scientific article
From MaRDI portal
Publication:3747398
zbMath0608.60001MaRDI QIDQ3747398
M. I. Portenko, Anatoli V. Skorokhod, Anatoly F. Turbin, Vladimir S. Korolyuk
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Related Items (74)
Terminal invariance of stochastic diffusion systems ⋮ Reconstruction of external actions under incomplete information in a linear stochastic equation ⋮ Probabilistic model of threshold behavior in multiagent systems ⋮ On asymptotics of the potential of a countable ergodic Markov chain ⋮ Extending the theory of Liptser-Shiryaev filters ⋮ Terminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variable ⋮ Fluctuations in the mass-action model for ligand-receptor binding ⋮ Исследование статистик графов ближайших соседей ⋮ Reconstruction of random-disturbance amplitude in linear stochastic equations from measurements of some of the coordinates ⋮ Methods of ellipsoidal filtration in nonlinear stochastic systems on manifolds ⋮ On the stability of a linear system of difference equations with random parameters ⋮ Optimal nonlinear recurrent finite memory filter ⋮ Unnamed Item ⋮ A control problem under incomplete information for a linear stochastic differential equation ⋮ On extremal properties of mean values of continuous random variables and relations between them ⋮ Optimization of quasilinear stochastic control-nonlinear diffusion systems ⋮ Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Moment characteristic method in the optimal control theory of diffusion-type stochastic systems ⋮ Dynamical System Model with the use of Liouville Equation for Empirical Distribution Function Densities ⋮ Multivariate data analysis based on the \(\omega_n^k\)-criteria and multilayer perceptron ⋮ A guaranteed control problem for a linear stochastic differential equation ⋮ Some algorithms for the improvement of time-varying controllers on an infinite time horizon ⋮ Unnamed Item ⋮ Asymptotic properties of the corrected score estimator in the autoregressive model with measurement errors ⋮ Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\) ⋮ Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Cycle structure of random substitutions on the set of two-color elements. IV;Цикловая структура случайных подстановок на множестве двухцветных элементов. IV ⋮ Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means ⋮ Disorder indicator for nonstationary stochastic processes ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Poisson random walks with alternating jumps and Newtonian mechanics ⋮ Verification of a stochastic diffusion gas model ⋮ Моделирование графов ближайших соседей для оценки вероятности независимости выборочных данных;Modeling of nearest neighbor graphs to estimate the probability of independence of data ⋮ Моделирование эволюции выборочных распределений случайных величин с помощью уравнения Лиувилля ⋮ An approach to solving input reconstruction problems in stochastic differential equations: dynamic algorithms and tuning their parameters ⋮ A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process ⋮ The arctangent regression and the estimation of parameters of the Cauchy distribution ⋮ Methods for determining the concentration of microdefects in stretchable material samples ⋮ Robustness of the algorithm of identification of the type of dynamic object found at the finite sequence of 2D background frames of the optoelectron device ⋮ Fractional and integer derivatives with continuously distributed lag ⋮ On guaranteed sample volume in the problem of estimating unknown probability ⋮ Unnamed Item ⋮ Analysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood method ⋮ High-accuracy control systems with singular perturbations ⋮ Dynamic restoration of the unknown function in the linear stochastic differential equation ⋮ Mathematical problems in the theory of processor-sharing queueing systems ⋮ Sufficient conditions for terminal invariance of stochastic jump diffusion systems ⋮ Controllability of a linear dynamical system with random parameters ⋮ Optimal continuous-discrete nonlinear finite memory filter with discrete predictions ⋮ Invariance of stochastic diffusion systems ⋮ Terminal invariance of jump diffusions ⋮ Dynamic reconstruction of disturbances in a quasilinear stochastic differential equation ⋮ Continuous finite-dimensional locally optimal filtering of jump diffusions ⋮ Unnamed Item ⋮ Statistical characteristics of attainability set of controllable systems with random coefficients ⋮ Upper-bound estimates for classifiers based on a dissimilarity function ⋮ Optimal structure of continuous nonlinear reduced-order Pugachev filter ⋮ Study of a stochastic model of the ``dangling spider problem with an infinite previous history and Poisson switchings ⋮ Unnamed Item ⋮ Problem of reconstructing a disturbance in a linear stochastic equation: the case of incomplete information ⋮ Convergence of estimators in the polynomial measurement error model ⋮ Оценивание линейной регрессии на основе обобщенного метода наименьших модулей ⋮ On Fokker-Planck model for the Boltzmann collision integral at the moderate Knudsen numbers ⋮ A local large deviation principle for inhomogeneous birth-death processes ⋮ Mathematical modeling of the mean concentration field in random stratified structures with regard for the jumps of sought function on the interfaces ⋮ Averaging in the case of multiple invariant measures for the fast system ⋮ Adaptive recognition of a Markov binary signal of a linear system based on the Pearson type I distribution ⋮ Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals ⋮ On limit distributions emerging in the generalized Birnbaum-Saunders model ⋮ Optimization of stochastic jump diffusion systems nonlinear in the control ⋮ Reconstruction problem with incomplete information for a quasilinear stochastic differential equation ⋮ Критерии проверки гипотезы о наличии зашумленной функциональной зависимости между случайными двоичными векторами и битами ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)
This page was built for publication: