Transition and limiting distributions when covariates are available

2019 ◽  
Vol 183 ◽  
pp. 108553
Author(s):  
Mike G. Tsionas
Keyword(s):  
Limiting Distributions

The geometricity of the limiting distributions in queues and dams

1993 ◽  
Vol 30 (02) ◽  
pp. 438-445
Author(s):  
R. M. Phatarfod
Keyword(s):  
Random Walks ◽  
Limiting Distribution ◽  
Duality Relation ◽  
Limiting Distributions ◽  
Initial Term

There are a number of cases in the theories of queues and dams where the limiting distribution of the pertinent processes is geometric with a modified initial term — herein called zero-modified geometric (ZMG). The paper gives a unified treatment of the various cases considered hitherto and some others by using a duality relation between random walks with impenetrable and with absorbing barriers, and deriving the probabilities of absorption by using Waldian identities. Thus the method enables us to distinguish between those cases where the limiting distribution would be ZMG and those where it would not.

scholarly journals Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations

2016 ◽  
Vol 16 (03) ◽  
pp. 1660015 ◽  
Author(s):  
Davide Faranda ◽  
Jorge Milhazes Freitas ◽  
Pierre Guiraud ◽  
Sandro Vaienti
Keyword(s):  
Extreme Value Theory ◽  
Stationary Process ◽  
Higher Dimensions ◽  
Value Theory ◽  
Extreme Value ◽  
Extremal Index ◽  
Limiting Distributions ◽  
Stochastic Perturbations

We consider globally invertible and piecewise contracting maps in higher dimensions and perturb them with a particular kind of noise introduced by Lasota and Mackey. We got random transformations which are given by a stationary process: in this framework we develop an extreme value theory for a few classes of observables and we show how to get the (usual) limiting distributions together with an extremal index depending on the strength of the noise.

An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration

1993 ◽  
Vol 9 (1) ◽  
pp. 36-61 ◽  
Author(s):  
Katsuto Tanaka
Keyword(s):  
Asymptotic Theory ◽  
Distribution Functions ◽  
Present Approach ◽  
Local Power ◽  
Limiting Distributions ◽  
Spurious Regression ◽  
Alternative Approach

An alternative approach is taken to the asymptotic theory of cointegration. The present approach gives a different expression for the limiting distributions of statistics associated with cointegration, which enables us to compute accurately the distribution functions. Alternative interpretations of cointegration are given and a notion of near cointegration is introduced. We then devise tests which take cointegration as the null and discuss the limiting local power under the alternative of near cointegration.

Limiting Distributions in a Linear Fractional Flow Model

1973 ◽  
Author(s):  
Richard C. Grinold ◽  
Robert E. Stanford
Keyword(s):  
Flow Model ◽  
Fractional Flow ◽  
Limiting Distributions
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