منابع مشابه
On a class of reflected AR(1) processes
In this paper, we study a reflected AR(1) process, i.e., a process (Zn)n obeying the recursion Zn+1 = max{aZn + Xn, 0}, with (Xn)n a sequence of i.i.d. random variables. We find explicit results for the distribution of Zn (in terms of transforms) in case Xn can be written as Yn − Bn, with (Bn)n being a sequence of independent random variables which are all exp(λ) distributed, and (Yn)n i.i.d.; ...
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Consider a completely asymmetric Lévy process X and let Z be X reflected at 0 and at a > 0. In applied probability (e.g. [12, 19]), the process Z turns up in the study of the virtual waiting time in a M/G/1-queue with finite buffer a or the water level in a finite dam of size a. We find an expression for the resolvent density of Z. We show Z is positive recurrent and determine the invariant mea...
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A stochastic differential equation of Wiener-Poisson type is considered in a d-dimensional bounded region. By using a penalization argument on the domain, we are able to prove the existence and uniqueness of solutions in the strong sense. The main assumptions are Lipschitzian coefficients, either convex or smooth domains and a regular outward reflecting direction. As a direct consequence, it is...
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For a general class of stochastic differential equations with reflection that admit a Markov weak solution and satisfy a certain L continuity condition, p > 1, it is shown that the associated reflected diffusion can be decomposed as the sum of a local martingale and a continuous, adapted process of zero p-variation. In particular, when p = 2, this implies that the associated reflected diffusion...
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چکیده هدف اول این تحقیق بررسی تأثیر آموزش مصحح بر آموزش گیرندگان براساس پایایی نمره های آنها در پنج بخش شامل محتوا ، سازمان ، لغت ، زبان و مکانیک بود. هدف دوم این بود که بدانیم آیا تفاوتهای بین آموزشی گیرندگان زن و مرد در پایایی نمرات آنها وجود دارد. برای بررسی این موارد ، ما 90 دانشجو در سطح میانه (متوسط) که از طریق تست تعیین سطح شده بودند انتخاب شدند. بعد از آنها خواستیم که درباره دو موضوع ا...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2016
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2016.42