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Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm 被引量:2
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作者 WEI Qi-cai 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2015年第2期217-226,共10页
In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments fo... In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process. 展开更多
关键词 Wiener process subsequence's c-r increments HSlder norm.
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No effect of invasive tree species on aboveground biomass increments of oaks and pines in temperate forests
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作者 Sebastian Bury Marcin K.Dyderski 《Forest Ecosystems》 SCIE CSCD 2024年第4期401-413,共13页
Prunus serotina and Robinia pseudoacacia are the most widespread invasive trees in Central Europe.In addition,according to climate models,decreased growth of many economically and ecologically important native trees w... Prunus serotina and Robinia pseudoacacia are the most widespread invasive trees in Central Europe.In addition,according to climate models,decreased growth of many economically and ecologically important native trees will likely be observed in the future.We aimed to assess the impact of these two neophytes,which differ in the biomass range and nitrogen-fixing abilities observed in Central European conditions,on the relative aboveground biomass increments of native oaks Qucrcus robur and Q.petraea and Scots pine Pinus sylvestris.We aimed to increase our understanding of the relationship between facilitation and competition between woody alien species and overstory native trees.We established 72 circular plots(0.05 ha)in two different forest habitat types and stands varying in age in western Poland.We chose plots with different abundances of the studied neophytes to determine how effects scaled along the quantitative invasion gradient.Furthermore,we collected growth cores of the studied native species,and we calculated aboveground biomass increments at the tree and stand levels.Then,we used generalized linear mixed-effects models to assess the impact of invasive species abundances on relative aboveground biomass increments of native tree species.We did not find a biologically or statistically significant impact of invasive R.pseudoacacia or P.serotina on the relative aboveground,biomass increments of native oaks and pines along the quantitative gradient of invader biomass or on the proportion of total stand biomass accounted for by invaders.The neophytes did not act as native tree growth stimulators but also did not compete with them for resources,which would escalate the negative impact of climate change on pines and oaks.The neophytes should not significantly modify the carbon sequestration capacity of the native species.Our work combines elements of the per capita effect of invasion with research on mixed forest management. 展开更多
关键词 Invasion ecology Exotic trees Relative aboveground biomass increment Competition FACILITATION Carbon sequestration
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Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Holder Norm 被引量:11
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作者 Qicai Wei School fo Economics, Zhejiang University. Hangzhou 310028. P. R. China 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2000年第4期637-654,共18页
In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm
关键词 Large deviation formulas k-dimensional Brownian motion Functional limit theorems c-r increments Holder norm
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Functional Limit Theorems for C-R Increments of lp-Valued Wiener Processes in the Norm 被引量:2
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作者 Qi Cai WEI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2005年第3期517-532,共16页
In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^... In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^p-valued Wiener processes in the Holder norm. 展开更多
关键词 Large deviations c-r increments l^p-valued Wiener processes Holder norm
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Improving Network Availability through Optimized Multipath Routing and Incremental Deployment Strategies
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作者 Wei Zhang Haijun Geng 《Computers, Materials & Continua》 SCIE EI 2024年第7期427-448,共22页
Currently,distributed routing protocols are constrained by offering a single path between any pair of nodes,thereby limiting the potential throughput and overall network performance.This approach not only restricts th... Currently,distributed routing protocols are constrained by offering a single path between any pair of nodes,thereby limiting the potential throughput and overall network performance.This approach not only restricts the flow of data but also makes the network susceptible to failures in case the primary path is disrupted.In contrast,routing protocols that leverage multiple paths within the network offer a more resilient and efficient solution.Multipath routing,as a fundamental concept,surpasses the limitations of traditional shortest path first protocols.It not only redirects traffic to unused resources,effectively mitigating network congestion,but also ensures load balancing across the network.This optimization significantly improves network utilization and boosts the overall performance,making it a widely recognized efficient method for enhancing network reliability.To further strengthen network resilience against failures,we introduce a routing scheme known as Multiple Nodes with at least Two Choices(MNTC).This innovative approach aims to significantly enhance network availability by providing each node with at least two routing choices.By doing so,it not only reduces the dependency on a single path but also creates redundant paths that can be utilized in case of failures,thereby enhancing the overall resilience of the network.To ensure the optimal placement of nodes,we propose three incremental deployment algorithms.These algorithms carefully select the most suitable set of nodes for deployment,taking into account various factors such as node connectivity,traffic patterns,and network topology.By deployingMNTCon a carefully chosen set of nodes,we can significantly enhance network reliability without the need for a complete overhaul of the existing infrastructure.We have conducted extensive evaluations of MNTC in diverse topological spaces,demonstrating its effectiveness in maintaining high network availability with minimal path stretch.The results are impressive,showing that even when implemented on just 60%of nodes,our incremental deployment method significantly boosts network availability.This underscores the potential of MNTC in enhancing network resilience and performance,making it a viable solution for modern networks facing increasing demands and complexities.The algorithms OSPF,TBFH,DC and LFC perform fast rerouting based on strict conditions,while MNTC is not restricted by these conditions.In five real network topologies,the average network availability ofMNTCis improved by 14.68%,6.28%,4.76%and 2.84%,respectively,compared with OSPF,TBFH,DC and LFC. 展开更多
