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On the Theory of Stochastic Processes, with Particular Reference to Applications

Autor: William Feller

Publikováno v: Selected Papers I ISBN: 9783319168586
Proc. [First] Berkeley Symp. on Math. Statist. and Prob. (Univ. of Calif. Press, 1949), 403-432

Since Kolmogoroff’s famous paper of 1931, “On Analytical Methods in the Theory of Probability,” the theory of stochastic processess has been developed and it has been shown that it can successfully be applied to practical problems and used to d

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63d9fcbf01be345b10a1ec0245b1cae1
https://doi.org/10.1007/978-3-319-16859-3_42

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On some Asymptotic Properties of Poisson Process

Autor: Takeyuki Hida

Publikováno v: Nagoya Math. J. 6 (1953), 29-36

The Poisson process , as is well-known, is a temporally and spatially homogeneous Markoff process satisfying(1) (2) where k is a non-negative integer and λ is a positive constant. In this note we consider the random variable Lm(ω) which denotes the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e43f9c68404b882ae4800629d8ffd17
https://doi.org/10.1017/s0027763000016949

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Recurrence times for the Ehrenfest model

Autor: Richard Bellman, Theodore Edward Harris

Publikováno v: Pacific J. Math. 1, no. 2 (1951), 179-193

There is presented a modified scheme of the Ehrenfest model to elucidate certin paradoxes in thermodynamic theory with a continuous time parameter, which was apparently first suggested by A. J. F. Siegert. In this scheme there are two urns and 2N bal

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3549765df3f16a2730299e2df53b90a3
https://doi.org/10.2140/pjm.1951.1.179

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Changes of sign of sums of random variables

Autor: G. A. Hunt, Paul Erdös

Publikováno v: Pacific J. Math. 3, no. 4 (1953), 673-687

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00f2fc74fad9ff3afd0cd839f9a9e932
https://doi.org/10.2140/pjm.1953.3.673

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On the Transition Probability of a Renewal Process

Autor: Takeyuki Hida

Publikováno v: Nagoya Math. J. 11 (1957), 41-51

J. L. Doob, D. Blackwell, W. Feller and other authors have obtained several results concerning the renewal theorem. Especially Doob [1] has considered the renewal process and has showed that it becomes a stationary Markov process if we add a certain

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7417f3d36e0827a9970f2cd17806303
https://doi.org/10.1017/s0027763000001926

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Stochastic Differential Equations in a Differentiable Manifold

Autor: Kiyosi Itô

Publikováno v: Nagoya Math. J. 1 (1950), 35-47
Selected Papers ISBN: 9781461253723

The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72e02c47eda3c6cce1c353e1236815cb
https://doi.org/10.1017/s0027763000022819

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