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主要研究相互粒子系统中概率测度的负相关.我们得到判定概率测度是负相关的一个充分必要条件.最后证明了具有负相关的概率测度的线性组合及乘积测度仍是负相关的. 相似文献
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本文研究Besov空间上Riemann-Liouville型重分数布朗单的弱收敛问题.分别利用平面上的Poisson过程和两列独立的Riemann-Liouville型重分数布朗运动的部分和,构造了Riemann-Liouville型重分数布朗单的弱极限定理. 相似文献
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利用李雅谱诺夫函数首先证明了等价类空间中离散时间非紧邻选举模型是正常返的,且首次击中D0时刻的阶为15/14,其次给出了等价类空间中离散时间非紧邻选举模型与排它过程的混合模型遍历性的一个判别准则,从而推广和改进了紧邻情形的相应结果. 相似文献
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AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE
In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assumptions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensit... 相似文献
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一维紧邻的接触过程与选举模型的混合过程的光滑性与单调性 总被引:1,自引:1,他引:0
证明了一维紧邻的接触过程与选举模型的混合过程,其极点平稳分布除在临界点λc 处外总是光滑的,且该混合过程具有单调性. 相似文献
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In this paper, we consider the power variation of subfractional Brownian mo- tion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent. 相似文献
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We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dYs=(∑j=1kμjφj(s)-βYs)ds+dZsq,H,driven by the Hermite process Zsq,Hwith order q≥1 and a Hurst index H∈(1/2,1),where the periodic functionsφj(s),,j=1,...,κare bounded,and the real numbersμj,,j=1,...,κtogether withβ>0 are unknown parameters.We establish the consistency of a least squares estimation and obtain the asymptotic behavior for the estimator.We also introduce alternative estimators,which can be looked upon as an application of the least squares estimator.In terms of the fractional Ornstein-Uhlenbeck processes with periodic mean,our work can be regarded as its non-Gaussian extension. 相似文献