The Experts below are selected from a list of 9 Experts worldwide ranked by ideXlab platform
Grzegorz Mzyk - One of the best experts on this subject based on the ideXlab platform.
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wiener hammerstein system identification with non gaussian input
IFAC Proceedings Volumes, 2010Co-Authors: Grzegorz MzykAbstract:Abstract The paper addresses the problem of non-parametric estimation of the static characteristic in Wiener-Hammerstein (sandwich) system excited and disturbed by random processes. A new, kernel-like method is presented. The proposed estimate is consistent under small amount of a priori information. An IIR dynamics, non-invertible static non-linearity, and non-Gaussian excitations are admitted. The convergence of the estimate is proved for each Continuity Point of the static characteristic and the asymptotic rate of convergence is analysed. The results of computer simulation example are included to illustrate the behaviour of the estimate for moderate number of observations.
Arkadi Predtetchinski - One of the best experts on this subject based on the ideXlab platform.
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on refinements of subgame perfect epsilon equilibrium
International Journal of Game Theory, 2016Co-Authors: Janos Flesch, Arkadi PredtetchinskiAbstract:The concept of subgame perfect \(\epsilon \)-equilibrium (\(\epsilon \)-SPE), where \(\epsilon \) is an error-term, has in recent years emerged as a prominent solution concept for perfect information games of infinite duration. We propose two refinements of this concept: Continuity \(\epsilon \)-SPE and \(\phi \)-tolerance equilibrium. A Continuity \(\epsilon \)-SPE is an \(\epsilon \)-SPE in which, in any subgame, the induced play is a Continuity Point of the payoff functions. We prove that Continuity \(\epsilon \)-SPE exists for each \(\epsilon > 0\) if the payoff functions are bounded and lower semicontinuous. A loss tolerance function \(\phi \) is a function that assigns to each history \(h\) a positive real number \(\phi (h)\). A strategy profile is said to be a \(\phi \)-tolerance equilibrium if for each history \(h\) it is a \(\phi (h)\)-equilibrium in the subgame starting at \(h\). We prove that, for each loss tolerance function \(\phi \), there exists a \(\phi \)-tolerance equilibrium provided that the payoff functions are bounded and continuous. We give counterexamples to show the sharpness of the existence results.
Saralees Nadarajah - One of the best experts on this subject based on the ideXlab platform.
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almost sure convergence of sample range
Extremes, 2007Co-Authors: Tan Zhongquan, Peng Zuoxiang, Saralees NadarajahAbstract:Let X1, X2, ... be i.i.d. random variables. The sample range is Rn = max {Xi, 1 ≤ i ≤ n} − min {Xi, 1 ≤ i ≤ n}. If \( \alpha _{k} {\left( {R_{k} - \beta _{k} } \right)}\xrightarrow{w}G\) for a non-degenerate distribution G and some sequences (αk), (βk) then we have $${\mathop {\lim }\limits_{n \to \infty } }\frac{1}{{\log n}}{\sum\limits_{k = 1}^n {\frac{1}{k}I{\left( {\alpha _{k} {\left( {R_{k} - \beta _{k} } \right)} \leqslant x} \right)} = G{\left( x \right)}} }$$ and $${\mathop {\lim }\limits_{n \to \infty } }\frac{1}{{\log n}}{\sum\limits_{k = 1}^n {\frac{1}{k}f{\left( {\alpha _{k} {\left( {R_{k} - \beta _{k} } \right)}} \right)} = {\int_{ - \infty }^\infty {f{\left( x \right)}dG{\left( x \right)}} }} }$$ almost surely for any Continuity Point x of G and for any bounded Lipschitz function f: R → R.
Janos Flesch - One of the best experts on this subject based on the ideXlab platform.
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on refinements of subgame perfect epsilon equilibrium
International Journal of Game Theory, 2016Co-Authors: Janos Flesch, Arkadi PredtetchinskiAbstract:The concept of subgame perfect \(\epsilon \)-equilibrium (\(\epsilon \)-SPE), where \(\epsilon \) is an error-term, has in recent years emerged as a prominent solution concept for perfect information games of infinite duration. We propose two refinements of this concept: Continuity \(\epsilon \)-SPE and \(\phi \)-tolerance equilibrium. A Continuity \(\epsilon \)-SPE is an \(\epsilon \)-SPE in which, in any subgame, the induced play is a Continuity Point of the payoff functions. We prove that Continuity \(\epsilon \)-SPE exists for each \(\epsilon > 0\) if the payoff functions are bounded and lower semicontinuous. A loss tolerance function \(\phi \) is a function that assigns to each history \(h\) a positive real number \(\phi (h)\). A strategy profile is said to be a \(\phi \)-tolerance equilibrium if for each history \(h\) it is a \(\phi (h)\)-equilibrium in the subgame starting at \(h\). We prove that, for each loss tolerance function \(\phi \), there exists a \(\phi \)-tolerance equilibrium provided that the payoff functions are bounded and continuous. We give counterexamples to show the sharpness of the existence results.
Tan Zhongquan - One of the best experts on this subject based on the ideXlab platform.
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almost sure convergence of sample range
Extremes, 2007Co-Authors: Tan Zhongquan, Peng Zuoxiang, Saralees NadarajahAbstract:Let X1, X2, ... be i.i.d. random variables. The sample range is Rn = max {Xi, 1 ≤ i ≤ n} − min {Xi, 1 ≤ i ≤ n}. If \( \alpha _{k} {\left( {R_{k} - \beta _{k} } \right)}\xrightarrow{w}G\) for a non-degenerate distribution G and some sequences (αk), (βk) then we have $${\mathop {\lim }\limits_{n \to \infty } }\frac{1}{{\log n}}{\sum\limits_{k = 1}^n {\frac{1}{k}I{\left( {\alpha _{k} {\left( {R_{k} - \beta _{k} } \right)} \leqslant x} \right)} = G{\left( x \right)}} }$$ and $${\mathop {\lim }\limits_{n \to \infty } }\frac{1}{{\log n}}{\sum\limits_{k = 1}^n {\frac{1}{k}f{\left( {\alpha _{k} {\left( {R_{k} - \beta _{k} } \right)}} \right)} = {\int_{ - \infty }^\infty {f{\left( x \right)}dG{\left( x \right)}} }} }$$ almost surely for any Continuity Point x of G and for any bounded Lipschitz function f: R → R.