搜索结果: 61-75 共查到“理论统计学其他学科”相关记录84条 . 查询时间(0.445 秒)
华东师范大学金融与统计学院博士生导师王文胜教授（图）
华东师范大学金融与统计学院 博士生导师 教授 概率论极限理论 金融数学
2009/5/31
王文胜，博士，华东师范大学金融与统计学院教授，博士生导师。主要研究方向：概率论极限理论、金融数学。在研项目：国家自然科学基金项目,《概率极限理论的若干问题研究》, 2005.1--2007.12 (主持人)。论文著作有十八期刊杂志。
中国数学会均匀设计分会、西安财经学院、西安统计研究院和BNU-HKBU 联合国际学院共同组织“中国数学会均匀设计分会第十届学术研讨会暨2009西安应用统计学术研讨会”于2009年7月13日 — 7月17日召开。会议旨在促进学术交流，加强试验设计和应用统计研究人员的沟通和联系，促进统计学和均匀设计的学科发展。内容包括：试验设计（均匀设计、正交设计、最优设计、计算机仿真试验等）及其应用、应用统计、金融...
This is an expository paper, focussing on the following scenario. We have two Markov chains, M and M'. By some means, we have obtained a bound on the mixing time of M'. We wish to compare M with M' in...
Brownian couplings,convexity,and shy-ness
Brownian motion co-adapted coupling convexity coupling Markovian coupling perverse coupling stochastic differential
2009/5/7
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component proce...
Small time expansions for transition probabilities of some Lévy processes
Lévy process transition probabilit
2009/4/29
We show that there exist Lévy processes (X_t,t ≥ 0) and reals y>0 such that for small t, the probability P(X_t> y) has an expansion involving fractional powers or more general functions of t. This con...
We present a stochastic process with sawtooth paths whose distribution is given by a simple rule and whose stationary distribution is Gaussian. The process arose in a natural way in research on intera...
在运筹学、管理科学、决策科学、信息科学、系统科学、计算机科学、工业工程、金融等众多领域都存在着客观的或人为的不确定性，其表现形式也多种多样，如随机性与模糊性。不确定系统研究的对象主要是不确定理论及其应用。为了推动不确定理论的发展，活跃该领域的研究，交流总结近年来我国不确定系统研究工作者的最新成果，由中国运筹学会不确定系统分会主办和重庆大学承办的第七届中国不确定系统年会将于2009年8月20-24日...
Some results for poisoning in a catalytic model
Interacting particle systems catalytic model
2009/4/22
We obtain new results concerning poisoning/nonpoisoning in a catalytic model which has previously been introduced and studied. We show that poisoning can occur even when the arrival rate of one gas is...
Large and Moderate Deviations for Hotelling's T^2-Statistics
largedeviation moderate deviation self-normalized partial sums law of the iterated logarithm
2009/4/22
Let X , X1, X 2 , ... be i.i.d. R d-valued random variables. We prove large and moderate deviations for Hotelling's T2-statistic when X is in the generalized domain of attraction of the normal law.
A note on r-balayages of matrix-exponential L'evy processes
matrix-exponential L'evy processes r-balayages
2009/4/22
In this note we give semi-explicit solutions for $r$-balayages of matrix-exponential-Lévy processes. To this end, we turn to an identity for the joint Laplace transform of the first entry time and the...
Small time expansions for transition probabilities of some Lévy processes
transition probabilities Lévy processes
2009/4/22
We show that there exist Lévy processes (X_t,t ≥ 0) and reals y>0 such that for small t, the probability P(X_t> y) has an expansion involving fractional powers or more general functions of t. This con...
A local limit theorem for the critical random graph
critical random graph critical random graph
2009/4/22
We consider the limit distribution of the orders of the k largest components in the Erdös-Rényi random graph inside the ``critical window'' for arbitrary k. We prove a local limit theorem for thi...
Moment identities for Skorohod integrals on the Wiener space and applications
Wiener space applications
2009/4/22
We prove a moment identity on the Wiener space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral on the Wiener space. As simple consequences of this identity we obtain su...
The scaling limit of senile reinforced random walk
senile reinforced random walk scaling limit
2009/4/22
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
Stationary random graphs with prescribed iid degrees on a spatial Poisson process
Poisson process Stationary random graphs
2009/4/22
Let $[mathcal{P}]$ be the points of a Poisson process on $RR^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant...