Efficient estimators with sample observations generated by independent planar random flights

Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations

We derive an approximation of a density estimator based on weakly dependent random vectors by a density estimator built from independent random vectors We construct on a su ciently rich probability space such a pairing of the random variables of both experiments that the set of observations fX Xng from the time series model is nearly the same as the set of observations fY Yng from the i i d mod...

Parametric estimation for planar random flights observed at discrete times

We deal with a planar random flight {(X(t), Y (t)), 0 < t ≤ T } observed at n + 1 equidistant times ti = i∆n, i = 0, 1, ..., n. The aim of this paper is to estimate the unknown value of the parameter λ, the underlying rate of the Poisson process. The planar random flights are not markovian, then we use an alternative argument to derive a pseudo-maximum likelihood estimator λ̂ of the parameter λ....

Analysis of Random Processes with Fuzzy Observations Using Discretization Method

This article has no abstract.

Search in Random Media with Lévy Flights

Our work on the subject of search has been motivated by a variety of applications in engineering and technology, and it differs from the physicists’ motivation for such problems, e.g., or the motivation provided by biochemistry, and in theoretical biology . One of our reasons for a more fundamental approach to search comes from the area of traffic routing in wired networks where each end user m...

On Consistency of Estimators Based on Random Set Vector Observations