Keywords: 62M05; 62F12; 60F99; Moderate deviation; Maximum likelihood estimation; Markov process;
مقالات ISI (ترجمه نشده)
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Keywords: stochastic differential equation; Euler scheme; measurable flow; Markov property; non-Lipschitz; 60H10; 60F99;
Keywords: 62P05; 60F99; Extended regular variation; Lévy process; Ruin probability; Time-dependent risk model;
Keywords: primary; 60J25; 31C25; secondary; 60F99; Strong Markov process; Darning; Shorting; Dirichlet form; Closed symmetric form; Mosco convergence; Semigroup convergence; Approximation; Jumping measure;
A refined version of the integro-local Stone theorem
Keywords: 60F05; 60F99; Integro-local Stone theorem; Asymptotic expansion; Random walk; Central limit theorem; Independent identically distributed random variables;
Limiting empirical distribution for eigenvalues of products of random rectangular matrices
Keywords: primary; 15A52; secondary; 60B10; 60F99; 60G55; Product ensemble; Rectangular matrices; Determinant point process; Empirical spectral distribution;
An offspring of multivariate extreme value theory: The max-characteristic function
Keywords: primary; 60E10; secondary; 60F99; 60G70; Multivariate extreme-value theory; Max-characteristic function; Wasserstein metric; Convergence;
Fluctuations, stability and instability of a distributed particle filter with local exchange
Keywords: 60F05; 60F99; 60G35; Hidden Markov model; Particle filter; Central limit theorem; Asymptotic variance; Local exchange; Sequential Monte Carlo;
Keywords: 60F99; 60G18; 60G51; Small ball probability; Small deviation; Time-changed process; Iterated process; Inverse subordinator; Anomalous diffusion;
Keywords: 60F99; 60G70; Extreme Value Theory; Long-tailed distribution; Gumbel tail; Kendall's tau; Order statistics; Pearson product-moment correlation coefficient; Regular variation; Spearman's rho;
Keywords: Effective population size; Coefficient of gene differentiation; Matrix analytic methods; Subpopulation weights; State space reduction; 92D25; 60F99;
Keywords: primary; 60G70; secondary; 60G10; 60F99; Mortality rates; AR-ARCH random field; Estimation; QMLE; Inference;
Keywords: 60F99; 60G70Asymptotic behavior; Maximum domains of attraction; Fréchet; Gumbel; Pickands–Balkema–de Haan Theorem; Regularly varying function
Modulo 1 limit theorems for autoregressive random variables and their sums
Keywords: 60B10; 11K06; 60F99; 42A16; Modulo 1 distribution; Fractional part; Uniform distribution; Fourier coefficients; Autoregressive process;
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
Keywords: 60H10; 60F99; Zero-noise limit; Peano phenomenon; Growth rate of solutions to stochastic equations; Selection of a solution; Self-similar process;
Asymptotical properties of distributions of isotropic Lévy processes
Keywords: primary; 60G51; 60J35; secondary; 60F99; Asymptotic; Transition density; Lévy process; Unimodal Lévy process; Heat kernel; Laplace exponent; Lévy measure; Subordinator; Subordinate Brownian motion;
Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
Keywords: 60E07; 60F99; Linnik distribution; Mittag-Leffler distribution; Exponential distribution; Weibull distribution; Laplace distribution; Strictly stable distribution; Random sum; Central limit theorem; Normal scale mixture; Half-normal distribution; Extreme
A Glivenko-Cantelli theorem for almost additive functions on lattices
Keywords: 60F99; 60B12; 62E20; 60K35; Glivenko-Cantelli theory; Uniform convergence; Empirical measures; Large deviations; Statistical mechanics;
Hawkes and INAR(â) processes
Keywords: 60G55; 60F99; 37M10; Hawkes process; Integer-valued time series; Weak convergence of point processes; Branching process;
On the use of the Borel–Cantelli lemma in Markov chains
Keywords: 60F99; 60F15Markov chains; The Borel–Cantelli lemma; Strong limit laws; The concomitants of order statistics; The FαFα-scheme
Loop-erased random walk on the Sierpinski gasket
Keywords: 60C05; 60F99; 60G17; Loop-erased random walk; Scaling limit; Displacement exponent; Fractal dimension; Sierpinski gasket; Fractal;
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
