Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Björn Böttcher"'
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 3, Pp 353-383 (2018)
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Székely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric Lévy measur
Externí odkaz:
https://doaj.org/article/6312bb62624c4cf0884119430eb6ac6e
Autor:
Björn Böttcher
Publikováno v:
PLoS ONE, Vol 5, Iss 12, p e15102 (2010)
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of Lévy processes. Brownian Motion is one of the most freq
Externí odkaz:
https://doaj.org/article/6cbf43719612428b8903c4041a8443a2
Autor:
Björn Böttcher
Publikováno v:
Probability and Mathematical Statistics. 39:259-277
In order to approximate a continuous time stochastic process by discrete time Markov chains one has several options to embed the Markov chains into continuous time processes. On the one hand there is the Markov embedding, which uses exponential waiti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ac034a7a039b1cb191dd74ec74a1268
https://doi.org/10.19195/0208-4147.39.2.2
https://doi.org/10.19195/0208-4147.39.2.2
Autor:
Björn Böttcher
Publikováno v:
Open Statistics. 1:1-48
Distance multivariance is a multivariate dependence measure, which can detect dependencies between an arbitrary number of random vectors each of which can have a distinct dimension. Here we discuss several new aspects, present a concise overview and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05eeb2c45b82919c380712c8e720c1ed
https://doi.org/10.1515/stat-2020-0001
https://doi.org/10.1515/stat-2020-0001
Autor:
Björn Böttcher
The multivariate Hilbert-Schmidt-Independence-Criterion (dHSIC) and distance multivariance allow to measure and test independence of an arbitrary number of random vectors with arbitrary dimensions. Here we define versions which only depend on an unde
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e227e2c66eabc3c5561c833ad3e0e8c3
Publikováno v:
Ann. Statist. 47, no. 5 (2019), 2757-2789
We introduce two new measures for the dependence of $n \ge 2$ random variables: distance multivariance and total distance multivariance. Both measures are based on the weighted $L^2$-distance of quantities related to the characteristic functions of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8cd53db442ad3f41c8e084514a09719
https://projecteuclid.org/euclid.aos/1564797863
https://projecteuclid.org/euclid.aos/1564797863
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 3, Pp 353-383 (2018)
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric L\'{e}vy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23672951fc03ee2c28f7b35394339369
Publikováno v:
ICAART (2)
In recent years, the complexity of production plants and therefore of the underlying automation systems has grown significantly. This makes the manual design of automation systems increasingly difficult. As a result, errors are found only during prod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0fbebb29e9638b1f90cca5dbf9d443a4
https://doi.org/10.5220/0005679102800287
https://doi.org/10.5220/0005679102800287
Publikováno v:
Russian Journal of Mathematical Physics. 18:387-399
This note is devoted to Feynman formulas (i.e., representations of semigroups by limits of n-fold iterated integrals as n → ∞) and their connections with phase space Feynman path integrals. Some pseudodifferential operators corresponding to diffe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb572b487ea5912c29a2ea41f2a65d9e
https://doi.org/10.1134/s1061920811040017
https://doi.org/10.1134/s1061920811040017
Autor:
Björn Böttcher
Publikováno v:
Stochastic Processes and their Applications. 121(9):1962-1981
We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between + ∞ and − ∞ . The conditions are based on a Markov chain which only consists of jumps (overshoots) of the process into
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be9dc80e68f07accbd8ecf53b48ba4f8