THE INTEGRAL REPRESENTATION OF INFINITELY DIVISIBLE RANDOM FIELDS WITH ITS APPLICATION TO THE PROBLEM OF LAW EQUIVALENCE
无限可分随机域的积分表示及其在定律等价问题中的应用
基本信息
- 批准号:09640254
- 负责人:
- 金额:$ 1.92万
- 依托单位:
- 依托单位国家:日本
- 项目类别:Grant-in-Aid for Scientific Research (C)
- 财政年份:1997
- 资助国家:日本
- 起止时间:1997 至 1998
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
We propose a stochastic model for a dam with non-additive input and investigate a Markov chain embedded in the darn content process. 'The dam process is expressed explicitly and the limiting behavior of the hidden Markov chain is considered. We are concerned with a dam process determined by piecewise linear continuous cumulative input process and release rule depending on the dam content. When the input is given by a Levy process and the release rate function is linear. we have a Markov process of Ornstein-Uhlenbeck type. This process admits a stochastic integral representation related to the Levy process and has a stationary distribution under some condition for the Levy measure. In our dam model, however, the input process is non-additive and has piecewise linear continuous sample functions. If the release rate function is either linear or quadratic, the Markov chain is described by a stochastic recurrence equation connected with random matrices, In the linear case we obtain criteria for the convergence in law and its limiting properties. In particular, a sufficient condition is given for the continuity and also the absolute continuity of the limiting distribution. Our result was presented in the Symposium on Analysis and Probability 1998. held at National Taiwan University. Taipei. November 23-27.1998.The following paper was submitted to Trends in Probability and Related Analysis (=the Proceedings of SAP 98).Kazuyuki INOUE and Naoki TAKAYAMA : 'A stochastic model for a dam with non-additive input'.
我们为具有非加性输入的大坝提出了一个随机模型,并研究了嵌入在该内容过程中的马尔可夫链。明确表达了大坝过程,并考虑了隐马尔可夫链的限制行为。我们关注的是由分段线性连续累积输入过程和取决于大坝内容的释放规则确定的大坝过程。当输入由 Levy 过程给出并且释放速率函数是线性时。我们有一个 Ornstein-Uhlenbeck 类型的马尔可夫过程。该过程承认与 Levy 过程相关的随机积分表示,并且在 Levy 测度的某些条件下具有平稳分布。然而,在我们的大坝模型中,输入过程是非加性的,并且具有分段线性连续样本函数。如果释放率函数是线性或二次的,则马尔可夫链由与随机矩阵连接的随机递推方程描述。在线性情况下,我们获得定律收敛的标准及其限制性质。特别地,给出了极限分布的连续性和绝对连续性的充分条件。我们的结果发表在1998年于国立台湾大学举行的分析与概率研讨会上。台北。 1998 年 11 月 23-27 日。以下论文已提交给 Trends in Probability and Related Analysis (=the Proceedings of SAP 98)。Kazuyuki INOUE 和 Naoki TAKAYAMA:“A stochastic model for a dam with non-additive input”。
项目成果
期刊论文数量(51)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
M.Maejima and Y.Naito: "Semi-selfdecomposable distributions and a new class of limit theorems" Probability Theory and Related Fields. 112. 13-31 (1998)
M.Maejima 和 Y.Naito:“半自分解分布和一类新的极限定理”概率论及相关领域。
- DOI:
- 发表时间:
- 期刊:
- 影响因子:0
- 作者:
- 通讯作者:
K.Honda: "Invalidity of the spatiotemporal white noise assumption for a stochastic diffusion-type equation." Physical Review E. 55.2. R1235-R1238 (1997)
K.Honda:“随机扩散型方程的时空白噪声假设无效。”
- DOI:
- 发表时间:
- 期刊:
- 影响因子:0
- 作者:
- 通讯作者:
K.Sato: "On selfsimilar and semi-selfsimilar pracesses with independent increments" Journal of the Korean Mathematical Society. (掲載予定).
K.Sato:“具有独立增量的自相似和半自相似排列”,韩国数学会杂志(即将出版)。
- DOI:
- 发表时间:
- 期刊:
- 影响因子:0
- 作者:
- 通讯作者:
K.Yamamuro: "Transience conditions for self-simlar additie processes." Journal of the Mathematical Society of Japan. 掲載予定.
K. Yamamuro:“自相似加法过程的瞬态条件。”日本数学会杂志即将出版。
- DOI:
- 发表时间:
- 期刊:
- 影响因子:0
- 作者:
- 通讯作者:
井上和行: "非加法的な流入を伴うダムの確率過程" 統計数理研究所共同研究リポート. (掲載予定). (1998)
Kazuyuki Inoue:“非加性流入的大坝随机过程”统计数学研究所联合研究报告(待出版)。
- DOI:
- 发表时间:
- 期刊:
- 影响因子:0
- 作者:
- 通讯作者:
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
数据更新时间:{{ journalArticles.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ monograph.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ sciAawards.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ conferencePapers.updateTime }}
{{ item.title }}
- 作者:
{{ item.author }}
数据更新时间:{{ patent.updateTime }}
INOUE Kazuyuki其他文献
INOUE Kazuyuki的其他文献
{{
item.title }}
{{ item.translation_title }}
- DOI:
{{ item.doi }} - 发表时间:
{{ item.publish_year }} - 期刊:
- 影响因子:{{ item.factor }}
- 作者:
{{ item.authors }} - 通讯作者:
{{ item.author }}
{{ truncateString('INOUE Kazuyuki', 18)}}的其他基金
Influence of genetic polymorphisms on antidepressant response or maintenance dose in Japanese individuals with depression
遗传多态性对日本抑郁症患者抗抑郁反应或维持剂量的影响
- 批准号:
25460191 - 财政年份:2013
- 资助金额:
$ 1.92万 - 项目类别:
Grant-in-Aid for Scientific Research (C)
Identificationand clinical application of genetic markers for effectivedrug therapy of psychiatric disorders.
精神疾病有效药物治疗的遗传标记的鉴定和临床应用。
- 批准号:
23790191 - 财政年份:2011
- 资助金额:
$ 1.92万 - 项目类别:
Grant-in-Aid for Young Scientists (B)
Research of dam processes based on the theory of infinitely divisible processes.
基于无限可分过程理论的大坝过程研究
- 批准号:
12640113 - 财政年份:2000
- 资助金额:
$ 1.92万 - 项目类别:
Grant-in-Aid for Scientific Research (C)