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Добірка наукової літератури з теми "Continuous Time Processes"

Автор: Grafiati

Опубліковано: 10 березня 2023

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Статті в журналах з теми "Continuous Time Processes"

1

Brockwell, Peter, Erdenebaatar Chadraa, and Alexander Lindner. "Continuous-time GARCH processes." Annals of Applied Probability 16, no. 2 (2006): 790–826. http://dx.doi.org/10.1214/105051606000000150.

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2

Torsello, Andrea, and Marcello Pelillo. "Continuous-time relaxation labeling processes." Pattern Recognition 33, no. 11 (2000): 1897–908. http://dx.doi.org/10.1016/s0031-3203(99)00174-0.

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3

Brockwell, Peter J., Jens-Peter Kreiss, and Tobias Niebuhr. "Bootstrapping continuous-time autoregressive processes." Annals of the Institute of Statistical Mathematics 66, no. 1 (2013): 75–92. http://dx.doi.org/10.1007/s10463-013-0406-0.

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4

Viano, M. C., C. Deniau, and G. Oppenheim. "Continuous-time fractional ARMA processes." Statistics & Probability Letters 21, no. 4 (1994): 323–36. http://dx.doi.org/10.1016/0167-7152(94)00015-8.

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5

Li, Quan-Lin, and Chuang Lin. "Continuous-Time QBD Processes with Continuous Phase Variable." Computers & Mathematics with Applications 52, no. 10-11 (2006): 1483–510. http://dx.doi.org/10.1016/j.camwa.2006.07.003.

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6

González, Miguel, Manuel Molina, Ines del Puerto, Nikolay M. Yanev, and George P. Yanev. "Controlled branching processes with continuous time." Journal of Applied Probability 58, no. 3 (2021): 830–48. http://dx.doi.org/10.1017/jpr.2021.8.

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Анотація:

AbstractA class of controlled branching processes with continuous time is introduced and some limiting distributions are obtained in the critical case. An extension of this class as regenerative controlled branching processes with continuous time is proposed and some asymptotic properties are considered.

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7

Stramer, O., P. J. Brockwell, and R. L. Tweedie. "Continuous-time threshold AR(1) processes." Advances in Applied Probability 28, no. 3 (1996): 728–46. http://dx.doi.org/10.2307/1428178.

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A threshold AR(1) process with boundary width 2δ > 0 was defined by Brockwell and Hyndman [5] in terms of the unique strong solution of a stochastic differential equation whose coefficients are piecewise linear and Lipschitz. The positive boundary-width is a convenient mathematical device to smooth out the coefficient changes at the boundary and hence to ensure the existence and uniqueness of the strong solution of the stochastic differential equation from which the process is derived. In this paper we give a direct definition of a threshold AR(1) process with δ = 0 in terms of the weak sol

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8

Irle, A. "Stochastic ordering for continuous-time processes." Journal of Applied Probability 40, no. 2 (2003): 361–75. http://dx.doi.org/10.1239/jap/1053003549.

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We consider the following ordering for stochastic processes as introduced by Irle and Gani (2001). A process (Yt)t is said to be slower in level crossing than a process (Zt)t if it takes (Yt)t stochastically longer than (Zt)t to exceed any given level. In Irle and Gani (2001), this ordering was investigated for Markov chains in discrete time. Here these results are carried over to semi-Markov processes with particular attention to birth-and-death processes and also to Wiener processes.

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9

Brockwell, Peter J. "Representations of continuous-time ARMA processes." Journal of Applied Probability 41, A (2004): 375–82. http://dx.doi.org/10.1239/jap/1082552212.

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Using the kernel representation of a continuous-time Lévy-driven ARMA (autoregressive moving average) process, we extend the class of nonnegative Lévy-driven Ornstein–Uhlenbeck processes employed by Barndorff-Nielsen and Shephard (2001) to allow for nonmonotone autocovariance functions. We also consider a class of fractionally integrated Lévy-driven continuous-time ARMA processes obtained by a simple modification of the kernel of the continuous-time ARMA process. Asymptotic properties of the kernel and of the autocovariance function are derived.

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10

Tian, Jianjun, and Xiao-Song Lin. "Continuous Time Markov Processes on Graphs." Stochastic Analysis and Applications 24, no. 5 (2006): 953–72. http://dx.doi.org/10.1080/07362990600870017.

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Дисертації з теми "Continuous Time Processes"

1

Li, Z. "Methods for irregularly sampled continuous time processes." Thesis, University College London (University of London), 2014. http://discovery.ucl.ac.uk/1428862/.

