Temat: random processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Computer-aided modeling and simulation of electrical circuits with α-stable noise
Autorzy:: Weron, Aleksander
Powiązania:: https://bibliotekanauki.pl/articles/1340383.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: density and quantile estimators
stochastic differential equations
approximate schemes
α-stable random variables and processes
stochastic modeling
Opis:: The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 1; 83-93
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
Autorzy:: Crétois, Emmanuelle
Powiązania:: https://bibliotekanauki.pl/articles/1340249.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: random partition
Cox processes
reduced Palm processes
Opis:: Let $N_i$, i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures M_i. Assume that the probability law of the M_i is completely unknown. Random techniques are developed (we use data from the processes $N_1$,..., $N_n$ to construct a partition of [a,b] whose extremities are random) to estimate L(μ,g) = E(exp(-(N(g) - μ(g))) | N - μ ≥ 0).
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 3; 247-259
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

Artykuł

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