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Thematische Bibliographien / Weakly dependent process

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Bücher
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Auswahl der wissenschaftlichen Literatur zum Thema „Weakly dependent process“

Autor: Grafiati

Veröffentlicht am 9. November 2024

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Zeitschriftenartikel zum Thema "Weakly dependent process"

1

Bertin, Karine, and Nicolas Klutchnikoff. "Pointwise adaptive estimation of the marginal density of a weakly dependent process." Journal of Statistical Planning and Inference 187 (August 2017): 115–29. http://dx.doi.org/10.1016/j.jspi.2017.03.003.

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2

Pang, Guodong, and Yuhang Zhou. "Functional Limit Theorems for Shot Noise Processes with Weakly Dependent Noises." Stochastic Systems 10, no. 2 (2020): 99–123. http://dx.doi.org/10.1287/stsy.2019.0051.

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We study shot noise processes when the shot noises are weakly dependent, satisfying the ρ-mixing condition. We prove a functional weak law of large numbers and a functional central limit theorem for this shot noise process in an asymptotic regime with a high intensity of shots. The deterministic fluid limit is unaffected by the presence of weak dependence. The limit in the diffusion scale is a continuous Gaussian process whose covariance function explicitly captures the dependence among the noises. The model and results can be applied in financial and insurance risks with dependent claims as w

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3

Chahad, Abdelkader, and Mohammed Bassoudi. "Nonparametric estimation of P(X<Y) using local linear methods for weakly dependent data." STUDIES IN ENGINEERING AND EXACT SCIENCES 5, no. 2 (2024): e9282. http://dx.doi.org/10.54021/seesv5n2-348.

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This study addresses the problem of accurately estimating P(X<Y), particularly in the presence of weakly dependent data. Traditional nonparametric methods often assume independence between observations, which can lead to biased results in dependent settings. To overcome this limitation, we propose the use of local linear methods for the nonparametric estimation of P(X<Y), focusing on weakly dependent data modeled using an autoregressive (AR(1)) process. The primary objective is to assess the performance of the local linear estimator under both independent and weakly dependent conditions,

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4

Künsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 4 (1986): 1025–30. http://dx.doi.org/10.2307/3214476.

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We show that the periodogram behaves differently for a weakly dependent process with a small monotonic trend and a stationary strongly dependent process. In the former case it has a non-central -distribution with noncentrality parameter tending to 0 uniformly outside intervals . In the latter case it has λα −1 times a central -distribution, 0 < α < 1.

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Künsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 04 (1986): 1025–30. http://dx.doi.org/10.1017/s0021900200115955.

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We show that the periodogram behaves differently for a weakly dependent process with a small monotonic trend and a stationary strongly dependent process. In the former case it has a non-central-distribution with noncentrality parameter tending to 0 uniformly outside intervals. In the latter case it has λα−1times a central-distribution, 0 &lt;α&lt; 1.

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Künsch, H. "Discrimination between monotonic trends and long-range dependence." Journal of Applied Probability 23, no. 04 (1986): 1025–30. http://dx.doi.org/10.1017/s0021900200118819.

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We show that the periodogram behaves differently for a weakly dependent process with a small monotonic trend and a stationary strongly dependent process. In the former case it has a non-central -distribution with noncentrality parameter tending to 0 uniformly outside intervals . In the latter case it has λ α −1 times a central -distribution, 0 &lt; α &lt; 1.

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7

Davis, Richard A., and Tailen Hsing. "Point Process and Partial Sum Convergence for Weakly Dependent Random Variables with Infinite Variance." Annals of Probability 23, no. 2 (1995): 879–917. http://dx.doi.org/10.1214/aop/1176988294.

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8

Wieczorek, Barbara. "Blockwise bootstrap of the estimated empirical process based on $$\psi $$ ψ -weakly dependent observations". Statistical Inference for Stochastic Processes 19, № 1 (2015): 111–29. http://dx.doi.org/10.1007/s11203-015-9120-2.

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9

KO, MI-HWA, HYUN-CHULL KIM, and TAE-SUNG KIM. "ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS." ANZIAM Journal 49, no. 4 (2008): 533–41. http://dx.doi.org/10.1017/s1446181108000217.

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AbstractFor a linear random field (linear p-parameter stochastic process) generated by a dependent random field with zero mean and finite qth moments (q>2p), we give sufficient conditions that the linear random field converges weakly to a multiparameter standard Brownian motion if the corresponding dependent random field does so.

