摘要:

The Zakai form of nonlinear prediction theory is used to estimate yearto-year state changes in crown-of-thorns starfish populations of the Great Barrier Reef. Taking the previously defined coral-state diffusion as observation process and the starfish-state diffusion as signal process, a least squares polynomial regression curve recently derived for simultaneously collected starfish/coral state data is used to set up the prediction preliminaries, Numerical results are not inconsistant with starfish outbreak values of the last 5 years and yield an expected high value for 1987. However, because of large error in the data it is doubtful that a more refined mesh for the Mihlstein approximations used to evaluate the Îto stochastic integrals involved in Zakai theory would improve the accuracy of predictions.

ISSN:0736-2994    

DOI:10.1080/07362998808809154

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

The paper deals with a problem of convergence of solutions of parabolic stochastic ito equations. There are applied Hilbert space methods. There is given an application to an optimal control problem.

ISSN:0736-2994    

DOI:10.1080/07362998808809155

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

We give procedures for testing hypotheses and estimating the common mean direction of several von Mises populations with differing dispersions. An exact distribution is given for the maximum likelihood estimator of the common mean direction conditioned on a weighted vector length statistic. Based on this distribution confidence limits of the common mean direction and tests about the same are derived.

ISSN:0736-2994    

DOI:10.1080/07362998808809156

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

This note considers three σ-algebras that contain information about what happens to a stochastic process prior to a random timeT. It is shown that the three σ-algebras coincide in a canonical setting but not in general.

ISSN:0736-2994    

DOI:10.1080/07362998808809157

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

An exhaustive study of Markov processes defined by forward and backward passages along finitely many directed weighted circuits is given together with a connection with the Kirchhoff' s principle for electrical networks.

ISSN:0736-2994    

DOI:10.1080/07362998808809158

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

A single-item inventory model with probabilistic demand is considered in this paper. The replenishment of items is cyclical and occurs every n-periods. The order for replenishment can be p laced at the end of any period during the cycle . The uni ts ordered fluctuate based on actual and expected demand during the cycle. The general expression of this inventory system is formulated by developing the stationary distribution of the inventory position, units ordered and the probability of placing an order during any period. The expression is stated in terms of the reorder point (s) and the order level (S).

ISSN:0736-2994    

DOI:10.1080/07362998808809159

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

We characterizem-exchangeability for a large class of martingale problems on the usual space of continuous trajectories into (Rd)m, in terms of the drift and diffusion coefficients. Under some Lipschitz conditions on the coefficients, the sequence of empirical measures associated with a triangular array of exchangeable diffusions is shown to be tight. The diffusions considered here may be very strongly correlated, in which case tightness entails the existence of “random McKean–Vlasov limits”.

ISSN:0736-2994    

DOI:10.1080/07362998808809160

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

摘要:

Variance–reducing estimators are derived for functionals of the solution of the general Ito stochastic differential equation. These estimators allow to apply variance reduction techniques known from the Monte Carlo theory. In particular, variance–reducing Euler estimators are constructed as well as variance–reducing unbiased estimators.

ISSN:0736-2994    

DOI:10.1080/07362998808809161

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998808809153

出版商:Marcel Dekker, Inc.    

年代:1988

数据来源: Taylor