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Asymptotic properties of robust complex covariance matrix estimates
Asymptotic properties robust complex covariance matrix estimates
2012/11/22
In many statistical signal processing applications, the estimation of nuisance parameters and parameters of interest is strongly linked to the resulting performance. Generally, these applications deal...
Asymptotic Properties of Linearized Equations of Low Compressible Fluid Motion
Asymptotic Properties of Linearized Equations Low Compressible Fluid Motion
2011/2/24
Initial–boundary value problem for linearized equations of motion of viscous barotropic fluid in a bounded domain is considered. Existence,uniqueness and estimates of weak solutions to this problem ar...
Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Asymptotic Properties of Optimal Trajectories Dynamic Programming
2011/2/25
We show in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We anal...
Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors
Generalized linear models Consistency Asymptotic normality
2007/12/12
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE) $\hat{\beta}_n$ of the p...
Asymptotic Properties of Solutions of Parabolic Equations Arising from Transient Diffusions
singular perturbation diffusion backward operator
2007/12/10
This work is concerned with asymptotic properties of a class of parabolic systems arising from singularly perturbed diffusions. The underlying system has a fast varying component and a slowly changing...
A Remark on the Asymptotic Properties of Positive Homogeneous Maps on Homogeneous Lattices
Lyapunov Exponents asymptotic stability
2010/3/1
An abstract version of Lyapunov exponents is defined for positive homogeneous maps on Homogeneous Lattices and a sufficient condition is given for the asymptotic stability of the map.