摘要:

Two linear filtering problems with wide-band noise on either the signal or the observations are considered. The optimal filters in these problems are obtained as the Kalman-Bucy type. The case when both the signal and the observations are subjected to the effects of wide-band noise is the synthesis of the above-mentioned cases. The other possible cases are discussed.

ISSN:0090-9491    

DOI:10.1080/17442508808833502

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

Some simple examples are given of stationary, pairwise independent sequences of random variables for which the central limit theorem uterly fails

ISSN:0090-9491    

DOI:10.1080/17442508808833503

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

We show that if a setEin the positive real line has Hausdorff dimension greater thand/2m, then them-fold algebraic sum of the image ofEbyd-dimensional Brownian motion has an interior point. This extends a result of Kahane. The proof uses techniques found in Rosen (1983) and Geman, Horowitz and Rosen. We then show that the results do not hold for random sets and demonstrate that the above condition on the Hausdorff dimension ofEis not close to being necessary

ISSN:0090-9491    

DOI:10.1080/17442508808833504

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

Consider an isotropic stochastic flow in Rd(i.e. a simultaneous random, correlated motion of all points in space), whered=l,2 or 3, such that the joint law of the motion of two particles allows the particles to meet and coalesce in finite time. The coalescent setJtis a random subset of Rdconsisting of the initial positions of particles which have coalesced by timetwith the particle which started at 0. We show that the expected volume ofJtgrows at a rate proportional to whend=1, and at rates close to proportional tot/logt(resp.t) whend= 2 (resp.d=3). We give an example of a coalescing stochastic flow whend= 3. These results are analogous to growth rates of expected population size of a surviving type in the "invasion process" described by Clifford and Sudbury

ISSN:0090-9491    

DOI:10.1080/17442508808833505

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442508808833501

出版商:Gordon and Breach Science Publishers    

年代:1988

数据来源: Taylor