Generalized Gaussian bridges

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Partial functional quantization and generalized bridges

In this article, we develop a new approach to functional quantization, which consists in discretizing only a finite subset of the Karhunen-Loève coordinates of a continuous Gaussian semimartingale X. Using filtration enlargement techniques, we prove that the conditional distribution of X knowing its first Karhunen-Loève coordinates is a Gaussian semimartingale with respect to a bigger filtratio...

متن کامل

On generalized averaged Gaussian formulas

We present a simple numerical method for constructing the optimal (generalized) averaged Gaussian quadrature formulas which are the optimal stratified extensions of Gauss quadrature formulas. These extensions exist in many cases in which real positive Kronrod formulas do not exist. For the Jacobi weight functions w(x) ≡ w(α,β)(x) = (1− x)α(1 + x)β (α, β > −1) we give a necessary and sufficient ...

متن کامل

Unimodality of generalized Gaussian coefficients

A combinatorial proof of the unimodality of the generalized q-Gaussian coefficients [ N λ ] q based on the explicit formula for Kostka-Foulkes polynomials is given. 1. Let us mention that the proof of the unimodality of the generalized Gaussian coefficients based on theoretic-representation considerations was given by E.B. Dynkin [1] (see also [2], [10], [11]). Recently K.O’Hara [6] gave a cons...

متن کامل

Generalized free Gaussian white noise

Based on an adequate new Gel’fand triple, we construct the infinite dimensional free Gaussian white noise measure μ using the Bochner-Minlos theorem. Next, we give the chaos decomposition of an L2 space with respect to the measure μ .

متن کامل

Oblivious Watermarking Using Generalized Gaussian

A wavelet-based oblivious image watermarking approach is presented in this paper. Using generalized Gaussian, the wavelet coeecients are approximately modeled. By making use of the modeled parameters to recover the host image , the hidden watermarks can be detected without access to the original image. To hide complementary watermarks by our cocktail watermarking scheme, which achieves highly r...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2014

ISSN: 0304-4149

DOI: 10.1016/j.spa.2014.04.002