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PROPERTIES OF UNIFORM DOUBLY STOCHASTIC MATRICES
Doubly Stochastic Matrices Birkho polytope
2015/7/7
We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are s...
Effective dynamicsof a coupled microscopic-macroscopic stochastic system
microscopic-macroscopic stochastic system math
2010/11/18
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems....
Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
stationary solutions multivariate stochastic recursions related limit theorems
2010/11/12
Let $\Phi_n$ be an i.i.d. sequence of Lipschitz mappings of $\R^d$. We study the Markov chain $\{X_n^x\}_{n=0}^\8$ on $\R^d$ defined by the recursion $X_n^x = \Phi_n(X^x_{n-1})$, $n\ge 0$, $X_0=x\in\...
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Stochastic viscosity solution stochastic PDIEs
2010/11/19
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently devel...