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Bondarenko, S., and K. Komoshvili. "Transverse transport properties of a charged drop in an electric field." International Journal of Modern Physics E 24, no. 05 (2015): 1550034. http://dx.doi.org/10.1142/s0218301315500342.

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Transport properties of a charged droplet of weakly interacting particles in transverse electric field are investigated. Nonequilibrium, time-dependent distribution function which describes a process of the droplet transverse evolution with constant entropy in the field is calculated. With the help of this distribution function, shear viscosity coefficients in the transverse plane are calculated as well. They are found to be dependent on the ratio of the potential energy of the droplet in the electric field to the kinetic energy of the droplet; for weakly interacting particles, this parameter

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Dissertationen zum Thema "Weakly dependent process"

1

Boulin, Alexis. "Partitionnement des variables de séries temporelles multivariées selon la dépendance de leurs extrêmes." Electronic Thesis or Diss., Université Côte d'Azur, 2024. http://www.theses.fr/2024COAZ5039.

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Dans un grand éventail d'applications allant des sciences du climat à la finance, des événements extrêmes avec une probabilité loin d'être négligeable peuvent se produire, entraînant des conséquences désastreuses. Les extrêmes d'évènements climatiques tels que le vent, la température et les précipitations peuvent profondément affecter les êtres humains et les écosystèmes, entraînant des événements tels que des inondations, des glissements de terrain ou des vagues de chaleur. Lorsque l'emphase est mise sur l'étude de variables mesurées dans le temps sur un grand nombre de stations ayant une loc

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2

Gaigalas, Raimundas. "A Non-Gaussian Limit Process with Long-Range Dependence." Doctoral thesis, Uppsala : Matematiska institutionen, Univ. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-3993.

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3

Kabui, Ali. "Value at risk et expected shortfall pour des données faiblement dépendantes : estimations non-paramétriques et théorèmes de convergences." Phd thesis, Université du Maine, 2012. http://tel.archives-ouvertes.fr/tel-00743159.

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Quantifier et mesurer le risque dans un environnement partiellement ou totalement incertain est probablement l'un des enjeux majeurs de la recherche appliquée en mathématiques financières. Cela concerne l'économie, la finance, mais d'autres domaines comme la santé via les assurances par exemple. L'une des difficultés fondamentales de ce processus de gestion des risques est de modéliser les actifs sous-jacents, puis d'approcher le risque à partir des observations ou des simulations. Comme dans ce domaine, l'aléa ou l'incertitude joue un rôle fondamental dans l'évolution des actifs, le recours a

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Bücher zum Thema "Weakly dependent process"

1

Jérôme, Dedecker, ed. Weak dependence: With examples and applications. Springer, 2007.

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2

Rio, Emmanuel. Asymptotic Theory of Weakly Dependent Random Processes. Springer, 2017.

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3

Rio, Emmanuel. Asymptotic Theory of Weakly Dependent Random Processes. Springer, 2018.

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4

Merlevède, Florence, Magda Peligrad, and Sergey Utev. Functional Gaussian Approximation for Dependent Structures. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198826941.001.0001.

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This book has its origin in the need for developing and analyzing mathematical models for phenomena that evolve in time and influence each another, and aims at a better understanding of the structure and asymptotic behavior of stochastic processes. This monograph has double scope. First, to present tools for dealing with dependent structures directed toward obtaining normal approximations. Second, to apply the normal approximations presented in the book to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including

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5

Alston, Philip, ed. The Complexity of Human Rights. Hart Publishing, 2024. http://dx.doi.org/10.5040/9781509972890.

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This book provides the first systematic assessment from a human rights law perspective of the landmark contributions of the renowned legal anthropologist, Sally Engle Merry. What impact does over-simplification have on human rights debates? The understandable tendency to present them as a single, universal, and immutable concept ignores their complexity and by extension only serves to weaken them. Merry and her colleagues transformed human rights thinking by highlighting the process of ‘vernacularization’, which sees rights discourse as being unavoidably dependent upon translation and interpre

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Wälchli, Bernhard. The rise of gender in Nalca (Mek, Tanah Papua). Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198795438.003.0004.

