Zobrazeno 1 - 10
of 66
pro vyhledávání: '"ION GRAMA"'
Publikováno v:
Journal of Statistical Software, Vol 87, Iss 1, Pp 1-20 (2018)
extremefit is a package to estimate the extreme quantiles and probabilities of rare events. The idea of our approach is to adjust the tail of the distribution function over a threshold with a Pareto distribution. We propose a pointwise data driven pr
Externí odkaz:
https://doaj.org/article/8f91bdd6e4d14c37b35625faa5c35c08
Publikováno v:
PLoS ONE, Vol 12, Iss 7, p e0179051 (2017)
In this paper we consider the problem of restoration of a image contaminated by a mixture of Gaussian and impulse noises. We propose a new statistic called ROADGI which improves the well-known Rank-Ordered Absolute Differences (ROAD) statistic for de
Externí odkaz:
https://doaj.org/article/1ab364d01c074d0ba3f683e73757ed20
Publikováno v:
Trudy Matematicheskogo Instituta imeni V.A. Steklova. 316:169-194
Рассматривается $d$-типный надкритический ветвящийся процесс $Z_n^i=(Z_n^i(1),\ldots ,Z_n^i(d))$, $n\geq 0$, начинающийся с одной частицы типа $i$, в случайной
Publikováno v:
Advances in Applied Probability. 54:111-140
Let $(Z_n)_{n\geq 0}$ be a critical branching process in a random environment defined by a Markov chain $(X_n)_{n\geq 0}$ with values in a finite state space $\mathbb{X}$ . Let $ S_n = \sum_{k=1}^n \ln f_{X_k}^{\prime}(1)$ be the Markov walk associat
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment
Publikováno v:
The Annals of Applied Probability. 33
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2021, 142, pp.293-318. ⟨10.1016/j.spa.2021.08.005⟩
Stochastic Processes and their Applications, Elsevier, 2021, 142, pp.293-318. ⟨10.1016/j.spa.2021.08.005⟩
Let ( g n ) n ⩾ 1 be a sequence of independent and identically distributed random elements of the general linear group G L d ( R ) , with law μ . Consider the random walk G n : = g n … g 1 . Denote respectively by ‖ G n ‖ and ρ ( G n ) the
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2020, 130 (8), pp.5124-5148. ⟨10.1016/j.spa.2020.03.001⟩
Stochastic Processes and their Applications, Elsevier, 2020, 130 (8), pp.5124-5148. ⟨10.1016/j.spa.2020.03.001⟩
Let $(X _i)_{i\geq1}$ be a stationary sequence. Denote $m=\lfloor n^\alpha \rfloor, 0< \alpha < 1,$ and $ k=\lfloor n/m \rfloor,$ where $\lfloor a \rfloor$ stands for the integer part of $a.$ Set $S_{j}^\circ = \sum_{i=1}^m X_{m(j-1)+i}, 1\leq j \leq
Publikováno v:
Journal of Mathematical Imaging and Vision
Journal of Mathematical Imaging and Vision, Springer Verlag, 2021, 63 (7), pp.855-874. ⟨10.1007/s10851-021-01033-3⟩
Journal of Mathematical Imaging and Vision, Springer Verlag, 2021, 63 (7), pp.855-874. ⟨10.1007/s10851-021-01033-3⟩
International audience; In this paper we address the problem of denoising images obtained under low light conditions for the Poisson shot noise model. Under such conditions the variance stabilization transform (VST) is no longer applicable, so that t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7ed8040a7f434704b29018a39f127f4
https://hal.archives-ouvertes.fr/hal-03430388/file/2021_Poisson_shot_noise_J_Math_Imaging_Vis.pdf
https://hal.archives-ouvertes.fr/hal-03430388/file/2021_Poisson_shot_noise_J_Math_Imaging_Vis.pdf
Let $(\mathbb X, T)$ be a subshift of finite type equipped with the Gibbs measure $\nu$ and let $f$ be a real-valued H\"older continuous function on $\mathbb X$ such that $\nu(f) = 0$. Consider the Birkhoff sums $S_n f = \sum_{k=0}^{n-1} f \circ T^{k
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::591e9c3fccb7e7e3d79ecd2eb76acf90
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2020, 130, pp.5213-5242
Stochastic Processes and their Applications, Elsevier, 2020, 130, pp.5213-5242
Let ( g n ) n ⩾ 1 be a sequence of independent identically distributed d × d real random matrices with Lyapunov exponent λ . For any starting point x on the unit sphere in R d , we deal with the norm | G n x | , where G n ≔ g n … g 1 . The go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8486f9b8216e45bfaafc6e2a6fdcfdbf
https://hal.archives-ouvertes.fr/hal-02173735
https://hal.archives-ouvertes.fr/hal-02173735