List of journals
Browse subjects
About Publisher
Help
Sitemap

Home
Search

VTeX: Solutions for Science Publishing

Detailed search

Journals

Title

Author

Types

Abstract

Keywords

Published

Pages

Volumes

Issues

DOI

Affiliation

Classifications

Search results 419

Order by:

Select: All None Download:

Generalized fractional Brownian motion

Mounir Zili

https://doi.org/10.15559/16-VMSTA71

Pub. online: 16 Jan 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 1 (2017), pp. 15–24

Abstract

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some increments characteristics. As an application, we deduce the properties of nonsemimartingality, Hölder continuity, nondifferentiablity, and existence of a local time.

Generalized fractional Brownian motion

Mounir Zili

https://doi.org/10.15559/16-MSTA71

Pub. online: 16 Jan 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 1 (2017), pp. 15–24

Abstract

Large deviations for i.i.d. replications of the total progeny of a Galton–Watson process

Claudio Macci Barbara Pacchiarotti

https://doi.org/10.15559/16-VMSTA72

Pub. online: 11 Jan 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 4, Issue 1 (2017), pp. 1–13

Abstract

The Galton–Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this paper, we illustrate the relationship between these two distributions when we consider the large deviation rate function (provided by Cramér’s theorem) for empirical means of i.i.d. random variables. We also consider the case with a random initial population. In the final part, we present large deviation results for sequences of estimators of the offspring mean based on i.i.d. replications of total progeny.

Large deviations for i.i.d. replications of the total progeny of a Galton–Watson process

Claudio Macci Barbara Pacchiarotti

https://doi.org/10.15559/16-MSTA72

Pub. online: 11 Jan 2017 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 4, Issue 1 (2017), pp. 1–13

Abstract

2010 Mathematics Subject Classification index

https://doi.org/10.15559/16-VMSTA34MI

Pub. online: 4 Jan 2017 Type: 2010 Mathematics Subject Classification Index

Journal: Modern Stochastics: Theory and Applications Volume 3, Issue 4 (2016), pp. 369–372

2010 Mathematics Subject Classification index

https://doi.org/10.15559/16-MSTA34MI

Pub. online: 4 Jan 2017 Type: 2010 Mathematics Subject Classification Index

Journal: Modern Stochastics: Theory and Applications* Volume 3, Issue 4 (2016), pp. 369–372

Subject index

https://doi.org/10.15559/16-VMSTA34SI

Pub. online: 4 Jan 2017 Type: Subject Index

Journal: Modern Stochastics: Theory and Applications Volume 3, Issue 4 (2016), pp. 367–368

Subject index

https://doi.org/10.15559/16-MSTA34SI

Pub. online: 4 Jan 2017 Type: Subject Index

Journal: Modern Stochastics: Theory and Applications* Volume 3, Issue 4 (2016), pp. 367–368

Author index

https://doi.org/10.15559/16-VMSTA34AI

Pub. online: 4 Jan 2017 Type: Author Index

Journal: Modern Stochastics: Theory and Applications Volume 3, Issue 4 (2016), p. 365

Author index

https://doi.org/10.15559/16-MSTA34AI

Pub. online: 4 Jan 2017 Type: Author Index

Journal: Modern Stochastics: Theory and Applications* Volume 3, Issue 4 (2016), p. 365

24 25 26 27 28

Items per page

Export citation

Copy and paste formatted citation

Formatted citation

Placeholder

Citation style

Download citation in file

Export format

Authors

Placeholder

About Publisher