搜索结果: 1-15 共查到“统计调查分析理论 random”相关记录27条 . 查询时间(0.118 秒)
A CLT for Information-theoretic statistics of Non-centered Gram random matrices
Random Matrix Spectral measure Stieltjes Transform
2011/7/19
In this article, we study the fluctuations of the random variable: $$ {\mathcal I}_n(\rho) = \frac 1N \log\det(\Sigma_n \Sigma_n^* + \rho I_N),\quad (\rho>0) $$ where $\Sigma_n= n^{-1/2} D_n^{1/2} X_n...
Optimum allocation in multivariate stratified random sampling: Stochastic matrix optimisation
Multivariate stratified random sampling modified E-model stochastic programming optimum allocation integer programming E-model V -model P-model
2011/6/17
The allocation problem for multivariate stratified random sampling as a problem of
stochastic matrix integer mathematical programming is considered. With these aims
the asymptotic normality of sampl...
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
namely mutiplicative cascades structure function
2011/3/24
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
On the scaling limit of simple random walk excursion measure in the plane
Brownian excursion measure Brownian motion simple random walk excursion measure excursion Poisson kernel strong approximation scaling limit
2009/6/12
The Brownian excursion measure is a conformally invariant innite measure on curves. It gured prominently in one of rst major applications of SLE, namely the explicit calculations of the planar Brownia...
Random Walk in Dynamic Markovian Random Environment
Random Walk Markovian Random Environment
2009/6/12
Random Walk in Dynamic Markovian Random Environment.
Percolating paths through random points.
A survey of results on random random walks on finite groups
random walk finite group Upper Bound Lemma Fourier analysis
2009/5/18
A number of papers have examined various aspects of ``random random walks'' on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss s...
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
positive random variables continuous transformations Wiener space
2009/5/18
Let $mu$ be a Gaussian measure on some measurable space ${W = {w}, calB (W)}$ and let $nu$ be a measure on the same space which is absolutely continuous with respect to $nu$. The paper surveys results...
A survey of random processes with reinforcement
urn model urn scheme Pólya’s urn stochastic approximation dynamical system exchangeability Lyapunov function reinforced random walk ERRW VRRW learning agent-based model evolutionary game theory self-avoiding walk
2009/5/18
The models surveyed include generalized Polya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of ...
Strong Laws and Summability for Sequences of $phi$-Mixing Random Variables in Banach Spaces
StrongLaws Summability
2009/5/8
In this note the almost sure convergence of stationary, $varphi$-mixing sequences of random variables with values in real, separable Banach spaces according to summability methods is linked to the ful...
A Representation for Non-Colliding Random Walks
eigenvalues of random matrices Hermitian Brownian motion non-colliding Brownian motions queues in series Burke's theorem reversibility
2009/4/29
We define a sequence of mappings $Gamma_k:D_0(R_+)^kto D_0(R_+)^k$ and prove the following result: Let $N_1,ldots,N_n$ be the counting functions of independent Poisson processes on $R_+$ with respecti...
The scaling limit of senile reinforced random walk
random walk reinforcement invariance principle fractional kinetics time-change
2009/4/29
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
Note: Random-to-front shuffles on trees
Markov chain shuffle random-to-front random walk tree semigroup
2009/4/29
A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local ``random-to-front'' reorderings, driven by a probability distribution on subsets of ...
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
random walk in a random environment mixingmeasure
2009/4/29
Consider a random walk in an irreducible random environment on the positive integers. We prove that the annealed law of the random walk determines uniquely the law of the random environment. An applic...
Consider a two-person zero-sum game played on a random n by n matrix where the entries are iid normal random variables. Let Z be the number of rows in the support of the optimal strategy for player I ...