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This thesis will consider methods associated with irregularly spaced sampling of a real-valued continuous time stationary process. The problem of Monte Carlo simulation as well as parametric estimation under irregularly spaced sampling times will be discussed. For the simulation problem, the focus will be on the spectral simulation method. A novel algorithm has been proposed for the determination of the spectral simulation scheme, which is optimal in the sense of achieving required accuracy with minimal computational costs. The problem of parametric estimation under irregularly spaced sampling

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2

Zhang, Yi. "Continuous-time Marlov decision processes : theory, approximations and applications." Thesis, University of Liverpool, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.533901.

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3

Keller, Peter, Sylvie Roelly, and Angelo Valleriani. "On time duality for quasi-birth-and-death processes." Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/5697/.

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We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.

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4

Barbu, Monica Constanta. "Stochastic modelling applications in continuous time finance /." [St. Lucia, Qld.], 2004. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18290.pdf.

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5

Pénisson, Sophie. "Continuous-time multitype branching processes conditioned on very late extinction." Universität Potsdam, 2009. http://opus.kobv.de/ubp/volltexte/2011/4954/.

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Multitype branching processes and Feller diffusion processes are conditioned on very late extinction. The conditioned laws are expressed as Doob h-transforms of the unconditioned laws, and an interpretation of the conditioned paths for the branching process is given, via the immortal particle. We study different limits for the conditioned process (increasing delay of extinction, long-time behavior, scaling limit) and provide an exhaustive list of exchangeability results.

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6

Sequeira, Sebastián Eloy. "Real Time Evolution (RTE) for on-line optimisation of continuous and semi-continuous chemical processes." Doctoral thesis, Universitat Politècnica de Catalunya, 2003. http://hdl.handle.net/10803/6431.

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En general, el control de procesos es muy eficiente cuando el punto de operación deseado ha sido determinado a priori y el sistema tiene capacidad suficiente para responder a las perturbaciones. Mientras el control de procesos es requerido a fin de regular algunas variables de proceso, la aplicación de tal técnica puede no ser apropiada para todas las variables significativas. En algunos casos, el punto optimo de operación cambia debido al efecto combinado de perturbaciones internas y externas por lo que un sistema de control prefijado puede no responder adecuadamente a los cambios. Cuando cie

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7

Parra, Rojas César. "Intrinsic fluctuations in discrete and continuous time models." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/intrinsic-fluctuations-in-discrete-and-continuous-time-models(d7006a2b-1496-44f2-8423-1f2fa72be1a5).html.

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This thesis explores the stochastic features of models of ecological systems in discrete and in continuous time. Our interest lies in models formulated at the microscale, from which a mesoscopic description can be derived. The stochasticity present in the models, constructed in this way, is intrinsic to the systems under consideration and stems from their finite size. We start by exploring a susceptible-infectious-recovered model for epidemic spread on a network. We are interested in the case where the connectivity, or degree, of the individuals is characterised by a very broad, or heterogeneo

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8

Lee, Sanghoon. "Econometrics of jump-diffusion processes : approximation, estimation and forecasting." Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364734.

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9

Bregantini, Daniele. "Application of continuous time stochastic processes in sequential clinical research design and econometrics." Thesis, University of York, 2014. http://etheses.whiterose.ac.uk/8919/.

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The principal subject of this thesis is hypothesis testing and related problems of estimation for stochastic processes. The thesis is concerned in particular with two areas: sequential hypothesis testing in a Bayesian setting and estimation of the parameters governing a continuous-time stochastic differential equation that drives data sampled at high-frequency. The former area is concerned with hypothesis testing for a newly developed healthcare technology and makes use of optimal stopping theory. The latter area sees the application of limit theorems for stochastic processes that allow to rec

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10

Johnston, Samuel. "The coalescent structure of continuous-time Galton-Watson trees." Thesis, University of Bath, 2018. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.761049.

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Книги з теми "Continuous Time Processes"

1

Hainaut, Donatien. Continuous Time Processes for Finance. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-06361-9.

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2

Guo, Xianping, and Onésimo Hernández-Lerma. Continuous-Time Markov Decision Processes. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02547-1.

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3

Piunovskiy, Alexey, and Yi Zhang. Continuous-Time Markov Decision Processes. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54987-9.

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4

Continuous time Markov processes: An introduction. American Mathematical Society, 2010.

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5

Liggett, Thomas M. Continuous time Markov processes: An introduction. American Mathematical Society, 2010.

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6

Fragoso, Marcelo D. Continuous-time Markov jump linear systems. Springer, 2013.

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7

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69653-5.

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8

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2757-9.

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9

Capasso, Vincenzo, and David Bakstein. An Introduction to Continuous-Time Stochastic Processes. Birkhäuser Boston, 2012. http://dx.doi.org/10.1007/978-0-8176-8346-7.

