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91.
Higher-order implicit strong numerical schemes for stochastic differential equations 总被引:2,自引:0,他引:2
Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined. 相似文献
92.
One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs with larger dimensions but their convergence is in the sense of probability one. In this paper, we study the differentiability property of stochastic two-stage programs and discuss continuous approximation methods for stochastic programs. We present several ways to calculate and estimate this derivative. We then design several continuous approximation schemes and study their convergence behavior and implementation. The methods include several types of truncation approximation, lower dimensional approximation and limited basis approximation.His work is supported by Office of Naval Research Grant N0014-86-K-0628 and the National Science Foundation under Grant ECS-8815101 and DDM-9215921.His work is supported by the Australian Research Council. 相似文献
93.
本文我们讨论了多周期Probit模型中MLE的存在性问题,给出了当协方差阵已知时,参数的MLE存在的充要条件;当协方差阵未知但具有序列结构时,参数的MLE存在的一个必要条件和一个充分条件. 相似文献
94.
95.
96.
The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a
univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially
in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the
joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends
and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms
that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726). 相似文献
97.
Madalina Deaconu Nicolas Fournier Etienne Tanré 《Methodology and Computing in Applied Probability》2003,5(2):131-158
By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999). 相似文献
98.
半参数回归模型中小波估计的随机加权逼近速度 总被引:10,自引:1,他引:9
把小波光滑方法和随机加权方法结合在一起,获得了半参数回归模型中参数分量的小波估计的随机加权逼近速度为σ(n^-1/2)。因此,从大样本意义上说,小波光滑方法和随机加权方法对半参数回归模型是可用的。 相似文献
99.
We study a GI/M/c type queueing system with vacations in which all servers take vacations together when the system becomes empty. These servers keep taking synchronous vacations until they find waiting customers in the system at a vacation completion instant.The vacation time is a phase-type (PH) distributed random variable. Using embedded Markov chain modeling and the matrix geometric solution methods, we obtain explicit expressions for the stationary probability distributions of the queue length at arrivals and the waiting time. To compare the vacation model with the classical GI/M/c queue without vacations, we prove conditional stochastic decomposition properties for the queue length and the waiting time when all servers are busy. Our model is a generalization of several previous studies. 相似文献
100.
Michel Crouzeix 《Numerical Algorithms》2003,33(1-4):193-201
We consider the lumped mass method with piecewise linear finite elements in two dimensions. When the triangulation is of Delaunay type it is known that the discrete scheme satisfies a maximum principle. In this work we pursue the analysis and prove that the discrete semi-group is l
p
contractive in a sector, which implies smoothing effects and provide some resolvent estimates. 相似文献