The Experts below are selected from a list of 412251 Experts worldwide ranked by ideXlab platform
Zhenwei Zhou - One of the best experts on this subject based on the ideXlab platform.
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Limiting Behavior of Extrema of Certain Conditional Sample Functions
2006Co-Authors: Zhenwei ZhouAbstract:LIMITING BEHAVIOR OF EXTREMA OF CERTAIN CONDITIONAL Sample FunctionS ZHENWEI ZHOU AND PRANAB K. SEN be independent identically distributed as = , has the conditional distribution ( j ) (unknown). We investigate the behavior of the extrema of Sample Functions of the form ( nk ( j )), where nk ( j ) is the nearest neighbor ( -NN) estimator of ( j ). Speci - cally, we rst study the properties of a multiparameter process n = 1 = 2 ( nk ( j ) ( j )), ( ) 2 R + C , where C is a compact set in R q . Then under some regular conditions we show that there exists a Gaussian process ( ) such that f 1 = 2 (sup x ( nk ( j )) sup x ( ( j ))) ; 2 Cg convergences weakly to . The above problem is motivated by the study of the strength of a bundle of parallel laments in reliability theory when there are concomitant variates. X 1 ; Y 1 ; Y X 2 ; Y 2 ; : : : ; X X; Y X Abstract. Let ( q ). Given ( ) ( 2 R and 2 R x; G x y G x y k n ; Y n ) Y y X G x y k G x y x y W k G G x y x; y W : ; k x; G x y x; G x y y W 1. Introduction In reliability theory, there is a considerable literature on the statistical theory of the strength of a bundle of n parallel laments or bres. Suppose that a bundle is clamped at each end and elongated by increasing the distance between the clamps, the problem is to determine the probabilistic characteristic of the maximum tensile load that the bundle will sustain in terms of the probabilistic and mechanical characteristics of the individual bre and the clamping mechanism. Let X n 1 X nn be the n ordered values of X 1 ; ; X n , representing the strengths (non- negative random variables) of individual laments in a bundle of n parallel laments of equal length. If we assume that the force of a fre e load on the bundle is distributed equally on each lament and the strength of an individual lament is independent of the number of laments in a bundle, then the minimum load B n beyond which all the laments of the bundle give away is de ned to be the strength of the bundle . 1991 Mathematics Subject Classi cation. Primary 62E20, 62G20; secondary 62G05 62N99 . Key words and phrases. bundle strength of laments; conditional distribution; conditional Sample Function; gaussian process; conditional multiparameter process; shrinking neighborhood; extrema.
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Limiting Behavior of Extrema of Certain Conditional Sample Functions
1999Co-Authors: Zhenwei ZhouAbstract:LIMITING BEHAVIOR OF EXTREMA OF CERTAIN CONDITIONAL Sample FunctionS ZHENWEI ZHOU AND PRANAB K. SEN be independent identically distributed as = , has the conditional distribution ( j ) (unknown). We investigate the behavior of the extrema of Sample Functions of the form ( nk ( j )), where nk ( j ) is the nearest neighbor ( -NN) estimator of ( j ). Speci - cally, we rst study the properties of a multiparameter process n = 1 = 2 ( nk ( j ) ( j )), ( ) 2 R + C , where C is a compact set in R q . Then under some regular conditions we show that there exists a Gaussian process ( ) such that f 1 = 2 (sup x ( nk ( j )) sup x ( ( j ))) ; 2 Cg convergences weakly to . The above problem is motivated by the study of the strength of a bundle of parallel laments in reliability theory when there are concomitant variates. X 1 ; Y 1 ; Y X 2 ; Y 2 ; : : : ; X X; Y X Abstract. Let ( q ). Given ( ) ( 2 R and 2 R x; G x y G x y k n ; Y n ) Y y X G x y k G x y x y W k G G x y x; y W : ; k x; G x y x; G x y y W 1. Introduction In reliability theory, there is a considerable literature on the statistical theory of the strength of a bundle of n parallel laments or bres. Suppose that a bundle is clamped at each end and elongated by increasing the distance between the clamps, the problem is to determine the probabilistic characteristic of the maximum tensile load that the bundle will sustain in terms of the probabilistic and mechanical characteristics of the individual bre and the clamping mechanism. Let X n 1 X nn be the n ordered values of X 1 ; ; X n , representing the strengths (non- negative random variables) of individual laments in a bundle of n parallel laments of equal length. If we assume that the force of a fre e load on the bundle is distributed equally on each lament and the strength of an individual lament is independent of the number of laments in a bundle, then the minimum load B n beyond which all the laments of the bundle give away is de ned to be the strength of the bundle . 1991 Mathematics Subject Classi cation. Primary 62E20, 62G20; secondary 62G05 62N99 . Key words and phrases. bundle strength of laments; conditional distribution; conditional Sample Function; gaussian process; conditional multiparameter process; shrinking neighborhood; extrema.
Jian-wei Zhou - One of the best experts on this subject based on the ideXlab platform.
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Sample Function properties of two-parameter Markov processes
Stochastic Processes and their Applications, 1993Co-Authors: Xiao-wen Zhou, Jian-wei ZhouAbstract:This paper is concerned with the Sample Function properties of two-parameter*-Markov processes. Some sufficient conditions in terms of transition Functions are given for the Sample Functions to be bounded (more precisely, bounded on any finite rectangle), to be continuous or to possess open quadrantal limits.
Richard M. Dudley - One of the best experts on this subject based on the ideXlab platform.
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Sample Functions of the Gaussian Process
Annals of Probability, 2010Co-Authors: Richard M. DudleyAbstract:This is a survey on Sample Function properties of Gaussian processes with the main emphasis on boundedness and continuity, including Holder conditions locally and globally. Many other Sample Function properties are briefly treated.
Xiao-wen Zhou - One of the best experts on this subject based on the ideXlab platform.
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Sample Function properties of two-parameter Markov processes
Stochastic Processes and their Applications, 1993Co-Authors: Xiao-wen Zhou, Jian-wei ZhouAbstract:This paper is concerned with the Sample Function properties of two-parameter*-Markov processes. Some sufficient conditions in terms of transition Functions are given for the Sample Functions to be bounded (more precisely, bounded on any finite rectangle), to be continuous or to possess open quadrantal limits.
Georg Lindgren - One of the best experts on this subject based on the ideXlab platform.
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Stationary Stochastic Processes: Theory and Applications
2012Co-Authors: Georg LindgrenAbstract:Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews Sample Function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes.
