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1.
《Stochastic Processes and their Applications》2020,130(5):2596-2638
In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which connects this object with the relative entropy and a large deviation rate functional. In addition to possessing various favourable properties, we show that this generalised Fisher Information converges to the classical Fisher Information in an appropriate limit. We then use this generalised Fisher Information and the aforementioned inequality to qualitatively study coarse-graining problems for jump processes on discrete spaces. 相似文献
2.
Kai Xu Zhenchang Tang Yan Zhang Wanshu Li Haiou Li Lihui Wang Liming Liu Honghang Wang Feng Chi Xiaowen Zhang 《Current Applied Physics》2019,19(10):1076-1081
Germanium dioxide (GeO2) aqueous solutions are facilely prepared and the corresponding anode buffer layers (ABLs) with solution process are demonstrated. Atomic force microscopy, X-ray photoelectron spectroscopy and ultraviolet photoelectron spectroscopy measurements show that solution-processed GeO2 behaves superior film morphology and enhanced work function. Using GeO2 as ABL of organic light-emitting diodes (OLEDs), the visible device with tris(8-hydroxy-quinolinato)aluminium as emitter gives maximum luminous efficiency of 6.5 cd/A and power efficiency of 3.5 lm/W, the ultraviolet device with 3-(4-biphenyl)-4-phenyl-5-tert-butylphenyl-1,2,4-triazole as emitter exhibits short-wavelength emission with peak of 376 nm, full-width at half-maximum of 42 nm, maximum radiance of 3.36 mW/cm2 and external quantum efficiency of 1.5%. The performances are almost comparable to the counterparts with poly (3,4-ethylenedioxythiophene):poly (styrenesulfonate) as ABL. The current, impedance, phase and capacitance as a function of voltage characteristics elucidate that the GeO2 ABL formed from appropriate concentration of GeO2 aqueous solution favors hole injection enhancement and accordingly promoting device performance. 相似文献
3.
Lu Chuanrong 《数学年刊B辑(英文版)》1997,18(1):71-78
Let $\{\xi_{\bold t}, {\bold t}
\in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary
real random field with
$E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some
$0<\delta<1$. A sufficient
condition is given for the sequence of partial sum set-indexed process
$\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct
calculation, the author shows
that the result holds for a more general class of set index ${\Cal A}$, where
${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献
4.
ZHANG Shibin ZHANG Xinsheng & SUN Shuguang School of Management Fudan University Shanghai China Department of Mathematics Shanghai Maritime University Shanghai China 《中国科学A辑(英文版)》2006,49(9):1231-1257
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility. 相似文献
5.
Kasper K. Berthelsen Jesper Møller 《Bulletin of the Brazilian Mathematical Society》2002,33(3):351-367
This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect
simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and
the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed.
Received: 30 June 2002 相似文献
6.
Piotr Garbaczewski 《Journal of statistical physics》2006,123(2):315-355
We analyze the functioning of Gibbs-type entropy functionals in the time domain, with emphasis on Shannon and Kullback-Leibler entropies of time-dependent continuous probability distributions. The Shannon entropy validity is extended to probability distributions inferred from L
2(R
n
) quantum wave packets. In contrast to the von Neumann entropy which simply vanishes on pure states, the differential entropy quantifies the degree of probability (de)localization and its time development. The associated dynamics of the Fisher information functional quantifies nontrivial power transfer processes in the mean, both in dissipative and quantum mechanical cases.
PACS NUMBERS: 05.45.+b, 02.50.-r, 03.65.Ta, 03.67.-a 相似文献
7.
We consider Markov processes built from pasting together pieces of strong Markov processes which are killed at a position
dependent rate and connected via a transition kernel. We give necessary and sufficient conditions for local absolute continuity
of probability laws for such processes on a suitable path space and derive an explicit formula for the corresponding likelihood
ratio process. The main tool is the consideration of the process between successive jumps – what we call ‘elementary experiments’
– and criteria for absolute continuity of laws of the process there. We apply our results to systems of branching diffusions
with interactions and immigrations.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
8.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
9.
In the ever fusion experiments in SWIP, pellet forming process was carried out through adjusting relative devices by staff member in site, which will make every pellet-forming process slight distinction and will result in pellet difference in shape, size and intensity. In the intervals of HL-2A discharges, staff member have to go site to accomplish the pellet-forming process, this wastes human power and increase the potential danger. So it is necessary to develop a remote control system to perform the pellet-forming process. The control system needs have the features of real-time, reliability and be easy to operate and maintain. 相似文献
10.
We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C
1 transformation. 相似文献