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Stochastic process
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541	October 16, [removed]:54 WSPC/251-CM[removed]Confluentes Mathematici, Vol. 1, No[removed]–179 c World Scientific Publishing Company Add to Reading List Source URL: math.univ-lyon1.fr Language: English - Date: 2009-11-05 02:56:59 Real analysis Stochastic processes Harmonic analysis Hardy–Littlewood maximal function Central limit theorem Maximal function Brownian motion Wiener process Dyadic cubes Mathematical analysis Statistics Mathematics
542	Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2005-08-12 17:54:29 Ornstein–Uhlenbeck process Gaussian process Random walk Normal distribution Markov chain Brownian bridge Markov process Independent and identically distributed random variables Wiener process Statistics Stochastic processes Brownian motion
543	Journal of Reliability and Statistical Studies; ISSN (Print): [removed], (Online):[removed]Vol. 5, Issue Special (2012): 83-95 RECENT DEVELOPMENTS ON TESTING IN CANCER RISK: A FRACTAL AND STOCHASTIC GEOMETRY M. Stehlík Add to Reading List Source URL: www.jrss.in Language: English - Date: 2012-05-07 22:34:57 Statistical tests Special functions Gumbel distribution Gamma distribution Maximum likelihood Log-normal distribution Stochastic process Likelihood-ratio test Multivariate normal distribution Statistics Normal distribution Statistical theory
544	Chapter 26 Time Series So far, we have assumed that all data points are pretty much independent of each other. In the chapters on regression, we assumed that each Yi was independent of every other, given its Xi , and we Add to Reading List Source URL: www.stat.cmu.edu Language: English - Date: 2012-05-02 00:40:49 Time series analysis Stochastic processes Ergodic theory Stationary process Autocorrelation Time series Autocovariance Ergodic process Covariance Statistics Covariance and correlation Signal processing
545	OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa Add to Reading List Source URL: www2.math.uu.se Language: English - Date: 2008-10-07 11:22:40 Brownian motion Martingale Brownian bridge Normal distribution Continuous function Wiener process Itō diffusion Heat equation Statistics Mathematical analysis Stochastic processes
546	Consistent exploration improves convergence of reinforcement learning on POMDPs Paul A. Crook Gillian Hayes Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2007-07-04 12:19:49 Stochastic control SARSA Markov models Theoretical computer science Reinforcement learning Q-learning Council on Environmental Quality Temporal difference learning Partially observable Markov decision process Statistics Markov processes Dynamic programming
547	Planning in Models that Combine Memory with Predictive Representations of State Add to Reading List Source URL: aaai.org Language: English - Date: 2006-01-11 01:12:22 Stochastic control Partially observable Markov decision process Markov decision process Markov model Dynamical system Reinforcement learning Pruning Linear programming Constraint algorithm Statistics Dynamic programming Markov processes
548	Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2013, Article ID[removed], 9 pages http://dx.doi.org[removed][removed]Research Article Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 15:53:16 Markov models Markov chain Poisson distribution Poisson process Statistics Markov processes Stochastic processes
549	Modeling corpora of timestamped documents using semisupervised nonparametric topic models William W. Cohen Machine Learning Department Carnegie Mellon University Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2009-06-10 16:21:26 Markov models Dirichlet process Latent Dirichlet allocation Mixture model Topic model Perplexity Markov chain Non-parametric statistics Timestamp Statistics Statistical natural language processing Stochastic processes
550	The Form of the Optimal Nonlinear Instrument for Multiperiod Conditional Moment Restrictions by Stanislav Anatolyev* New Economic School, Moscow Phone: +[removed] Add to Reading List Source URL: pages.nes.ru Language: English - Date: 2005-03-19 15:03:36 Ergodic theory Regression analysis Signal processing Ergodic process Autoregressive conditional heteroskedasticity Lyapunov exponent Martingale Ergodicity Instrumental variable Statistics Stochastic processes Econometrics

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