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10

Hernández-Lerma, O. Lectures on continuous-time Markov control processes. Sociedad Matemática Mexicana, 1994.

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Частини книг з теми "Continuous Time Processes"

1

Doukhan, Paul. "Continuous time processes." In Mixing. Springer New York, 1994. http://dx.doi.org/10.1007/978-1-4612-2642-0_10.

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2

Karandikar, Rajeeva L., and B. V. Rao. "Continuous-Time Processes." In Indian Statistical Institute Series. Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-8318-1_2.

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3

Winkler, Gerhard. "Continuous Time Processes." In Image Analysis, Random Fields and Markov Chain Monte Carlo Methods. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55760-6_14.

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4

Jarrow, Robert A. "Stochastic Processes." In Continuous-Time Asset Pricing Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-77821-1_1.

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5

Jarrow, Robert A. "Stochastic Processes." In Continuous-Time Asset Pricing Theory. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-74410-6_1.

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6

Dacunha-Castelle, Didier, and Marie Duflo. "Processes in Continuous Time." In Probability and Statistics. Springer New York, 1986. http://dx.doi.org/10.1007/978-1-4612-4870-5_8.

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7

Girardin, Valérie, and Nikolaos Limnios. "Continuous Time Stochastic Processes." In Applied Probability. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-97412-5_4.

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8

Williams, R. "Continuous time stochastic processes." In Graduate Studies in Mathematics. American Mathematical Society, 2006. http://dx.doi.org/10.1090/gsm/072/08.

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9

Schinazi, Rinaldo B. "Continuous Time Branching Processes." In Classical and Spatial Stochastic Processes. Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-1869-0_8.

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10

Huang, Chi-Fu. "Continuous-Time Stochastic Processes." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_559.

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Тези доповідей конференцій з теми "Continuous Time Processes"

1

Brázdil, Tomás, Jan Krcál, Jan Kretínský, Antonín Kucera, and Vojtech Řehák. "Measuring performance of continuous-time stochastic processes using timed automata." In the 14th international conference. ACM Press, 2011. http://dx.doi.org/10.1145/1967701.1967709.

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2

Kinev, Peter W. "An Algorithm For Continuous Time Processes In Discrete Time Measurement." In Robotics and IECON '87 Conferences, edited by Russell J. Niederjohn. SPIE, 1987. http://dx.doi.org/10.1117/12.968275.

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3

Neuhausser, Martin R., and Lijun Zhang. "Time-Bounded Reachability Probabilities in Continuous-Time Markov Decision Processes." In 2010 Seventh International Conference on the Quantitative Evaluation of Systems (QEST). IEEE, 2010. http://dx.doi.org/10.1109/qest.2010.47.

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4

Tomasevicz, Curtis L., and Sohrab Asgarpoor. "Preventive Maintenance Using Continuous-Time Semi-Markov Processes." In 2006 38th North American Power Symposium. IEEE, 2006. http://dx.doi.org/10.1109/naps.2006.360125.

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5

Huang, Yunhan, Veeraruna Kavitha, and Quanyan Zhu. "Continuous-Time Markov Decision Processes with Controlled Observations." In 2019 57th Annual Allerton Conference on Communication, Control, and Computing (Allerton). IEEE, 2019. http://dx.doi.org/10.1109/allerton.2019.8919744.

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6

Kowalczuk, Zdzislaw, and Mariusz Domzalski. "Asynchronous networked estimation system for continuous time stochastic processes." In 2013 Conference on Control and Fault-Tolerant Systems (SysTol). IEEE, 2013. http://dx.doi.org/10.1109/systol.2013.6693937.

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7

Dai, Hanjun, Yichen Wang, Rakshit Trivedi, and Le Song. "Recurrent Coevolutionary Latent Feature Processes for Continuous-Time Recommendation." In DLRS 2016: Workshop on Deep Learning for Recommender Systems. ACM, 2016. http://dx.doi.org/10.1145/2988450.2988451.

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8

Chang, Xiaofu, Xuqin Liu, Jianfeng Wen, et al. "Continuous-Time Dynamic Graph Learning via Neural Interaction Processes." In CIKM '20: The 29th ACM International Conference on Information and Knowledge Management. ACM, 2020. http://dx.doi.org/10.1145/3340531.3411946.

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9

Armaou, A. "Continuous-time control of distributed processes via microscopic simulations." In Proceedings of the 2004 American Control Conference. IEEE, 2004. http://dx.doi.org/10.23919/acc.2004.1383727.

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Kalemkerian, Juan. "Modelling a Continuous Time Series with FOU(p) Processes." In ITISE 2022. MDPI, 2022. http://dx.doi.org/10.3390/engproc2022018033.

