搜索结果: 1-10 共查到“理论统计学 diffusions”相关记录10条 . 查询时间(0.08 秒)
Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions
Global optimization average-case complexity diffusion processes
2015/7/8
This paper is concerned with the analysis of the average error in approximating the global minimum of a 1-dimensional, time-homogeneous diffusion by non-adaptive methods. We derive the limiting distri...
Coarse-grained modeling of multiscale diffusions：the p-variation estimates
parameter estimation multiscale diffusions p-variation Ornstein-Uhlenbeck
2010/3/10
We study the problem of estimating parameters of the limiting equation
of a multiscale diffusion in the case of averaging and homogenization, given
data from the corresponding multiscale system. Fir...
Large deviations of invariant measures for degenerate diffusions
Large deviations invariant measures degenerate diffusions
2009/9/23
Large deviations of invariant measures for degenerate diffusions。
On weak convergence of one-dimensional diffusions with time-dependent coefficients
weak convergence of one-dimensional diffusions time-dependent coefficients
2009/9/22
We investigate stability, with respect to convergence of
coefficients, of one-dimensional It6 diRussions as well as one-dimensionat
diffusions wrresponding to second order divergence form operators....
Time-inhomogeneous diffusions corresponding to symmetric divergence form operators
Time-inhomogeneous diffusions symmetric divergence form operators
2009/9/21
We consider a time-inhomogeneous Markov family
(X, P,3 corresponding to a symmetric uniformly elliptic divergence
form operator. We show that for any rp in the Sobolev space W: n Wi
with p = 2 if d...
The existence of the effective diffusivity tensor for diffusions with incompressible mixing drifts
Random field diffusions in random media mixing
2009/9/21
In the present article we consider a model of motion of
a passive tracer particle under a random, non-steady (time dependent),
incompressible velocity flow in a medium with positive molecular diffus...
A note on diffusions in compressible environments
Random field diffusions in random media Lagrangian process
2009/9/21
We study the equation of a motion of a passivc tracer
in a time-independent turbulent flow in a medium with a positive
molecular diffusivity. In [6] the authors have shown the existence of
an invar...
Branching diffusions, superdiffusions and random media
spatial branching processes branching diffusions measure-valued processes superprocesses catalytic branching Law of Large Numbers
2009/5/18
Spatial branching processes became increasingly popular in the past decades, not only because of their obvious connection to biology, but also because superprocesses are intimately related to nonlinea...
LAMN property for hidden processes：the case of integrated diffusions
Diffusion processes parametric estimation LAMN property Malliavin calculus non-Markovian data
2010/4/30
In this paper we prove the Local Asymptotic Mixed Normality
(LAMN) property for the statistical model given by the observation of
local means of a diffusion process X. Our data are given by
R 10 Xs...
A Closed-Form Approximation of Likelihood Functions for Discretely Sampled Diffusions：the Exponent Expansion
Closed-Form Approximation Likelihood Functions Discretely Sampled Diffusions Exponent Expansion
2010/4/27
In this paper we discuss a closed-form approximation of the likelihood functions of
an arbitrary diffusion process. The approximation is based on an exponential ansatz
of the transition probability ...