Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Gerardo Sanz"'
Publikováno v:
Symmetry
Volume 12
Issue 1
Volume 12
Issue 1
We consider the maximum likelihood and Bayesian estimation of parameters and prediction of future records of the Weibull distribution from &delta
record data, which consists of records and near-records. We discuss existence, consistency and nume
record data, which consists of records and near-records. We discuss existence, consistency and nume
Publikováno v:
Adv. in Appl. Probab. 47, no. 4 (2015), 1175-1189
Advances In Applied Probability
Artículos CONICYT
CONICYT Chile
instacron:CONICYT
ResearcherID
Advances In Applied Probability
Artículos CONICYT
CONICYT Chile
instacron:CONICYT
ResearcherID
We prove strong convergence and asymptotic normality for the record and the weak record rate of observations of the form Y n = X n + T n , n ≥ 1, where (X n ) n ∈ Z is a stationary ergodic sequence of random variables and (T n ) n ≥ 1 is a stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93f8d17630eb8143808075d2e328ff18
http://projecteuclid.org/euclid.aap/1449859805
http://projecteuclid.org/euclid.aap/1449859805
Publikováno v:
Advances in Applied Probability. 37:781-800
Consider a sequence (X n ) of independent and identically distributed random variables taking nonnegative integer values, and call X n a record if X n > max{X 1,…,X n−1}. By means of martingale arguments it is shown that the counting process of r
Publikováno v:
Advances in Applied Probability. 36:1252-1277
We study the stochastic comparison of interacting particle systems where the state space of each particle is a finite set endowed with a partial order, and several particles may change their value at a time. For these processes we give local conditio
Autor:
Gerardo Sanz, F. Javier López
Publikováno v:
Journal of Applied Probability. 39:197-212
Let (X t ) and (Y t ) be continuous-time Markov chains with countable state spaces E and F and let K be an arbitrary subset of E x F. We give necessary and sufficient conditions on the transition rates of (X t ) and (Y t ) for the existence of a coup
Publikováno v:
Advances in Applied Probability. 32:1064-1076
For continuous-time Markov chains with semigroups P, P' taking values in a partially ordered set, such that P ≤ stP', we show the existence of an order-preserving Markovian coupling and give a way to construct it. From our proof, we also obtain the