Hypothesis Testing and Skorokhod Stochastic Inte- Gration

نویسندگان

  • NICOLAS PRIVAULT
  • Nicolas Privault
چکیده

We define a class of anticipating flows on Poisson space and compute its RadonNikodym derivative. This result is applied to statistical testing in an anticipating queuing problem. HYPOTHESIS TESTING; QUEUING THEORY; SKOROKHOD INTEGRAL; POINT PROCESSES AMS 1991 SUBJECT CLASSIFICATION: PRIMARY 62F03; 60H07 SECONDARY 60K25; 60J75

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Integration in a Process - Centred Web - based Teamwork Support Environment in Jav a

This pap er fo cuses on the tol inte gration persp ective in software development to addr essthe applic ationof traditional tool inte gration me chanisms as well as new inte grationmechanisms based on the Web and Java. Our process-centr ed Web-b ased teamwork support environment is used as a case study to illustrate the potential p ower for tool inte gration. R esearch into pr ocess-centr e d t...

متن کامل

Testing for Stochastic Non- Linearity in the Rational Expectations Permanent Income Hypothesis

The Rational Expectations Permanent Income Hypothesis implies that consumption follows a martingale. However, most empirical tests have rejected the hypothesis. Those empirical tests are based on linear models. If the data generating process is non-linear, conventional tests may not assess some of the randomness properly. As a result, inference based on conventional tests of linear models can b...

متن کامل

A New Method for Characterization of Biological Particles in Microscopic Videos: Hypothesis Testing Based on a Combination of Stochastic Modeling and Graph Theory

Introduction Studying motility of biological objects is an important parameter in many biomedical processes. Therefore, automated analyzing methods via microscopic videos are becoming an important step in recent researches. Materials and Methods In the proposed method of this article, a hypothesis testing function is defined to separate biological particles from artifact and noise in captured v...

متن کامل

Integrating T race Logic and Petri Nets Speci cations

This paper presents an experience in formal meth ods integration for the speci cation and validation of distributed fault tolerant systems The speci cation formalisms we deal with are the trace logic based on the CSP theory and stochastic Petri nets Their inte gration allows to combine the power of event traces to specify the behaviour of a system in an intuitive and modular way and the power o...

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

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008