9 resultados para ASYMPTOTIC BEHAVIOR

em Bulgarian Digital Mathematics Library at IMI-BAS


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This work was presented in part at the 8th International Conference on Finite Fields and Applications Fq^8 , Melbourne, Australia, 9-13 July, 2007.

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2000 Mathematics Subject Classification: 35J70, 35P15.

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Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study the asymptotic behavior of the partial sum process SN (t) = ⅀( i=1 ... [N t] ) Xi , and derive series representations of the limiting geometric stable process and the corresponding stochastic integral. We also obtain strong invariance principles for stable and geometric stable laws.

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MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

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We present a test for identifying clusters in high dimensional data based on the k-means algorithm when the null hypothesis is spherical normal. We show that projection techniques used for evaluating validity of clusters may be misleading for such data. In particular, we demonstrate that increasingly well-separated clusters are identified as the dimensionality increases, when no such clusters exist. Furthermore, in a case of true bimodality, increasing the dimensionality makes identifying the correct clusters more difficult. In addition to the original conservative test, we propose a practical test with the same asymptotic behavior that performs well for a moderate number of points and moderate dimensionality. ACM Computing Classification System (1998): I.5.3.

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The asymptotic behavior of multiple decision procedures is studied when the underlying distributions depend on an unknown nuisance parameter. An adaptive procedure must be asymptotically optimal for each value of this nuisance parameter, and it should not depend on its value. A necessary and sufficient condition for the existence of such a procedure is derived. Several examples are investigated in detail, and possible lack of adaptation of the traditional overall maximum likelihood rule is discussed.

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2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.

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2000 Mathematics Subject Classification: 60J80, 62P05.