Stochastic Processes

2021 ◽  
pp. 237-254
Author(s):  
James Davidson

This chapter begins with some fundamental ideas concerning random sequences, and related convergence concepts. It discusses the underlying probability model, and develops the idea of infinite dimensional Euclidean space and the associated Borel field, leading on to the Kolmogorov consistency theorem. The chapter concludes with consideration of uniform and limiting properties, including uniform boundedness and uniform integrability.

1999 ◽  
Vol 6 (4) ◽  
pp. 323-334
Author(s):  
A. Kharazishvili

Abstract We give a characterization of all those groups of isometric transformations of a finite-dimensional Euclidean space, for which an analogue of the classical Vitali theorem [Sul problema della misura dei gruppi di punti di una retta, 1905] holds true. This characterization is formulated in purely geometrical terms.


1972 ◽  
Vol 31 (1) ◽  
pp. 131-140 ◽  
Author(s):  
Donald W. Zimmerman

The concepts of random error and reliability of measurements that are familiar in traditional theories based on the notions of “true values” and “errors” can be represented by a probability model having a simpler formal structure and fewer special assumptions about random sampling and independence of measurements. In this model formulas that relate observable events are derived from probability axioms and from primitive terms that refer to observable events, without an intermediate structure containing variances and correlations of “true” and “error” components of scores. While more economical in language and formalism, the model at the same time is more general than classical theories and applies to stochastic processes in which joint distributions of many dependent random variables are of interest. In addition, it clarifies some long-standing problems concerning “experimental independence” of measurements and the relation of sampling of individuals to sampling of measurements.


Author(s):  
A. P. Stone

ABSTRACTGeneral shift operators for angular momentum are obtained and applied to find closed expressions for some Wigner coefficients occurring in a transformation between two equivalent representations of the four-dimensional rotation group. The transformation gives rise to analytical relations between hyperspherical harmonics in a four-dimensional Euclidean space.


Author(s):  
J. F. C. Kingman

1. A type of problem which frequently occurs in probability theory and statistics can be formulated in the following way. We are given real-valued functions f(x), gi(x) (i = 1, 2, …, k) on a space (typically finite-dimensional Euclidean space). Then the problem is to set bounds for Ef(X), where X is a random variable taking values in , about which all we know is the values of Egi(X). For example, we might wish to set bounds for P(X > a), where X is a real random variable with some of its moments given.


SIMULATION ◽  
1973 ◽  
Vol 21 (5) ◽  
pp. 145-149 ◽  
Author(s):  
John Rees Jones

2014 ◽  
Vol 46 (3) ◽  
pp. 622-642 ◽  
Author(s):  
Julia Hörrmann ◽  
Daniel Hug

We study a parametric class of isotropic but not necessarily stationary Poisson hyperplane tessellations in n-dimensional Euclidean space. Our focus is on the volume of the zero cell, i.e. the cell containing the origin. As a main result, we obtain an explicit formula for the variance of the volume of the zero cell in arbitrary dimensions. From this formula we deduce the asymptotic behaviour of the volume of the zero cell as the dimension goes to ∞.


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