Stochastic processes

Results: 2145



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81Probability theory / Stochastic processes / Markov processes / Markov models / Probability / Mathematical analysis / Graph theory / Markov chain / Random walk / Stochastic matrix / Matrix / Harris chain

Spectral Graph Theory and Applications WSLecture 5: Random Walks and Markov Chain Lecturer: Thomas Sauerwald & He Sun

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Source URL: resources.mpi-inf.mpg.de

Language: English - Date: 2011-12-08 09:45:08
82Medicine / Clinical medicine / Health / Epilepsy / Stochastic processes / Seizure types / Hierarchical Dirichlet process / Epileptic seizure / Dirichlet process / Mixture model

A Hierarchical Dirichlet Process Model with Multiple Levels of Clustering for Human EEG Seizure Modeling Drausin Wulsin Dept. of Bioengineering, University of Pennsylvania, Philadelphia, PA USA Shane Jensen

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2016-07-26 16:23:10
83Probability theory / Mathematical analysis / Martingale theory / Stochastic processes / Mathematics / Local time / DoobMeyer decomposition theorem / It calculus / Doob decomposition theorem

A NNALES DE L’I. H. P., SECTION B JAY ROSEN Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times Annales de l’I. H. P., section B, tome 35, no), p.

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Source URL: www.math.csi.cuny.edu

Language: English - Date: 2009-05-03 17:58:08
84Stochastic processes / Probability theory / Mathematical analysis / Martingale theory / Probability / Martingale / Sigma-algebra / Stopping time / Local martingale / Semimartingale / Quadratic variation / It calculus

Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali

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Source URL: www.princeton.edu

Language: English - Date: 2012-04-27 16:45:47
85Mathematical analysis / Probability / Statistics / Characteristic function / Probability theory / Normal distribution / Operator theory / Stochastic processes / Differential forms on a Riemann surface / Spectral theory of ordinary differential equations

arXiv:0909.1084v1 [math.PR] 6 SepA CLT for the L2 norm of increments of local times of L´evy processes as time goes to infinity Jay Rosen∗

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Source URL: arxiv.org

Language: English - Date: 2014-01-21 10:16:48
86Probability / Statistics / Stochastic processes / Markov processes / Probability distributions / Poisson processes / Markov models / Poisson point process / Poisson distribution / Dirichlet process / Mixture model / Gibbs sampling

Construction of Dependent Dirichlet Processes based on Poisson Processes Dahua Lin CSAIL, MIT

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Source URL: dahua.me

Language: English - Date: 2013-01-06 22:24:50
87Stochastic processes / Probability theory / Probability / Markov processes / Mathematical analysis / Markov models / Dynamic programming / Markov decision process / Stochastic control / Queueing theory / M/G/1 queue / Markov chain

Event-Driven Power Management of Portable Systems Tajana Simunicy Luca Benini

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Source URL: seelab.ucsd.edu

Language: English - Date: 2012-06-04 16:50:20
88Statistics / Probability / Stochastic processes / Hierarchical Dirichlet process / Dirichlet process / Dirichlet distribution / Mixture model / Hidden Markov model / Gibbs sampling / Probability distribution / Poisson point process

Coupled Dirichlet Processes: Beyond HDP John Fisher MIT CSAIL

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Source URL: dahua.me

Language: English - Date: 2013-01-06 22:23:38
89Economy / Money / Finance / Futures markets / Mathematical finance / Stochastic processes / Electric power distribution / Electricity market / Futures contract / Forward contract / Derivative / Spot contract

A non-Gaussian Ornstein-Uhlenbeck process for electricity spot price modeling and derivatives pricing Thilo Meyer-Brandis Center of Mathematics for Applications / University of Oslo

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:56
90Mathematical analysis / Mathematics / Ergodic theory / Analysis / Stochastic processes / Orbifold / Invariant measure / Geodesic / Ergodicity / Differential geometry of surfaces / Amenable group / Commutation theorem

Ergodic theory of the space of measured laminations Elon Lindenstrauss∗ and Maryam Mirzakhani† April 19,

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Source URL: www.ma.huji.ac.il

Language: English - Date: 2007-04-20 15:02:54
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