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This chapter reconstructs how Nalca, a Mek language of the Trans-New Guinea phylum, has acquired gender markers and describes the non-canonical properties of this highly unusual gender system. Gender in Nalca is mainly assigned by two different defaults, phonological assignment is holistic, there is a gender switch depending on the syntax of the noun phrase, controller and target are adjacent, and gender has the function of case marker hosts. Gender in Nalca is only weakly entrenched in the lexicon and predominantly phrasal. It is argued that canonical gender is an attractor (a complex, diachr

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7

Wood, John. Russia, the Asymmetric Threat to the United States. ABC-CLIO, 2009. http://dx.doi.org/10.5040/9798216010333.

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Exploring themes critical to understanding the current world order, this book lays bare the reality of the new Russia that emerged under Vladimir Putin. Russia holds the world's largest natural gas reserves, the second largest coal and uranium reserves, and the eighth largest oil reserves. Europe is dependent on Russia for 25 percent of its oil and gas. Russia is also positioning itself to play a similar role with respect to China. The key to this strategy is a network of new oil and natural gas pipelines that Russia is in the process of constructing, which will by-pass the problematic Ukraine

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8

Dube, Opha Pauline. Climate Policy and Governance across Africa. Oxford University Press, 2016. http://dx.doi.org/10.1093/acrefore/9780190228620.013.605.

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This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Climate Science. Please check back later for the full article.Africa, a continent with the largest number of countries falling under the category of Least Developed Countries (LDCs), remains highly dependent on rain-fed agriculture that suffers from low intake of water, exacerbating the vulnerability to climate variability and anthropogenic climate change. The increasing frequency and severity of climate extremes impose major strains on the economies of these countries. The loss of livelihoods due to int

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Cook, Kerry H. Climate Change Scenarios and African Climate Change. Oxford University Press, 2018. http://dx.doi.org/10.1093/acrefore/9780190228620.013.545.

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Accurate projections of climate change under increasing atmospheric greenhouse gas levels are needed to evaluate the environmental cost of anthropogenic emissions, and to guide mitigation efforts. These projections are nowhere more important than Africa, with its high dependence on rain-fed agriculture and, in many regions, limited resources for adaptation. Climate models provide our best method for climate prediction but there are uncertainties in projections, especially on regional space scale. In Africa, limitations of observational networks add to this uncertainty since a crucial step in i

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Bouët, Antoine, Sunday Pierre Odjo, and Chahir Zaki, eds. 2022 Africa Agriculture Trade Monitor (AATM). AKADEMIYA2063 and the International Food Policy Research Institute (IFPRI), 2022. http://dx.doi.org/10.54067/9781737916437.

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Agricultural trade and global food security have been dramatically affected by a series of events. While the global economy is recovering in 2022 from the COVID-19 pandemic, the Russian invasion of Ukraine has sparked new and challenging problems. In a context where agricultural prices were recovering from a generalized surge throughout the pandemic, the war reversed these trends and opened an new episode of rising food prices, general inflationary pressures, and increased volatility. The combination of these shocks affects agricultural trade and food security throughout Africa, especially in

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Buchteile zum Thema "Weakly dependent process"

1

Rio, Emmanuel. "The Variance of Partial Sums." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_1.

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2

Rio, Emmanuel. "Algebraic Moments, Elementary Exponential Inequalities." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_2.

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3

Rio, Emmanuel. "Maximal Inequalities and Strong Laws." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_3.

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4

Rio, Emmanuel. "Central Limit Theorems." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_4.

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5

Rio, Emmanuel. "Mixing and Coupling." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_5.

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6

Rio, Emmanuel. "Fuk–Nagaev Inequalities, Applications." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_6.

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7

Rio, Emmanuel. "Empirical Distribution Functions." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_7.

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8

Rio, Emmanuel. "Empirical Processes Indexed by Classes of Functions." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_8.

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Rio, Emmanuel. "Irreducible Markov Chains." In Asymptotic Theory of Weakly Dependent Random Processes. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-662-54323-8_9.

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10

Nze, Patrick Ango, and Paul Doukhan. "Weak Dependence: Models and Applications." In Empirical Process Techniques for Dependent Data. Birkhäuser Boston, 2002. http://dx.doi.org/10.1007/978-1-4612-0099-4_2.

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Konferenzberichte zum Thema "Weakly dependent process"

1

Yang, G., and J. A. Liburdy. "The Effects of Driving Waveform and Frequency on the Droplet Formation Process." In ASME 2007 International Mechanical Engineering Congress and Exposition. ASMEDC, 2007. http://dx.doi.org/10.1115/imece2007-41607.

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For a piezoelectric stack (PZT) driven droplet generator, the driving waveform and driving frequency effects on liquid filament shape and droplet characteristics have been studied. A lumped element model (LEM) is developed to study the acoustic-mechanical behavior and the volumetric rejection of the droplet generator. Based on the LEM, the PZT displacement magnitude dominates the internal pressure variation within the chamber. However due to the natural response of droplet generator, the acoustic pressure in the droplet generator decays exponentially. Experimental data show that the droplet fo

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Sun, Hua, Guy Lauriat, and Xavier Nicolas. "Transient Evaporation of Liquid Water Films and Condensation of Humid Air at the Isothermal Walls of a Square Cavity." In 2010 14th International Heat Transfer Conference. ASMEDC, 2010. http://dx.doi.org/10.1115/ihtc14-22467.

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The aim of this paper is to present modelling and numerical simulations of heat and mass transfer by double-diffusive convection and surface condensation or evaporation in a two-dimensional square cavity subjected to a uniform, but time-dependent wall temperature. At initial state, the cavity is filled with quiescent humid air at uniform temperature and density. By decreasing the wall temperature, condensation occurs at the four wall surfaces. The walls are then heated and evaporation of the liquid water is considered. Since the mass of humid air and average pressure experience noticeable chan

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3

Russell, P. St J., and C. N. Pannell. "Forward Brillouin scattering in dual-mode optical fiber." In OSA Annual Meeting. Optica Publishing Group, 1991. http://dx.doi.org/10.1364/oam.1991.mgg1.

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Forward stimulated Brillouin scattering (FSBS) is similar in physical origin to conventional backward SBS (BSBS), except that it occurs in a forward direction between two nondegenerate copropagating optical modes of a dual-mode optical fiber.1 FSBS may, however, be the only example of a nonlinear effect where the threshold falls as the mode spot size is increased. This curious behavior is a consequence of the fact that the acoustic gain depends on an electrostrictive moment and not (as in conventional SBS) a pressure. Intermodal beating between an LP01 and a frequency shifted LP11 mode gives r

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4

Imane Zemoul, Sara, and Youcef Berkoun. "Linear Process With Associated Innovations Under Weak Dependence." In 2021 International Conference on Recent Advances in Mathematics and Informatics (ICRAMI). IEEE, 2021. http://dx.doi.org/10.1109/icrami52622.2021.9585976.

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5

Bao, Hua, Xiulin Ruan, Bradley F. Habenicht, and Oleg V. Prezhdo. "Temperature Dependence of Hot Carrier Relaxation in a PBSE Quantum Dot: An Ab Initio Study." In ASME 2009 Heat Transfer Summer Conference collocated with the InterPACK09 and 3rd Energy Sustainability Conferences. ASMEDC, 2009. http://dx.doi.org/10.1115/ht2009-88134.

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Temperature dependent dynamics of phonon-assisted relaxation of hot carriers, both electrons and holes, is studied in a PbSe quantum dot using ab initio time-domain density functional theory. The electronic structure is first calculated, showing that the hole states are denser than the electron states. Fourier transforms of the time resolved energy levels show that the hot carriers couple to both acoustic and optical phonons. At higher temperature, more phonon modes in the high frequency range participate in the relaxation process due to their increased occupation number. The phonon-assisted h

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LEAH, T. G. "LANDSCAPE APPROACH IN THE STUDY OF ALLUVIAL SOILS OF THE REPUBLIC MOLDOVA." In Теоретические и прикладные проблемы ландшафтной географии. VII Мильковские чтения. Voronezh State University, 2023. http://dx.doi.org/10.17308/978-5-9273-3692-0-2023-286-289.

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The characteristic of alluvial soils of Lower Dniester River of Moldova is presented. These soils are characterized by high biogenicity, layering, and the presence of buried humus horizons. Depending on the process of soilformation, they are divided into the following units: weakly developed, typical, semi-swamp and swamp. The recommendations for agricultural use and improvement of alluvial soils properties, at the regional level, information on the limits of the distribution of soil properties, soil-forming species and groundwater, based on the system-landscape approach, is necessary.

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Guenadou, D., E. Meillot, and A. Saget. "Particle Treatment Modeling in a Time-Dependent D.C. Plasma Flow." In ITSC2005, edited by E. Lugscheider. Verlag für Schweißen und verwandte Verfahren DVS-Verlag GmbH, 2005. http://dx.doi.org/10.31399/asm.cp.itsc2005p0326.

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Abstract D.C. plasma spraying process leads to coatings with high level properties. The control of these properties implies to overcome well the process and in particular the interactions between the particles and the plasma plume. This latter shows high fluctuations outside the torch due to arc root movements on the anode wall inside the torch. These movements are responsible of less or more weak plasma flow stretching outside the torch and of air engulfment. From a simple numerical model based on the gas heating by JOULE effect in the anode, the realistic flow behavior is reproduced, in part

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Dianov, E. M., P. G. Kazansky, and D. Yu Stepanov. "Simulation of the effective second-harmonic generation process in optical fibers." In OSA Annual Meeting. Optica Publishing Group, 1990. http://dx.doi.org/10.1364/oam.1990.tuu4.

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In this paper we propose a dynamic mechanism of efficient second-harmonic amplification in optical fibers and explain the existence of phenomenon thresholds. We start with the assumption that the second-order susceptibility grating appears in fibers because of the strong electrostatic field caused by coherent photocurrent.1 We have obtained equations for the amplitudes and phases of this grating and second harmonic that are similar to equations describing dynamic self-diffraction of light beams. We have shown that the phase shift of the grating relative to the "interference" pattern (the patte

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Kochan, P., and H. J. Carmichael. "Photon-statistics dependence of single-atom absorption." In OSA Annual Meeting. Optica Publishing Group, 1993. http://dx.doi.org/10.1364/oam.1993.wxx.8.

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Under usual laboratory conditions the absorption of a beam of light by a dilute two-level medium depends on the intensity and spectrum of the incident light. If the incident photon flux is small compared to the decay rate of the absorber’s excited state, saturation effects can be neglected and only the spectrum of the light is important; thus, weak-field absorption depends only on the firstorder correlation function of the incident light. This result relies, however, on a requirement that the incident beam cross-section be much larger than the absorption cross-section of an atom. Then individu

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Li, Longjian, Qinghua Chen, Wenzhi Cui, et al. "The Effects of the Distance Between Nozzle and Substrate on Cold Gas Dynamic Spray Process." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-10501.

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In this paper, numerical simulations were performed for the gas-particle two phase flow in the Cold Gas Dynamic Spray (CGDS) process to investigate the acceleration of micro- and nanoparticles with diameters ranging from 100nm to 50μm. Nitrogen (N2) and Helium (He) were chosen as the carrier gas, respectively. The acceleration of carrier gas to particles in the De-Laval-Type supersonic nozzle was strongly dependent on the characteristics of flow field, as well as the densities and the size of the particles. Copper particles (Cu) were chosen as the spraying materials. The computed results showe

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Berichte der Organisationen zum Thema "Weakly dependent process"

1

Pradelli, Juan Jose, Kimberly Waithe, Allan Wright, et al. Caribbean Region Quarterly Bulletin: Volume 6: Issue 1: March 2017. Inter-American Development Bank, 2017. http://dx.doi.org/10.18235/0008149.

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This Caribbean Region Quarterly Bulletin explores constraints to private sector development in the Caribbean. With economic growth weak and dependent on only a few sectors -either tourism or commodity exports- authorities in all countries aim at diversifying the economy and boosting private sector development. While the private sector in each country faces specific issues, most share challenges resulting from red tape, complicated and tedious processes and weak environments for doing business. As usual, the Quarterly Bulletin covers the economic developments in The Bahamas, Barbados, Guyana, J

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Hegazi, Farah, and Katongo Seyuba. The Social Side of Climate Change Adaptation: Reducing Conflict Risk. Stockholm International Peace Research Institute, 2022. http://dx.doi.org/10.55163/seyz9437.

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In developing countries, the effects of climate change interact with factors such as underdevelopment, high dependence on natural resource-based livelihoods, inequality, weak state institutions and marginalization to increase the risk of insecurity and violent conflict. Along with sustainable development and climate change mitigation, climate change adaptation is another key entry point for addressing climate-related security risks. However, key social factors that could positively influence adaptation outcomes and ultimately mitigate climate-related security risks are often overlooked. This S

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