scholarly journals First time to exit of a continuous Itô process: General moment estimates and ${\mathrm{L}}_{1}$-convergence rate for discrete time approximations

Bernoulli ◽  
2017 ◽  
Vol 23 (3) ◽  
pp. 1631-1662 ◽  
Author(s):  
Bruno Bouchard ◽  
Stefan Geiss ◽  
Emmanuel Gobet
Keyword(s):  
Convergence Rate ◽  
Discrete Time ◽  
Moment Estimates ◽  
Ito Process ◽  
First Time

scholarly journals HYPERCHAOTIC DYNAMICS OF A NEW FRACTIONAL DISCRETE-TIME SYSTEM

Fractals ◽  
2021 ◽  
pp. 2140034
Author(s):  
AMINA-AICHA KHENNAOUI ◽  
ADEL OUANNAS ◽  
SHAHER MOMANI ◽  
ZOHIR DIBI ◽  
GIUSEPPE GRASSI ◽  
...  
Keyword(s):  
Discrete Time ◽  
Three Dimensional ◽  
Phase Portraits ◽  
Bifurcation Diagrams ◽  
Discrete Time System ◽  
Time System ◽  
Discrete Time Systems ◽  
Simulation Results ◽  
Time Systems ◽  
First Time

In recent years, some efforts have been devoted to nonlinear dynamics of fractional discrete-time systems. A number of papers have so far discussed results related to the presence of chaos in fractional maps. However, less results have been published to date regarding the presence of hyperchaos in fractional discrete-time systems. This paper aims to bridge the gap by introducing a new three-dimensional fractional map that shows, for the first time, complex hyperchaotic behaviors. A detailed analysis of the map dynamics is conducted via computation of Lyapunov exponents, bifurcation diagrams, phase portraits, approximated entropy and [Formula: see text] complexity. Simulation results confirm the effectiveness of the approach illustrated herein.

An extension of the waiting time distribution of first conceptions

1978 ◽  
Vol 10 (3) ◽  
pp. 231-234
Author(s):  
K. B. Pathak
Keyword(s):  
Discrete Time ◽  
Waiting Time ◽  
Time Distribution ◽  
Probability Model ◽  
Waiting Time Distribution ◽  
Moment Estimates ◽  
The Moment

SummaryA discrete time probability model has been developed to describe the waiting time until the first conception for a woman who is married before the age of 20 years. The model is illustrated by applying it to data on the time of first conception on the basis of the moment estimates of the parameters.

scholarly journals Consensus of Discrete Time Second-Order Multiagent Systems with Time Delay

2012 ◽  
Vol 2012 ◽  
pp. 1-9 ◽  
Author(s):  
Wei Zhu
Keyword(s):  
Time Delay ◽  
Convergence Rate ◽  
Theoretical Result ◽  
Multiagent Systems ◽  
Discrete Time ◽  
Second Order ◽  
Sufficient Condition ◽  
Consensus Problem ◽  
Necessary And Sufficient Condition ◽  
Necessary And Sufficient

The consensus problem for discrete time second-order multiagent systems with time delay is studied. Some effective methods are presented to deal with consensus problems in discrete time multiagent systems. A necessary and sufficient condition is established to ensure consensus. The convergence rate for reaching consensus is also estimated. It is shown that arbitrary bounded time delay can safely be tolerated. An example is presented to illustrate the theoretical result.

scholarly journals Estimates of the convergence rate in the limit theorems on transition phenomena for branching random processes

2021 ◽  
pp. 15-28
Author(s):  
Ш.Ю. Жураев ◽  
А.Ф. Алиев
Keyword(s):  
Convergence Rate ◽  
Discrete Time ◽  
Limit Theorems ◽  
Random Processes ◽  
Initial Moment ◽  
Conditional Distributions ◽  
Number Of Particles

В данной работе рассматриваются ветвящиеся случайные процессы с дискретным временем в двух предположениях: в начальный момент времени имеется одна частица или в начальный момент времени существует большое число частиц. В переходных явлениях для таких ветвящихся случайных процессов получены оценки скорости сходимости условных законов распределений к предельному распределению. We consider branching random processes with discrete time in two assumptions: at the initial moment of time there is one particle and there are large number of particles. In transition phenomena for such branching random processes, estimates of the convergence rate of conditional distributions are obtained.

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