On path properties of super-2 processes. I

Author(s):  
Donald Dawson ◽  
Kenneth Hochberg ◽  
V Vinogradov
Keyword(s):  

2016 ◽  
Vol 51 (1) ◽  
pp. 733-747 ◽  
Author(s):  
Krishnendu Chatterjee ◽  
Amir Kafshdar Goharshady ◽  
Rasmus Ibsen-Jensen ◽  
Andreas Pavlogiannis


1988 ◽  
Vol 20 (4) ◽  
pp. 719-738 ◽  
Author(s):  
Michael Aronowich ◽  
Robert J. Adler

We study the sample path properties of χ2 random surfaces, in particular in the neighbourhood of their extrema. We show that, as is the case for their Gaussian counterparts, χ2 surfaces at high levels follow the form of certain deterministic paraboloids, but that, unlike their Gaussian counterparts, at low levels their form is much more random. This has a number of interesting implications in the modelling of rough surfaces and the study of the ‘robustness' of Gaussian field models. The general approach of the paper is the study of extrema via the ‘Slepian model process', which, for χ2 fields, is tractable only at asymptotically high or low levels.



1993 ◽  
Vol 65 (2) ◽  
pp. 270-273
Author(s):  
Michael C. Fu ◽  
Jian-Qiang Hu




2001 ◽  
Vol 87 (19) ◽  
Author(s):  
R. L. Willett ◽  
K. W. West ◽  
L. N. Pfeiffer
Keyword(s):  


2012 ◽  
pp. 43-48
Author(s):  
Richard F. Bass


1994 ◽  
Vol 31 (04) ◽  
pp. 958-978 ◽  
Author(s):  
Sidney I. Resnick ◽  
Rishin Roy

In this paper, we develop the probabilistic foundations of the dynamic continuous choice problem. The underlying choice set is a compact metric space E such as the unit interval or the unit square. At each time point t, utilities for alternatives are given by a random function . To achieve a model of dynamic continuous choice, the theory of classical vector-valued extremal processes is extended to super-extremal processes Y = {Yt, t > 0}. At any t > 0, Y t is a random upper semicontinuous function on a locally compact, separable, metric space E. General path properties of Y are discussed and it is shown that Y is Markov with state-space US(E). For each t > 0, Y t is associated. For a compact metric E, we consider the argmax process M = {Mt, t > 0}, where . In the dynamic continuous choice application, the argmax process M represents the evolution of the set of random utility maximizing alternatives. M is a closed set-valued random process, and its path properties are investigated.



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