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期刊名:Stochastic processes and their applications

缩写:STOCH PROC APPL

ISSN:0304-4149

e-ISSN:1879-209X

IF/分区:1.2/Q2

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共收录本刊相关文章索引12
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
Einar Bjarki Gunnarsson,Kevin Leder,Xuanming Zhang Einar Bjarki Gunnarsson
The site frequency spectrum (SFS) is a widely used summary statistic of genomic data. Motivated by recent evidence for the role of neutral evolution in cancer, we investigate the SFS of neutral mutations in an exponentially growing populati...
Jianqing Fan,Yongyi Guo,Bai Jiang Jianqing Fan
High-dimensional linear regression has been intensively studied in the community of statistics in the last two decades. For the convenience of theoretical analyses, classical methods usually assume independent observations and sub-Gaussian-...
Felipe Medina-Aguayo,Daniel Rudolf,Nikolaus Schweizer Felipe Medina-Aguayo
The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis-Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov ch...
Steven N Evans,Alexandru Hening Steven N Evans
Suppose that (Xt ) t ≥0 is a one-dimensional Brownian motion with negative drift -μ. It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned p...
Mathias Beiglböck,Walter Schachermayer,Bezirgen Veliyev Mathias Beiglböck
Every submartingale S of class D has a unique Doob-Meyer decomposition S = M + A , where M is a martingale and A is a predictable increasing process starting at 0. We provide a short proof of the Doob-Meyer decomposition theorem. Several pr...
N N Leonenko,I Papić,A Sikorskii et al. N N Leonenko et al.
We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backward Kolmogorov equations with space-varyin...
Hye Soo Choi,Steven N Evans Hye Soo Choi
We consider a Markov chain that iteratively generates a sequence of random finite words in such a way that the nth word is uniformly distributed over the set of words of length 2n in which n letters are a and n letters are b: at each step a...
James Robins,Lingling Li,Eric Tchetgen et al. James Robins et al.
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction...
Evan Greene,Jon A Wellner Evan Greene
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our deve...
Lutz Dümbgen,Jon A Wellner,Malcolm Wolff Lutz Dümbgen
In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If f(t0) > 0, f'(t0)