Готові списки джерел за темами / Wiener-Lévy Theorem

Добірка наукової літератури з теми "Wiener-Lévy Theorem"

Автор: Grafiati
Опубліковано: 19 червня 2021
Оновлено: 3 лютого 2022

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Зміст

  1. Статті в журналах
  2. Дисертації
  3. Частини книг
  4. Тези доповідей конференцій

Статті в журналах з теми "Wiener-Lévy Theorem":

1

Fralix, Brian, and Colin Gallagher. "A New Proof of the Wiener-Hopf Factorization via Basu's Theorem." Journal of Applied Probability 49, no. 03 (September 2012): 876–82. http://dx.doi.org/10.1017/s0021900200009608.

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We illustrate how Basu's theorem can be used to derive the spatial version of the Wiener-Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and Lévy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided Lévy processes.
2

Fralix, Brian, and Colin Gallagher. "A New Proof of the Wiener-Hopf Factorization via Basu's Theorem." Journal of Applied Probability 49, no. 3 (September 2012): 876–82. http://dx.doi.org/10.1239/jap/1346955340.

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We illustrate how Basu's theorem can be used to derive the spatial version of the Wiener-Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and Lévy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided Lévy processes.
3

Kuśmierz, Łukasz, Bartłomiej Dybiec, and Ewa Gudowska-Nowak. "Thermodynamics of Superdiffusion Generated by Lévy–Wiener Fluctuating Forces." Entropy 20, no. 9 (August 31, 2018): 658. http://dx.doi.org/10.3390/e20090658.

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Scale free Lévy motion is a generalized analogue of the Wiener process. Its time derivative extends the notion of “white noise” to non-Gaussian noise sources, and as such, it has been widely used to model natural signal variations described by an overdamped Langevin stochastic differential equation. Here, we consider the dynamics of an archetypal model: a Brownian-like particle is driven by external forces, and noise is represented by uncorrelated Lévy fluctuations. An unperturbed system of that form eventually attains a steady state which is uniquely determined by the set of parameter values. We show that the analyzed Markov process with the stability index α < 2 violates the detailed balance, i.e., its stationary state is quantified by a stationary probability density and nonvanishing current. We discuss consequences of the non-Gibbsian character of the stationary state of the system and its impact on the general form of the fluctuation–dissipation theorem derived for weak external forcing.
4

BOJDECKI, TOMASZ, та LUIS G. GOROSTIZA. "OCCUPATION TIMES OF BROWNIAN SEGMENTS AND THE σ-FINITE WIENER MEASURE". Infinite Dimensional Analysis, Quantum Probability and Related Topics 08, № 02 (червень 2005): 199–213. http://dx.doi.org/10.1142/s0219025705001937.

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We give an asymptotic result for the occupation of Borel sets of functions by the segments of recurrent Brownian motion on consecutive time intervals [n, n +1], n =0, 1, 2, …. This result provides new information on the behavior of Brownian motion, which is illustrated by examples. A formulation in terms of weak convergence of random measures on Polish space is also given. The proof is based on (a strengthened form of) the Darling–Kac occupation time theorem for Markov chains, and our result can be viewed as a "trajectorial" extension of that theorem. The main role in the occupation limit for Brownian segments is played by the σ-finite Wiener measure, which first appeared in a different context. An extension for segments of symmetric α-stable Lévy processes is also given.
5

Bhatt, S. J., P. A. Dabhi, and H. V. Dedania. "Beurling algebra analogues of theorems of Wiener–Lévy–Żelazko and Żelazko." Studia Mathematica 195, no. 3 (2009): 219–25. http://dx.doi.org/10.4064/sm195-3-2.

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6

Dabhi, Prakash A. "On weighted $$\ell ^p$$- convergence of Fourier series: a variant of theorems of Wiener and Lévy." Advances in Operator Theory 5, no. 4 (July 27, 2020): 1832–38. http://dx.doi.org/10.1007/s43036-020-00090-6.

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7

Bhatt, S. J., and H. V. Dedania. "Beurling algebra analogues of the classical theorems of Wiener and Lévy on absolutely convergent fourier series." Proceedings Mathematical Sciences 113, no. 2 (May 2003): 179–82. http://dx.doi.org/10.1007/bf02829767.

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8

Majid, Narges Rezvani, and Michael Röckner. "The structure of entrance laws for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert spaces." Infinite Dimensional Analysis, Quantum Probability and Related Topics 24, no. 02 (June 2021): 2150011. http://dx.doi.org/10.1142/s0219025721500119.

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This paper is about the structure of all entrance laws (in the sense of Dynkin) for time-inhomogeneous Ornstein–Uhlenbeck processes with Lévy noise in Hilbert state spaces. We identify the extremal entrance laws with finite weak first moments through an explicit formula for their Fourier transforms, generalizing corresponding results by Dynkin for Wiener noise and nuclear state spaces. We then prove that an arbitrary entrance law with finite weak first moments can be uniquely represented as an integral over extremals. It is proved that this can be derived from Dynkin’s seminal work “Sufficient statistics and extreme points” in Ann. Probab. 1978, which contains a purely measure theoretic generalization of the classical analytic Krein–Milman and Choquet Theorems. As an application, we obtain an easy uniqueness proof for [Formula: see text]-periodic entrance laws in the general periodic case. A number of further applications to concrete cases are presented.
9

Dabhi, Prakash A. "On two variable Beurling algebra analogues of theorems of Wiener and Lévy on Fourier series." Proceedings of the American Mathematical Society, October 25, 2019, 1. http://dx.doi.org/10.1090/proc/14860.

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Дисертації з теми "Wiener-Lévy Theorem":

1

Vasquez, Jose Eduardo. "Wiener-Lévy Theorem : Simple proof of Wiener's lemma and Wiener-Lévy theorem." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104868.

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The purpose of this thesis is to formulate and proof some theorems about convergences of Fourier series. In essence, we shall formulate and proof Wiener's lemma and Wiener-Lévy theorem which give us weaker conditions for absolute convergence of Fourier series. This thesis follows the classical Fourier analysis approach in a straightforward and detailed way suitable for undergraduate science students.
2

El-Khatib, Mayar. "Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement." Thesis, 2010. http://hdl.handle.net/10012/5741.

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While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond.

Частини книг з теми "Wiener-Lévy Theorem":

1

Beals, Richard, and Roderick S. C. Wong. "Theorems of Wiener and Lévy; the Wiener–Hopf method." In Explorations in Complex Functions, 283–95. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-54533-8_20.

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2

"18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem." In Radically Elementary Probability Theory. (AM-117), 75–79. Princeton: Princeton University Press, 1987. http://dx.doi.org/10.1515/9781400882144-020.

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Тези доповідей конференцій з теми "Wiener-Lévy Theorem":

1

Rolewicz, S. "On multi-dimensional generalizations of the Wiener-Żelazko and Lévy-Żelazko theorems." In Topological Algebras, their Applications, and Related Topics. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2005. http://dx.doi.org/10.4064/bc67-0-24.

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