搜索结果: 1-15 共查到“理论统计学 Random walk”相关记录17条 . 查询时间(0.078 秒)
A random walk on image patches
image patches di usion maps Laplacian eigenmaps graph Laplacian
2011/7/19
In this paper we address the problem of understanding the success of algorithms that organize patches according to graph-based metrics. Algorithms that analyze patches extracted from images or time se...
The ladder variables of a Markov random walk
Markov random walks ladder variables Harris recurrence regeneration epochs coupling
2009/9/22
Given a Harris chain (M,,)n40 on any state space
(9C,) with essentially unique stationary measure <, let (Xn)nZObe
a sequence of real-valued random variables which are conditionally
independent, gi...
The existence of a steady state for perturbed symmetric random walk on a random lattice
Random field passive tracer random walk in random environment Einstein relation
2009/9/21
In the present paper we consider a continuous time
random walk on an anisotropic random lattice. We show the existence
of a steady state 0, for the environment process (( (t)),ao corresponding
to t...
ON TWE RENlARRABLE DISTRIBUTIONS OF MAXIPMA OF SOME FRAGMENTS OF THE STANI)ARD REFLECTING RANDOM WALK AND BROWNIAN MOTION
Standard random walk standard Brownian motion excursion meander comeander infinite divisibility
2009/9/18
In this paper, we consider some distributions of maxima
of excursions and related variables for standard random walk and
Brownian motion. We discuss the infinite divisibility properties of
these di...
On the scaling limit of simple random walk excursion measure in the plane
Brownian excursion measure Brownian motion simple random walk excursion measure excursion Poisson kernel strong approximation scaling limit
2009/6/12
The Brownian excursion measure is a conformally invariant innite measure on curves. It gured prominently in one of rst major applications of SLE, namely the explicit calculations of the planar Brownia...
Random Walk in Dynamic Markovian Random Environment
Random Walk Markovian Random Environment
2009/6/12
Random Walk in Dynamic Markovian Random Environment.
Ballistic random walk in a random environment with a forbidden direction
ballistic random walk random environment forbidden direction
2009/6/12
Ballistic random walk in a random environment with a forbidden.
The scaling limit of senile reinforced random walk
random walk reinforcement invariance principle fractional kinetics time-change
2009/4/29
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
Uniqueness of the mixing measure for a random walk in a random environment on the positive integers
random walk in a random environment mixingmeasure
2009/4/29
Consider a random walk in an irreducible random environment on the positive integers. We prove that the annealed law of the random walk determines uniquely the law of the random environment. An applic...
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Random walk hitting time exit time sandpile model
2009/4/28
We consider a random walk $S_n = sum_{i=1}^n X_i$ with i.i.d. $X_i$. We assume that the $X_i$ take values in $Bbb Z^d$, have bounded support and zero mean. For $A subset Bbb Z^d, A ne emptyset$ we def...
Random Walk Attracted by Percolation Clusters
subcritical percolation subdiffusivity reversibility spectral gap
2009/4/27
Starting with a percolation model in Zd in the subcritical regime, we consider a random walk described as follows: the probability of transition from x to y is proportional to some function f of the s...
On the Zero-One Law and the Law of Large Numbers for Random Walk in Mixing Random Environment
Random walk random environment zero-one law law of large numbers
2009/4/24
We prove a weak version of the law of large numbers for multi-dimensional finite range random walks in certain mixing elliptic random environments. This already improves previously existing results, w...
The scaling limit of senile reinforced random walk
senile reinforced random walk scaling limit
2009/4/22
This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable cond...
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Central Limit Theorem Random Walk Dimension
2009/3/23
We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension d≥2
A functional limit theorem for a 2d-random walk with dependent marginals
functional limit theorem random walk
2009/3/20
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal ...