Stationary random distributions

نویسندگان

چکیده

برای دانلود رایگان 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

3 Stationary Distributions of Random Walks

In today’s lecture, we consider a random walk on an undirected graph. One way to think about a random walk is to imagine somebody walking through a city with no particular goal in mind. At each intersection, he or she chooses a random street to take next. We ask the questions: How long until this person reaches a particular point? How long until he/she has been to every intersection or every st...

متن کامل

Ordered Random Variables from Discontinuous Distributions

In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Tran (2006). Specifically, we show that in general neither re...

متن کامل

Quasi-stationary distributions

This paper contains a survey of results related to quasi-stationary distributions, which arise in the setting of stochastic dynamical systems that eventually evanesce, and which may be useful in describing the long-term behaviour of such systems before evanescence. We are concerned mainly with continuous-time Markov chains over a finite or countably infinite state space, since these processes m...

متن کامل

Parametric Continuity of Stationary Distributions

The paper gives conditions under which stationary distributions of Markov models depend continuously on the parameters. It extends a well-known parametric continuity theorem for compact state space to the unbounded setting of standard econometrics and time series analysis. Applications to several theoretical and estimation problems are outlined.

متن کامل

Limit Theorems for Stationary Distributions

For every N > 1, let X,X, X, * * be a real-valued stationary process, and let AX = Xn Xn. Suppose that E(AXn XN)= O(FN) and var(AXN xN)= O(TN), where eN and 7N are positive null sequences. Limiting distributions of XN as N oc are obtained for the cases tN = e N and 7N = o(eN). These results are established by an extension of a method due to Moran. The theory is illustrated by a variety of appli...

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: Kyoto Journal of Mathematics

سال: 1954

ISSN: 2156-2261

DOI: 10.1215/kjm/1250777359