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Звіти організацій з теми "Continuous Time Processes"

1

Puerto, Inés M. del, George P. Yanev, Manuel Molina, Nikolay M. Yanev, and Miguel González. Continuous-time Controlled Branching Processes. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, 2021. http://dx.doi.org/10.7546/crabs.2021.03.04.

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2

Cambanis, Stamatis, and Elias Masry. Performance of Discrete-Time Predictors of Continuous-Time Stationary Processes. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada166231.

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3

Hansen, Lars Peter, and Jose Alexandre Scheinkman. Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes. National Bureau of Economic Research, 1993. http://dx.doi.org/10.3386/t0141.

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4

Stettner, Lukasz. On the Existence and Uniqueness of Invariant Measure for Continuous Time Markov Processes,. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada174758.

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5

Khomenko, Tetiana. TIME AND SPACE OF HISTORICAL PARALLELS OF EUGEN SVERSTIUK’S JOURNALISM. Ivan Franko National University of Lviv, 2021. http://dx.doi.org/10.30970/vjo.2021.50.11095.

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The article is dedicated to the investigation of time-space measurements of journalistic works of Eugen Sverstiuk, a well-known Ukrainian journalist. In particular, the time-space continuum of his works is being discussed, which is characterized as comprehensive, continuous, filled with archetypical images which metaphorize the text, but at the same time structure it, and are beaded on the axis of time and documentarily located in the space. The logics of images initiated in the text is exaggerated by constant dwelling of the author in the time-space dimensions of the epoque, of which he was a

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6

Matus, Sean, and Daniel Gambill. Automation of gridded HEC-HMS model development using Python : initial condition testing and calibration applications. Engineer Research and Development Center (U.S.), 2022. http://dx.doi.org/10.21079/11681/46126.

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The US Army Corps of Engineers’s (USACE) Hydrologic Engineering Center-Hydrologic Modeling System (HEC-HMS) rainfall-runoff model is widely used within the research community to develop both event-based and continuous rainfall-runoff models. The soil moisture accounting (SMA) algorithm is commonly used for long-term simulations. Depending on the final model setup, 12 to 18 parameters are needed to characterize the modeled watershed’s canopy, surface, soil, and routing processes, all of which are potential calibration parameters. HEC-HMS includes optimization tools to facilitate model calibrati

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7

Wolfe, S. A., H. B. O'Neill, C. Duchesne, D. Froese, J M Young, and S. V. Kokelj. Ground ice degradation and thermokarst terrain formation in Canada over the past 16 000 years. Natural Resources Canada/CMSS/Information Management, 2022. http://dx.doi.org/10.4095/329668.

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Thermokarst results from thawing of excess ground ice in permafrost sediments. Thermokarst processes and landforms are controlled by ground ice type, amount and distribution, as well as the patterns of ground ice loss over time. Recent acceleration of varied thermokarst processes across diverse Canadian permafrost terrains make for a challenging task in predicting landscape-scale thaw trajectories. Using existing ground ice models, we examined the modelled amounts and spatial extent of ground ice loss relative to ground ice maxima in the last ca. 16 ka BP for relict, segregated and wedge ice.

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Maydykovskiy, Igor, and Petras Užpelkis. The Physical Essence of Time. Intellectual Archive, 2020. http://dx.doi.org/10.32370/iaj.2450.

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The article considers the model of the space-frequency-time continuum, according to which the physical essence of Time is manifested as a fraction of electromagnetic energy spent on updating a material object in a cyclic process of copying-incarnation. For all structural levels of physical reality, the value of this fraction is a fundamental constant, which can be represented as the tangent of the loss angle, or expressed in radians, as the angle of inclination of the evolutionary spiral, which characterizes the rate of change of states or the duration of events and processes. The value of thi

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9

Banin, Amos, Joseph Stucki, and Joel Kostka. Redox Processes in Soils Irrigated with Reclaimed Sewage Effluents: Field Cycles and Basic Mechanism. United States Department of Agriculture, 2004. http://dx.doi.org/10.32747/2004.7695870.bard.

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The overall objectives of the project were: (a) To measure and study in situ the effect of irrigation with reclaimed sewage effluents on redox processes and related chemical dynamics in soil profiles of agricultural fields. (b) To study under controlled conditions the kinetics and equilibrium states of selected processes that affect redox conditions in field soils or that are effected by them. Specifically, these include the effects on heavy metals sorption and desorption, and the effect on pesticide degradation. On the basis of the initial results from the field study, increased effort was de

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Ait-Sahalia, Yacine, and Per Mykland. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9611.

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