摘要:

The simultaneous asymptotic estimation theory of quantiles is considered for an arbitrary population. The Stein–type estimator and its positive version are considered. The relative merits of the proposed estimators are compared with those of the usual estimator using asymptotic quadratic distributional risk those of the usual estimator using asymptotic quadratic distributional risk under local alternatives. It is shown that both proposed estimators are asymptotically superior to the classical estimator. Further, it is demonstrated that the Stein-type estimator is dominated by its positive part

ISSN:0736-2994    

DOI:10.1080/07362990008809682

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this work we consider a system of partial differential equations of parabolic type under Markovian structural perturbations. Sufficient conditions for the stability and the convergence of the solution process of the system are given by developing a block comparison theorems in the context of Lyapunov-like functions. Moreover, an effort has been made to characterize the effects of random structural perturbations. In fact, it has been shown that the random structural perturbations are indeed the stabilizing agents. In addition, examples are given to illustrate the significance of the presented results

ISSN:0736-2994    

DOI:10.1080/07362990008809683

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

Multistep schemes for computing weak solutions of Lipschitzian quantum stochastic differential equations (QSDE) driven by certain operator-valued stochastic processes associated with the basic field operators of quantum field theory are introduced and studied. This is accomplished within the framework of the Hudson–Parthasarathy formulation of quantum stochastic calculus and subject to matrix element of solution being sufficiently differentiable. Results concerning convergence of explicit schemes of class A in the topology of the locally convex space of solution are presented.Numerical examples are given.

ISSN:0736-2994    

DOI:10.1080/07362990008809684

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this paper, we construct an oblique reflecting switched diffusion process and give the Skorohod representation for this process by using the Dirichlet space theory. We show the tightness property for a sequence of these processes. To do this, we extend the Lyons–Zheng decomposition theorem to the oblique reflecting switched diffusion process

ISSN:0736-2994    

DOI:10.1080/07362990008809685

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

This note is concerned with the study of explicit solutions to stochastic differential equations. Previously, Doss and Sussman showed that the unique strong solution to the scalar Itô equationXcan be represented as a function ρ of a Brownian motion and an auxiliary stochastic processYtdetermined, for every path ofby ordinary differential equation (ODE). ρ itself is determined by a second differential equation. Now, it will be shown thatXcan be solved explicitly aswithf(.) being a continuous real valued function, providedsolves a differential equation related to the one defining ρ as well as a simple reaction-diffusion equation strongly. In particular, for a given dispersion coefficient σ(.), there will be a class drift coefficientsb(.) are provided. The corresponding explicit solutionxtfor any given dispersion σ is also supplied

ISSN:0736-2994    

DOI:10.1080/07362990008809686

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In this article we prove new results concerning the long-time behaviour of random fields that are solutions in some generalized sense to a class of semilinear parabolic equations subjected to a homogeneous and multiplicative white noise. Our main results state that these random fields eventually converge with probability. one to a global attractor represented by a single random variable whose properties we investigate in detail. We analyze the partial differential equations of this article in light Itô's stochastic calculus and thereby obtain stabilization and stability results which are substantially different from our earlier results concerning their interpretation in the sense of Stratonovitch. In particular, the asymptotic properties of the random fields that we investigate here exhibit no recurrence and oscillatory properties

ISSN:0736-2994    

DOI:10.1080/07362990008809687

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We construct a deterministic Ogawa–type integral with respect to a continuous function that, in particular, can be a trajectory of the Fractional Brownian motion. This integral is related with the Stratonovich integral and with the integrals introduced by Ciesielski et altri and Zähle. We give a sufficient condition for the integrability of a function in this sense, that does not imply its continuity. Under this sufficient condition, we obtain a Besov regularity property of the indefinite integral. We also study the stochastic Ogawa integral for stochastic processes when integrate with respect to the Fractional Brownian motion of Hurst parameter H ∈ (1/2, 1)

ISSN:0736-2994    

DOI:10.1080/07362990008809688

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

This work presents a model of single–machine scheduling problem. The machine is failure–prone and subject to random breakdowns. The processing time is a deterministic sequence that is randomly compressible, which may be from the introduction of new technology or addition of new equipment. Taking into account the cost for the random breakdowns and the random compressible processing time, our objective is to find the optimal scheduling policy to minimize an objective function. Under simple conditions, it is shown that the optimal sequence possesses aV-shape property

ISSN:0736-2994    

DOI:10.1080/07362990008809689

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We study thekth largest value,, among the offspring of particles living in the (n-1)st generation of a branching process with immigration. In particular,stands for the offspring of the most prolific particle in that generation. Limit theorems forare proved. The results are obtained by combining extreme value theory methods and known results for the behavior of the population size in branching processes with immigration

ISSN:0736-2994    

DOI:10.1080/07362990008809690

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362990008809681

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor