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Tail Asymptotics for the Maximum of Perturbed Random Walk
Perturbed random walk Cramér–Lundberg approximation coupling heavy tails
2015/7/6
Consider a random walk S = (Sn:n≥0) that is “perturbed” by a stationary sequence (ξn:n≥0) to produce the process (Sn+ξn:n≥0). This paper is concerned with computing the distribution of the all-time ma...
Frobenius modules and Hodge asymptotics
Communication potential is defined the small quantum module structure asymptotic model change the data structure
2014/12/29
We exhibit a direct correspondence between the potential defining the H1,1 small quantum module structure on the cohomology of a Calabi-Yau manifold and the asymptotic data of the A-model variation of...
Dynamic Clustering via Asymptotics of the Dependent Dirichlet Process Mixture
Dynamic Clustering Asymptotics Dependent Dirichlet Process Mixture
2013/6/17
This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The alg...
High-Frequency Asymptotics for Lipschitz-Killing Curvatures of Excursion Sets on the Sphere
High-Frequency Asymptotics Spherical Ran-dom Fields Gaussian Subordination Lipschitz-Killing Curvatures Minkowski Functionals Excursion Sets
2013/5/2
In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we ...
Asymptotics for penalized spline estimators in quantile regression
Asymptotic normality, B-spline,Penalized spline,Quantile regression
2012/11/22
Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$. The aim of this paper is to establish the asy...
Parallelism, Uniqueness, and Large-Sample Asymptotics for the Dantzig Selector
Lasso,Regularizedregression Variableselectionandestimation.
2012/11/21
The Dantzig selector (Candes and Tao, 2007) is a popular l1-regularization method for variable selection and estimation in linear regression. We present a very weak geometric condition on the observed...
Asymptotics for penalized splines in generalized additive models
Asymptotic normality B-spline Generalized additive model Mixed model Pe-nalized spline
2012/9/17
This paper discusses asymptotic theory for penalized spline estimators in generalized additive models. The purpose of this paper is to establish the asymptotic bias and variance as well as the asympto...
Second Order Asymptotics for Quantum Hypothesis Testing
Second Order Asymptotics Quantum Hypothesis Testing
2012/9/18
In the asymptotic theory of quantum hypothesis testing, the error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the rel...
Asymptotics of Asynchronicity
non-synchronous observations quadratic covariation Hayashi-Yoshida estimator
2011/7/6
In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimat...
Asymptotics and optimal bandwidth selection for highest density region estimation
Density contour density level set kernel density estimator
2010/10/14
We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HD...
Inference on Eigenvalues of Wishart Distribution Using Asymptotics with respect to the Dispersion of Population Eigenvalues
eigenvalues of covariance matrix Wishart distribution test on eigenvalues interval estimation of eigenvalues
2010/4/28
In this paper we derive some new and practical results on testing and interval estimation
problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory
for block-wise in...
Asymptotics of the supremum of scaled Brownian motion
Brownian motion exponential bound fractional Brownian motion Gaussian process local time
2009/9/21
We consider the problem of estimating the tail of the
distribution of the supremum of scaled Brownian motion ~ ( j ( t )p)ro -
cesses with hear drift.
I Using the local time technique we obtain asy...
Notes on the occupancy problem with infinitely many boxes: General asymptotics and power laws
occupancy problem regular variation asymptotics poissonization species sampling
2009/5/18
This paper collects facts about the number of occupied boxes in the classical balls-in-boxes occupancy scheme with infinitely many positive frequencies: equivalently, about the number of species repre...
Asymptotics for Products of Sums and U-statistics
central limit theorem lognormal distribution products of sums records U-statistics
2009/4/29
The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to ...
Yule process sample path asymptotics
Large deviations random trees branching process fluid limit Yule process
2009/4/22
This paper presents two results on sample paths for the Yule process: one fluid limit theorem and one sample path large deviation result. The main interest is to understand the way large deviation occ...