摘要:

We present criteria for the asymptotic flatness, (in probability, inp-th mean, and pathwise), of a singularN-point motion of a Brownian flow of homeomorphisms. Criteria for the existence of a periodicN-point motion is also given. We finally establish the existence and uniqueness of an invariant θprobability for the singular motion corresponding to a temporally homogeneous Brownian flow

ISSN:0736-2994    

DOI:10.1080/07362999308809323

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

LetX(t),t≥0, be a real-valued diffusion process having a stationary probability measure. For an increasing functionu(t),(s) >u(t.) It is .shown, under general conditions on the diffusion coefficients, that ifat a sufficiently slow rate, thenhas, for, a limiting normal distribution. The rate of increaseofu(t) is stated in terms of the scalefunctionS(x) associated with the generator of the process;u(t) must satisfy, for. This complements an earlier result (Berman, 1988) in the case S(u(t)−t.where it was shown that there is a function vet) such thatv(t)L(t) has a particular limiting compound Poisson distribution

ISSN:0736-2994    

DOI:10.1080/07362999308809324

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Under a positive–definite type nondegeneracy condition of random perturbation of linear systems of differential equations we prove a property of a kind of flućtuation of the solutions of linear systems perturbed by white noise. Using this property we obtain criteria for stochastic continuity of Lyapunov exponents of linear systems of ordinary differential equations

ISSN:0736-2994    

DOI:10.1080/07362999308809325

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

The joint distribution of inter–renewal times and the number of renewals is used to derive joint and marginal distributions of order statistics of waiting times of an ordinary renewal process. Also, expressions are obtained for the covariance function of the number of renewals and of the renewal increments in an ordinary renewal counting process in terms of the renewal function

ISSN:0736-2994    

DOI:10.1080/07362999308809326

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

This paper deals with the problem of controlling the replenishment rates of a single item lost, sales inventory system with compound Poisson demands and two types of reorders with varying order quantities. The replenishment. rate for each of these orders can be chosen from a given set. The problem is to determine a decision rule that specifies the rates of these reorders as a function of the state of the system so as to minimize the long–run tota1 expected cost rate The optimal policy is computed using the linear programming algorithm and the results are illustrated numerically

ISSN:0736-2994    

DOI:10.1080/07362999308809327

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

摘要:

Adaptive estimation algorithms with time delays are considered in this work. With probability one (w.p.l ) convergence is obtained under correlated signals. The conditions in [1] are much weakened and the result is generalized

ISSN:0736-2994    

DOI:10.1080/07362999308809328

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999308809322

出版商:Marcel Dekker, Inc.    

年代:1993

数据来源: Taylor