Keywords: 60F99; 62H30; 68T10; 68W25Nyström approximation; Kernel Gram matrix; Spectrum decomposition; Asymptotic error bound; Wishart random matrix
Sojourn times and the fragility index
Keywords: 60F99; 60G70Sojourn time; Fragility index; Max-stable process; Functional domain of attraction; Copula process; Generalized Pareto process; Expected shortfall; Sojourn time distribution; Excursion time
The point process approach for fractionally differentiated random walks under heavy traffic
Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Point process; Supremum functional; Fractional random walk; FARIMA process; Poisson process;
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution
Keywords: primary; 60F99; secondary; 60G52; 60G22; 60K25; 62M10; 60G70; 62P20; Heavy traffic; Ruin probability; Fractional random walk; FARIMA process; Fractional Lévy stable process;
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
Keywords: 60G51; 60F99; 91G20; 91G60; Stochastic volatility models with jumps; Short-time asymptotic expansions; Transition distributions; Transition density; Option pricing; Implied volatility;
A limit theorem for random sums modulo 1
Keywords: 60J10; 60F99; 60E05; 11K06
On the second-order correlation of characteristic polynomials of Hermite ββ ensembles
Keywords: 60F99; 15A52Characteristic polynomials; Hermite ββ ensembles; Matrix model
The closure of the convolution equivalent distribution class under convolution roots with applications to random sums
Keywords: primary; 60E05; 60F99;
The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes
Keywords: 60F99; 60J35; 60J55; 60J60Harris recurrence; Nummelin splitting; Continuous time Markov processes; Additive functionals; Law of iterated logarithm
Isotropic Ornstein–Uhlenbeck flows
Keywords: 60G60; 60G57; 60G15; 60F99; 37C70; 37H10; 37A50Stochastic flows; Isotropic Brownian flows; Ornstein–Uhlenbeck process; Statistical equilibrium; Random attractors; Hausdorff dimension
On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions
Keywords: 60F99; 60J35; 60J55; 60J60; 62G99; 62M05Harris recurrence; Nummelin splitting; Continuous time Markov processes; Resolvents; Special functions; Additive functionals; Chacon–Ornstein theorem; Diffusion process; Nadaraya–Watson estimator
Diffusion approximation for equilibrium Kawasaki dynamics in continuum
Keywords: 60F99; 60J60; 60J75; 60K35Continuous system; Diffusion approximation; Gibbs measure; Gradient stochastic dynamics; Kawasaki dynamics in continuum; Scaling limit
Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications
Keywords: primary; 60E07; 60F99; Asymptotics; Local asymptotics; Equivalent conditions; Risk; Infinite divisibility;
Self-normalized Wittmann's laws of iterated logarithm in Banach space
Keywords: 60F05; 60B12; 60F99; Banach space; Law of iterated logarithm; Rademacher series; Self-normalizer; Symmetric random variables;
Filtering of a reflected Brownian motion with respect to its local time
Keywords: 60J55; 60J65; 60F99; 60G35; 93E11; 60G55; Brownian motion; Local time; Nonlinear filtering; Approximation; Counting processes; Reflection principle; Skorohod problem;
Continuous time random walks and queues: Explicit forms and approximations of the conditional law with respect to local times
Keywords: 60K20; 60J55; 60F99; 60G35; 93E11; 60G55Queues; Idle time; Nonlinear filtering; Point processes; Weak convergence; Reflection principle
A microscopic interpretation for adaptive dynamics trait substitution sequence models
Keywords: 60F99; 60K35; 92D15Measure-valued process; Interacting particle system; Mutation-selection processes; Darwinian evolution; Trait substitution sequence; Adaptive dynamics; Finite dimensional distributions convergence; Timescale separation; Stochastic domin
A unified treatment for the asymptotic normality of the coefficients of polynomials related to orthogonal ones
Keywords: 33C45; 62E20; 60F99; Local limit theorems; Orthogonal polynomials; Generalized Gegenbaeur polynomials; Generalized Jacobi polynomials; Pollaczek polynomials;
Upper-lower class tests and frequency results along subsequences
Keywords: 60F99; secondary 28D99; Law of the iterated logarithm; Subsequences; Upper and lower classes; Stationary Gaussian sequences;