Stable-Like Jump-Diffusions 总被引:7,自引:0,他引:7
Asymptotic expansions are obtained for finite-dimensional symmetricstable distributions. They are used to prove the existence ofcontinuous transition probability densities of stable and stable-likejump-diffusions, and to construct local multiplicative asymptoticsandglobal two-sided estimates for these densities. As a consequence,the distribution of the first passage times for stable jump-diffusionsis estimated and the integral test for the limsup behaviourof their sample paths as t 0 is provided. 1991 MathematicsSubject Classification: 60E07, 60G17, 60J35, 47D07. 相似文献
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Bernd Jesiak 《Mathematische Nachrichten》1979,92(1):243-246
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Let G be a finite group. The stable module category of G has been applied extensively in group representation theory. In particular, it has been used to great effect that it is a
triangulated category which is compactly generated by the class of finitely generated modules. Let H be a subgroup of G. It is possible to define a stable module category of G relative to H. This is also a triangulated category, but no non-trivial examples have been known where it was compactly generated. While
the finitely generated modules are compact objects, they do not necessarily generate the category. We show that the relative
stable category is compactly generated if the group algebra of H has finite representation type. In characteristic p, this is equivalent to the Sylow p-subgroups of H being cyclic. 相似文献
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Murray Riley Chandrasekaran Venkat Wierman Adam 《Foundations of Computational Mathematics》2021,21(6):1703-1737
Foundations of Computational Mathematics - Certifying function nonnegativity is a ubiquitous problem in computational mathematics, with especially notable applications in optimization. We study the... 相似文献
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A. I. Generalov 《Journal of Mathematical Sciences》2004,120(4):1563-1574
A relative version of Rickard's theorem is proved, namely, if is a quasi-Frobenius proper class of short sequences in an Abelian category
, then the -stable category of the category
is a quotient category of the relative bounded derived category
(
). Bibliography: 20 titles. 相似文献
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A relative version of the topological m-Pinsker factor is given and its relationships with other notions of relative Pinsker factors are investigated. Relative topological
Pinsker factors (of various kinds) of relative products are described.
(Received 4 December 2000; in revised form 1 June 2001) 相似文献
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Relative Entropy, Asymptotic Pairs and Chaos 总被引:2,自引:0,他引:2
In this paper, we prove that positive conditional entropy impliesthe existence of asymptotic pairs and scrambled sets on fibers.Moreover, we introduce the notion of conditional topologicalentropy for a subset using Bowen's definition of separated andspanning sets, and prove that the conditional topological entropyof a system relative to a factor is the supremum of conditionaltopological entropy of its scrambled sets on fibers. 相似文献
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Let S be the multiplicative semigroup of q×q matrices with positive entries such that every row and every column contains a strictly positive element. Denote by (X
n
)
n≥1 a sequence of independent identically distributed random variables in S and by X
(n)=X
n
⋅⋅⋅
X
1, n≥1, the associated left random walk on S. We assume that (X
n
)
n≥1 satisfies the contraction property
where S° is the subset of all matrices which have strictly positive entries. We state conditions on the distribution of the random
matrix X
1 which ensure that the logarithms of the entries, of the norm, and of the spectral radius of the products X
(n), n≥1, are in the domain of attraction of a stable law.
相似文献
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Let X=(X(t))
tT
be a symmetric -stable, 0<<2, process with paths in the dual E
* of a certain Banach space E. Then there exists a (bounded, linear) operator u from E into some L
(S,) generating X in a canonical way. The aim of this paper is to compare the degree of compactness of u with the small deviation (ball) behavior of
as 0. In particular, we prove that a lower bound for the metric entropy of u implies a lower bound for () under an additional assumption on E. As applications we obtain upper small deviation estimates for weighted -stable Levy motions, linear fractional -stable motions and d-dimensional -stable sheets. Our results rest upon an integral representation of L
-valued operators as well as on small deviation results for Gaussian processes due to Kuelbs and Li and to the authors. 相似文献