Zobrazeno 1 - 10
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pro vyhledávání: '"Louis Sucheston"'
Autor:
G. A. Edgar, Louis Sucheston
The notion of'stopping times'is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, and
Autor:
G. A. Edgar, Louis Sucheston
Publikováno v:
Stopping Times and Directed Processes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83c69848ecba521ffb9fc951e135da37
https://doi.org/10.1017/cbo9780511574740.009
https://doi.org/10.1017/cbo9780511574740.009
Autor:
Louis Sucheston, G. A. Edgar
Publikováno v:
Stopping Times and Directed Processes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::908b09be5be8ebe2e4f1efe19d7bf9f2
https://doi.org/10.1017/cbo9780511574740.006
https://doi.org/10.1017/cbo9780511574740.006
Autor:
G. A. Edgar, Louis Sucheston
The notion of 'stopping times' is a useful one in probability theory; it can be applied to both classical problems and fresh ones. This book presents this technique in the context of the directed set, stochastic processes indexed by directed sets, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ba582d2262148e229de79c962ef394b
https://doi.org/10.1017/cbo9780511574740
https://doi.org/10.1017/cbo9780511574740
Autor:
Louis Sucheston, László I. Szabó
Publisher Summary The proofs of ergodic and martingale theorems are similar. The passage from weak to strong maximal inequalities can be done by a general argument applicable to harmonic analysis, ergodic theory, and martingale theory. This chapter p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::870bff5307e023d673a5e46fe6c11ff9
https://doi.org/10.1016/b978-0-12-085520-9.50025-3
https://doi.org/10.1016/b978-0-12-085520-9.50025-3
Autor:
Louis Sucheston, G. A. Edgar
Publikováno v:
Journal of Multivariate Analysis. 6(4):572-591
A continuous-parameter ascending amart is a stochastic process (Xt)t∈ R + such that E[Xτn] converges for every ascending sequence (τn) of optional times taking finitely many values. A descending amart is a process (Xt)t∈ R + such that E[Xτn] c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1e3655488881c95adbc4e9d9cdc4a3e
