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离散与连续时间强相依高斯过程最大值与和的渐近关系 被引量：14

The Asymptotic Relation Between the Maxima and Sums of Discrete and Continuous Time Strongly Dependent Gaussian Processes
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摘要 本文研究了一类强相依高斯过程最大值与和以及该过程离散化后最大值与和之间的渐近关系,结果表明无论离散格点如何选择,它们的分布都是渐近一致的. In this paper, the asymptotic relation between the maximum and the sum of a continuous strongly dependent stationary Gaussian process, and the maximum and the sum of this process sampled at discrete time points is studied. It is shown that these two extreme values and sums are asymptotically totally dependent no matter what the grid of the discrete time points is.
作者 谭中权
机构地区 嘉兴学院数理信息工程学院
出处 《应用数学学报》 CSCD 北大核心 2015年第1期27-36,共10页 Acta Mathematicae Applicatae Sinica
基金 国家自然科学基金(11326175) 浙江省自然科学基金(LQ14A010012) 嘉兴学院科研启动资金(70512021)资助项目
关键词 连续时间过程 离散时间过程 极值 高斯过程 部分和 continuous time process discrete time process, extreme values Gaussian processes partial sums
分类号 O211.4 [理学—概率论与数理统计]
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参考文献15

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  • 2Stankovic M S, Johansson K H, Stipanovic D M. Distributed seeking of Nash equilibria with applications to mobile sensor networks[J]. IEEE Transaction on Automatic Control,2012,57(4):904-919.
  • 3Renan A, Gundolf H , Manfred L, et al.. Comparing CUDA and OpenGL implementations for a Jacobi iteration[C]. IEEE, 2009 : 22-32.
  • 4Lin J, Chen Y. Design and implementation of Jacobi algorithms on GPU[C]. IEEE, 2010:448-450.
  • 5Zhang Z, Miao Q, Wang Y. CUDA-Based Jacobi's iterative method [C]. IEEE, 2009:259-262.
  • 6Chan T F, Shen J. Non-texture in painting by curva-true-driven difusions [J]. Journal of Visual Communication and Image Represen- tation, 2001, 12(4):436-449.
  • 7Roth S, Black M J .Fields of Experts [J]. International Journal of Computer Vision Computer, 2009,82(2):205-229.
  • 8Criminisi A, Perez P, Toyama K.Region filling and object removal by exemplar- based image inpainting [J]. IEEE Trans. Image Processing, 2004,9(13): 1200-1212.
  • 9Chan T F, Shen J, Zhou H M. Total variation wavelet imprinting [J]. Math Imaging Vision, 2006, 25(1) : 107-125.
  • 10Jin, Yaochu,Branke, Jürgen.Evolutionary optimization in uncertain environments - A survey. IEEE Transactions on Evolutionary Computation . 2005

引证文献14

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应用数学学报
2015年 第1期

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