-
1دورية أكاديمية
المؤلفون: Jevgenijs Ivanovs, Jakob D. Thøstesen
المصدر: Modern Stochastics: Theory and Applications, Vol 10, Iss 1, Pp 59-75 (2022)
مصطلحات موضوعية: Conditioning to stay positive, directional extremes, exchangeability, local behavior, Sparre Andersen identity, Applied mathematics. Quantitative methods, T57-57.97, Mathematics, QA1-939
وصف الملف: electronic resource
-
2
المؤلفون: Jakob D. Thøstesen, Jevgenijs Ivanovs
المصدر: Ivanovs, J & Thøstesen, J D 2021, ' Discretization of the Lamperti representation of a positive self-similar Markov process ', Stochastic Processes and Their Applications, vol. 137, pp. 200-221 . https://doi.org/10.1016/j.spa.2021.03.013
مصطلحات موضوعية: Statistics and Probability, Discretization, Markov process, Lamperti representation, 01 natural sciences, Lévy process, Stable Lévy process conditioned to stay positive, 010104 statistics & probability, symbols.namesake, Exponential functional, Mathematics::Probability, FOS: Mathematics, Applied mathematics, Positive self-similar Markov process, 60G18, 60G51, 60F17, Limit (mathematics), 0101 mathematics, Mathematics, Applied Mathematics, 010102 general mathematics, Probability (math.PR), Representation (systemics), Scaling limit, Modeling and Simulation, symbols, Small time behavior, Mathematics - Probability
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79d123919688a5d0bd6df794524e5c8f
http://arxiv.org/abs/2006.09115