کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10527389 | 958843 | 2014 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation for stochastic damping hamiltonian systems under partial observation-I. Invariant density
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimation for stochastic damping hamiltonian systems under partial observation-I. Invariant density Estimation for stochastic damping hamiltonian systems under partial observation-I. Invariant density](/preview/png/10527389.png)
چکیده انگلیسی
In this paper, we study the non-parametric estimation of the invariant density of some ergodic hamiltonian systems, using kernel estimators. The main result is a central limit theorem for such estimators under partial observation (only the positions are observed). The main tools are mixing estimates and refined covariance inequalities, the main difficulty being the strong degeneracy of such processes. This is the first paper of a series of at least two, devoted to the estimation of the characteristics of such processes: invariant density, drift term, volatility.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 3, March 2014, Pages 1236-1260
Journal: Stochastic Processes and their Applications - Volume 124, Issue 3, March 2014, Pages 1236-1260
نویسندگان
Patrick Cattiaux, José R. León, Clémentine Prieur,