学科分类
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32 个结果
  • 简介:Inthispaper,anexponentialinequalityforthemaximalpartialsumsofnegativelysuperadditive-dependent(NSD,inshort)randomvariablesisestablished.Byusingtheexponentialinequality,wepresentsomegeneralresultsonthecompleteconvergenceforarraysofrowwiseNSDrandomvariables,whichimproveorgeneralizethecorrespondingonesofWangetal.[28]andChenetal.[2].Inaddition,somesufficientconditionstoprovethecompleteconvergenceareprovided.Asanapplicationofthecompleteconvergencethatweestablished,wefurtherinvestigatethecompleteconsistencyandconvergencerateoftheestimatorinanonparametricregressionmodelbasedonNSDerrors.

  • 标签: 随机变量序列 完全收敛性 应用程序 数组 指数不等式 最大部分和
  • 简介:Basedonlefttruncatedandrightcensoreddependentdata,theestimatorsofhigherderivativesofdensityfunctionandhazardratefunctionaregivenbykernelsmoothingmethod.Whenobserveddataexhibitα-mixingdependence,localpropertiesincludingstrongconsistencyandlawofiteratedlogarithmarepresented.Moreover,whenthemodeestimatorisdefinedastherandomvariablethatmaximizesthekerneldensityestimator,theasymptoticnormalityofthemodeestimatorisestablished.

  • 标签: 核估计 密度函数 失效率函数 截尾数据 删失数据 高阶导数
  • 简介:Consideramultidimensionalrenewalriskmodel,inwhichtheclaimsizes{Xk,k≥1}formasequenceofindependentandidenticallydistributedrandomvectorswithnonnegativecomponentsthatareallowedtobedependentoneachother.Theunivariatemarginaldistributionsofthesevectorshaveconsistentlyvaryingtailsandfinitemeans.Supposethattheclaimsizesandinter-arrivaltimescorrespondinglyformasequenceofindependentandidenticallydistributedrandompairs,witheachpairobeyingadependencestructure.Apreciselargedeviationforthemultidimensionalrenewalriskmodelisobtained.

  • 标签: PRECISE large deviation SIZE-DEPENDENT CONSISTENT variation
  • 简介:Undersomemildconditions,wederivetheasymptoticnormalityoftheNadaraya-Watsonandlocallinearestimatorsoftheconditionalhazardfunctionforleft-truncatedanddependentdata.TheestimatorswereproposedbyLiangandOuld-Sai'd[1].TheresultsconfirmtheguessinLiangandOuld-Said[1].

  • 标签: asymptotic NORMALITY Nadaraya-Watson ESTIMATION local linear
  • 简介:让{X,Xk:k1}是扩大否定地依赖的随机的一个序列有普通分发F令人满意的前的变量>0。让是nonnegative珍视整数的随机的变量,独立于{X,Xk:k1}。在这份报纸,作者为随机的和$S_\tau=\sum\limits_获得必要、足够的条件{n=1}^\tau{X_n}$当随机的数字比被加数有一条更重的尾巴时,有一条一致地变化的尾巴,即,$\frac{{P(X>x)}}{{P(\tau>x)}}\to0$作为x。

  • 标签: 随机数 负相关 尾概率 相依随机变量 充分必要条件 分布函数
  • 简介:InInternetenvironment,trafficflowtoalinkistypicallymodeledbysuperpositionofON/OFFbasedsources.DuringeachON-periodforaparticularsource,packetsarriveaccordingtoaPoissonprocessandpacketsizes(henceservicetimes)canbegenerallydistributed.Inthispaper,weestablishheavytrafficlimittheoremstoprovidesuitableapproximationsforthesystemunderfirst-infirst-out(FIFO)andwork-conservingservicediscipline,whichstatethat,whenthelengthsofbothON-andOFF-periodsarelightlytailed,thesequencesofthescaledqueuelengthandworkloadprocessesconvergeweaklytoshort-rangedependentreflectingGaussianprocesses,andwhenthelengthsofON-and/orOFF-periodsareheavilytailedwithinfinitevariance,thesequencesconvergeweaklytoeitherreflectingfractionalBrownianmotions(FBMs)orcertaintypeoflongrangedependentreflectingGaussianprocessesdependingonthechoiceofscalingasthenumberofsuperposedsourcestendstoinfinity.Moreover,thesequencesexhibitastatespacecollapse-likepropertywhenthenumberofsourcesislargeenough,whichisakindofextensionofthewell-knownLittle’slawforM/M/1queueingsystem.Theorytojustifytheapproximationsisbasedonappropriateheavytrafficconditionswhichessentiallymeanthattheserviceratecloselyapproachesthearrivalratewhenthenumberofinputsourcestendstoinfinity.

  • 标签: 重交通道路 队列长度 极限定理 服务时间 泊松过程 OFF
  • 简介:Epidemiologicstudiesuseoutcome-dependentsampling(ODS)schemeswhere,inadditiontoasimplerandomsample,therearealsoanumberofsupplementsamplesthatarecollectedbasedonoutcomevariable.ODSschemeisacost-effectivewaytoimprovestudyefficiency.Wedevelopamaximumsemiparametricempiricallikelihoodestimation(MSELE)fordatafromatwo-stageODSschemeundertheassumptionthatgivencovariate,theoutcomefollowsagenerallinearmodel.Theinformationofbothvalidationsamplesandnonvalidationsamplesareused.Whatismore,weprovetheasymptoticpropertiesoftheproposedMSELE.

  • 标签: 经验似然估计 广义线性模型 半参数 采样 消耗臭氧层物质 简单随机样本
  • 简介:Thenumericalsolutionoflargescalemulti-dimensionalconvectiondiffusionequationsoftenrequiresefficientparallelalgorithms.Inthiswork,weconsidertheextensionofarecentlyproposednon-overlappingdomaindecompositionmethodfortwodimensionaltimedependentconvectiondiffusionequationswithvariablecoefficients.Bycombiningpredictor-correctortechnique,modifiedupwinddifferenceswithexplicitimplicitcoupling,themethodunderconsiderationprovidesintrinsicparallelismwhilemaintaininggoodstabilityandaccuracy.Moreover,formulti-dimensionalproblems,themethodcanbereadilyimplementedonamulti-processorsystemanddoesnothavethelimitationonthechoiceofsubdomainsrequiredbysomeothersimilarpredictor-correctororstabilizedschemes.Thesepropertiesofthemethodaredemonstratedinthisworkthroughbothrigorousmathematicalanalysisandnumericalexperiments.

  • 标签: 二维对流扩散方程 预估校正 域分解法 多维 时变 隐式
  • 简介:Inthispaper,stochasticglobalexponentialstabilitycriteriafordelayedimpulsiveMarkovianjumpingreaction-diffusionCohen-Grossbergneuralnetworks(CGNNsforshort)areobtainedbyusinganovelLyapunov-Krasovskiifunctionalapproach,linearmatrixinequalities(LMIsforshort)technique,It?formula,Poincar′einequalityandHardy-Poincaréinequality,wheretheCGNNsinvolveuncertainparameters,partiallyunknownMarkoviantransitionrates,andevennonlinearp-Laplacediffusion(p>1).ItisworthmentioningthatellipsoiddomainsinRm(m≥3)canbeconsideredinnumericalsimulationsforthefirsttimeowingtothesyntheticapplicationsofPoincar′einequalityandHardy-Poincar′einequality.Moreover,thesimulationnumericalresultsshowthateventhecorollariesoftheobtainedresultsaremorefeasibleandeffectivethanthemainresultsofsomerecentrelatedliteraturesinviewofsignificantimprovementintheallowableupperboundsofdelays.

  • 标签: POINCARE不等式 全局指数稳定性 反应扩散 神经网络 非线性 时滞相关