Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G17 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60G70 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6627072 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
\(q\)-Ornstein-Uhlenbeck processes | |||
Property / zbMATH Keywords: \(q\)-Ornstein-Uhlenbeck processes / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
sample paths | |||
Property / zbMATH Keywords: sample paths / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Markov processes | |||
Property / zbMATH Keywords: Markov processes / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
double-sum method | |||
Property / zbMATH Keywords: double-sum method / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Poisson limit theorem | |||
Property / zbMATH Keywords: Poisson limit theorem / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
mixing condition | |||
Property / zbMATH Keywords: mixing condition / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
extreme value theory | |||
Property / zbMATH Keywords: extreme value theory / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2963894177 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1603.09685 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4001807 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Probability approximations via the Poisson clumping heuristic / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4888858 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Processes with free increments / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: \(q\)-Gaussian processes: Non-commutative and classical aspects / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Basic properties of strong mixing conditions. A survey and some open questions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The local structure of $q$-Gaussian processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Conditional moments of \(q\)-Meixner processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Poisson approximation for dependent trials / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3721531 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: THE LOCAL STRUCTURE OF RANDOM PROCESSES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Extremes and related properties of random sequences and processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Brownian Motion / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4864754 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4301585 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: $q$-Wiener and $(\alpha,q)$-Ornstein--Uhlenbeck Processes. A Generalization of Known Processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4664799 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3605398 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 14:38, 12 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large jumps of \(q\)-Ornstein-Uhlenbeck processes |
scientific article |
Statements
Large jumps of \(q\)-Ornstein-Uhlenbeck processes (English)
0 references
13 September 2016
0 references
\(q\)-Ornstein-Uhlenbeck processes
0 references
sample paths
0 references
Markov processes
0 references
double-sum method
0 references
Poisson limit theorem
0 references
mixing condition
0 references
extreme value theory
0 references
0 references
0 references