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  • Articles  (8)
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  • Wiener process  (8)
  • Springer  (8)
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  • 1995-1999  (8)
  • 1985-1989
  • 1999  (8)
  • Mathematics  (8)
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  • Articles  (8)
  • Other Sources
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  • Springer  (8)
  • Taylor & Francis
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  • 1995-1999  (8)
  • 1985-1989
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  • Mathematics  (8)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of theoretical probability 12 (1999), S. 595-613 
    ISSN: 1572-9230
    Keywords: Wiener process ; local time ; hardly visited site ; law of the iterated logarithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We study the almost sure asymptotic behaviors of the Lebesgue measure of the points which are hardly visited, in the sense of Földes and Révész,(7) by a linear Wiener process.
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  • 2
    ISSN: 1572-929X
    Keywords: Infinite-dimensional analysis ; Schrödinger equation ; Feynman–Kac formula ; Wiener process ; quantum field Hamiltonians ; Heisenberg uncertainty principle.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Using the probabilistic Feynman–Kac formula, the existence of solutions of the Schrödinger equation on an infinite dimensional space E is proven. This theorem is valid for a large class of potentials with exponential growth at infinity as well as for singular potentials. The solution of the Schrödinger equation is local with respect to time and space variables. The space E can be a Hilbert space or other more general infinite dimensional spaces, like Banach and locally convex spaces (continuous functions, test functions, distributions). The specific choice of the infinite dimensional space corresponds to the smoothness of the fields to which the Schrödinger equation refers. The results also express an infinite-dimensional Heisenberg uncertainty principle: increasing of the field smoothness implies increasing of divergence of the momentum part of the quantum field Hamiltonian.
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of theoretical probability 12 (1999), S. 105-129 
    ISSN: 1572-9230
    Keywords: Lévy Brownian motion ; Wiener process ; Gaussian process ; regularly varying function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Some limit theorems on the increments of a two-parameter Gaussian process are obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process which is a generalization of a two-parameter Lévy Brownian motion.
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Statistical inference for stochastic processes 2 (1999), S. 31-56 
    ISSN: 1572-9311
    Keywords: delayed observation ; optimal stopping ; sequential test ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract This paper proposes a sequential procedure for testing the null hypothesis ‘absence of a drift’ in the Wiener process against the hypothesis that the drift is present. The decision is taken on the basis of current and randomly delayed observations. For any given error probabilities, the optimal decision rule minimizes a certain convex combination of the mean durations corresponding to these hypotheses. By a special geometric result, a convex characterization of the risk is obtained, and the initial problem is reduced to the optimal stopping problem.
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Journal of theoretical probability 12 (1999), S. 399-420 
    ISSN: 1572-9230
    Keywords: Large deviation ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We have found the limit $$L_h = \mathop {\lim \inf }\limits_{T \to \infty } (\log _2 T)^{{2 \mathord{\left/ {\vphantom {2 3}} \right. \kern-\nulldelimiterspace} 3}} \left\| {\frac{{W(T \cdot )}}{{(2T\log _2 T)^{{1 \mathord{\left/ {\vphantom {1 2}} \right. \kern-\nulldelimiterspace} 2}} }} - h} \right\|$$ for a Wiener process W and a class of twice weakly differentiable functions h∈C[0, 1], thus solving the problem of the convergence rate in Chung's functional law for the so-called “slowest points”. Our description is closely related to an interesting functional emerging from a large deviation problem for the Wiener process in a strip.
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Journal of theoretical probability 12 (1999), S. 699-720 
    ISSN: 1572-9230
    Keywords: Gaussian process ; Wiener process ; fractional Brownian motion ; Sobolev norm ; Chung's LIL
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract A sharp small ball estimate under Sobolev type norms is obtained for certain Gaussian processes in general and for fractional Brownian motions in particular. New method using the techniques in large deviation theory is developed for small ball estimates. As an application the Chung's LIL for fractional Brownian motions is given in this setting.
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Journal of theoretical probability 12 (1999), S. 985-1009 
    ISSN: 1572-9230
    Keywords: Fractional Brownian motion ; α-mixing ; Wiener process
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We prove almost sure invariance principles for logarithmic averages of fractional Brownian motions.
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Acta applicandae mathematicae 58 (1999), S. 91-105 
    ISSN: 1572-9036
    Keywords: Vervaat process ; Vervaat-error process ; empirical process ; quantile process ; Bahadur–Kiefer process ; Kiefer process ; Brownian bridge ; Wiener process ; strong approximations ; laws of the iterated logarithm ; convergence in distribution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract It has been known since the pioneering works of Wim Vervaat in the early 70"s that the appropriately normalized Vervaat process asymptotically behaves like one half times the squared empirical process. In this paper we present a survey of the results concerning various distances between the Vervaat process and one half times the squared empirical process. In particular, the pointwise, Lp-, and sup-distances between these two processes are given full consideration.
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