搜索结果: 1-7 共查到“概率论 function”相关记录7条 . 查询时间(0.07 秒)
On the Finite Dimensional Joint Characteristic Function of Levy's Stochastic Area Processes
the Finite Dimensional Joint Characteristic Function Levy's Stochastic Area Processes Probability
2012/6/25
The goal of this paper is to derive a formula for the finite dimensional joint characteristic function (the Fourier transform of the finite dimensional distribution) of the coupled process ${(W_{t},L_...
Moving Taylor Bayesian Regression for nonparametric multidimensional function estimation with possibly correlated errors
interpolation irregular sampling numerical differentiation rational function smoothing
2012/4/24
We present a nonparametric method for estimating the value and several derivatives of an unknown, sufficiently smooth real-valued function of real-valued arguments from a finite sample of points, wher...
A Chernoff-type Lower Bound for the Gaussian Q-function
Chernoff-type Lower Bound the Gaussian Q-function Probability
2012/3/1
A lower bound for the Gaussian Q-function is presented in the form of a single exponential function with parametric order and weight. The bound combines the simplicity of the classical Chernoff bound ...
On the Gerber-Shiu discounted penalty function for the ordinary renewal risk model with constant interest
Surplus immediately prior to ruin Deficit at ruin
2011/11/7
In this paper, we study the Gerber-Shiu discounted penalty function for the ordinary renewal risk model modified by the constant interest on the surplus. The time of ruin is analyzed in terms of it$\&...
Random Walk on a Co-Compact Fuchsian Group: Behavior of the Green's Function at the Spectral Radius
hyperbolic group surface group randomwalk Green’s function Gromov boundary Martin boundary Ruelle operator theorem
2011/9/22
Abstract: It is proved that the Green's function of a symmetric finite range random walk on a co-compact Fuchsian group decays exponentially in distance at the radius of convergence R. It is also show...
Explicit Bounds for the Distribution Function of the Sum of Dependent Normally Distributed Random Variables
Explicit Bounds Dependent Normally Distributed Random Variables Distribution Function of the Sum
2011/9/19
Abstract: In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the i...
On the limit distributions of some sums of a random multiplicative function
limit distributions of some sums of random multiplicative function
2011/1/17
We study sums of a random multiplicative function; this is an example,of number-theoretic interest, of sums of products of independent random variables (chaoses).