Zobrazeno 1 - 10
of 2 260
pro vyhledávání: '"MURAD, S."'
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting phenomena.
Externí odkaz:
http://arxiv.org/abs/2104.06006
Autor:
Ginovyan, Mamikon S., Taqqu, Murad S.
This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy-driven linear processes with memory, and are defined either in dis
Externí odkaz:
http://arxiv.org/abs/2102.00343
Autor:
Anastasia A. Salienko, Vladimir E. Syutkin, Maria V. Lisitskaya, Denis V. Kuznetsov, Murad S. Novruzbekov
Publikováno v:
Анналы клинической и экспериментальной неврологии, Vol 17, Iss 3, Pp 83-87 (2023)
In solid organ recipients, post-transplant neurotoxicity of calcineurin inhibitors (CIs) can be manifested by brain and spinal cord demyelination with multiple sclerosis (MS)-like symptoms. Here are presented two case reports of neurological MS-li
Externí odkaz:
https://doaj.org/article/f4134bc032904d009f615bace4195f5f
We study the semimartingale properties for the generalized fractional Brownian motion (GFBM) introduced by Pang and Taqqu (2019) and discuss the applications of the GFBM and its mixtures to financial asset pricing. The GFBM is self-similar and has no
Externí odkaz:
http://arxiv.org/abs/2012.00975
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and non-stationary
Externí odkaz:
http://arxiv.org/abs/2009.07788
One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le t\le-1$, as $n$
Externí odkaz:
http://arxiv.org/abs/2006.00430
SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence structure can be specified independently. Integrated supOU processes h
Externí odkaz:
http://arxiv.org/abs/1904.00100
Publikováno v:
UKH Journal of Science and Engineering, Vol 6, Iss 2, Pp 15-22 (2022)
Long-distance energy pipelines are subject to risks of repeated hazards and posing pipeline safety problems. Hazards that may attack the pipelines are environmental and human activities. In this study, the risks of hazards on pipeline were assessed u
Externí odkaz:
https://doaj.org/article/3a57833af6a3428ab6595ef390762f01
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or infinite var
Externí odkaz:
http://arxiv.org/abs/1806.09811
We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumption we make on the Pearson distribution is that it admits four moments. While in general
Externí odkaz:
http://arxiv.org/abs/1802.06092