关键词 Multipath routing network availability incremental deployment schemes genetic algorithm
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Ethical Decision-Making Framework Based on Incremental ILP Considering Conflicts
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作者 Xuemin Wang Qiaochen Li Xuguang Bao 《Computers, Materials & Continua》 SCIE EI 2024年第3期3619-3643,共25页
Humans are experiencing the inclusion of artificial agents in their lives,such as unmanned vehicles,service robots,voice assistants,and intelligent medical care.If the artificial agents cannot align with social values... Humans are experiencing the inclusion of artificial agents in their lives,such as unmanned vehicles,service robots,voice assistants,and intelligent medical care.If the artificial agents cannot align with social values or make ethical decisions,they may not meet the expectations of humans.Traditionally,an ethical decision-making framework is constructed by rule-based or statistical approaches.In this paper,we propose an ethical decision-making framework based on incremental ILP(Inductive Logic Programming),which can overcome the brittleness of rule-based approaches and little interpretability of statistical approaches.As the current incremental ILP makes it difficult to solve conflicts,we propose a novel ethical decision-making framework considering conflicts in this paper,which adopts our proposed incremental ILP system.The framework consists of two processes:the learning process and the deduction process.The first process records bottom clauses with their score functions and learns rules guided by the entailment and the score function.The second process obtains an ethical decision based on the rules.In an ethical scenario about chatbots for teenagers’mental health,we verify that our framework can learn ethical rules and make ethical decisions.Besides,we extract incremental ILP from the framework and compare it with the state-of-the-art ILP systems based on ASP(Answer Set Programming)focusing on conflict resolution.The results of comparisons show that our proposed system can generate better-quality rules than most other systems. 展开更多
关键词 Ethical decision-making inductive logic programming incremental learning conflicts
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Hyperspectral Image Super-Resolution Network Based on Reinforcing Inter-Spectral Incremental Information
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作者 Jialong Liang Qiang Li +2 位作者 Size Wang Charles Okanda Nyatega Xin Guan 《Journal of Beijing Institute of Technology》 EI CAS 2024年第4期307-325,共19页
Hyperspectral images typically have high spectral resolution but low spatial resolution,which impacts the reliability and accuracy of subsequent applications,for example,remote sensingclassification and mineral identi... Hyperspectral images typically have high spectral resolution but low spatial resolution,which impacts the reliability and accuracy of subsequent applications,for example,remote sensingclassification and mineral identification.But in traditional methods via deep convolution neural net-works,indiscriminately extracting and fusing spectral and spatial features makes it challenging toutilize the differentiated information across adjacent spectral channels.Thus,we proposed a multi-branch interleaved iterative upsampling hyperspectral image super-resolution reconstruction net-work(MIIUSR)to address the above problems.We reinforce spatial feature extraction by integrat-ing detailed features from different receptive fields across adjacent channels.Furthermore,we pro-pose an interleaved iterative upsampling process during the reconstruction stage,which progres-sively fuses incremental information among adjacent frequency bands.Additionally,we add twoparallel three dimensional(3D)feature extraction branches to the backbone network to extractspectral and spatial features of varying granularity.We further enhance the backbone network’sconstruction results by leveraging the difference between two dimensional(2D)channel-groupingspatial features and 3D multi-granularity features.The results obtained by applying the proposednetwork model to the CAVE test set show that,at a scaling factor of×4,the peak signal to noiseratio,spectral angle mapping,and structural similarity are 37.310 dB,3.525 and 0.9438,respec-tively.Besides,extensive experiments conducted on the Harvard and Foster datasets demonstratethe superior potential of the proposed model in hyperspectral super-resolution reconstruction. 展开更多
关键词 image processing hyperspectral image super-solution incremental information
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CNN-LSTM based incremental attention mechanism enabled phase-space reconstruction for chaotic time series prediction
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作者 Xiao-Qian Lu Jun Tian +2 位作者 Qiang Liao Zheng-Wu Xu Lu Gan 《Journal of Electronic Science and Technology》 EI CAS CSCD 2024年第2期77-90,共14页
To improve the prediction accuracy of chaotic time series and reconstruct a more reasonable phase space structure of the prediction network,we propose a convolutional neural network-long short-term memory(CNN-LSTM)pre... To improve the prediction accuracy of chaotic time series and reconstruct a more reasonable phase space structure of the prediction network,we propose a convolutional neural network-long short-term memory(CNN-LSTM)prediction model based on the incremental attention mechanism.Firstly,a traversal search is conducted through the traversal layer for finite parameters in the phase space.Then,an incremental attention layer is utilized for parameter judgment based on the dimension weight criteria(DWC).The phase space parameters that best meet DWC are selected and fed into the input layer.Finally,the constructed CNN-LSTM network extracts spatio-temporal features and provides the final prediction results.The model is verified using Logistic,Lorenz,and sunspot chaotic time series,and the performance is compared from the two dimensions of prediction accuracy and network phase space structure.Additionally,the CNN-LSTM network based on incremental attention is compared with long short-term memory(LSTM),convolutional neural network(CNN),recurrent neural network(RNN),and support vector regression(SVR)for prediction accuracy.The experiment results indicate that the proposed composite network model possesses enhanced capability in extracting temporal features and achieves higher prediction accuracy.Also,the algorithm to estimate the phase space parameter is compared with the traditional CAO,false nearest neighbor,and C-C,three typical methods for determining the chaotic phase space parameters.The experiments reveal that the phase space parameter estimation algorithm based on the incremental attention mechanism is superior in prediction accuracy compared with the traditional phase space reconstruction method in five networks,including CNN-LSTM,LSTM,CNN,RNN,and SVR. 展开更多
关键词 Chaotic time series incremental attention mechanism Phase-space reconstruction
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Grouping tree species to estimate basal area increment in temperate multispecies forests in Durango,Mexico
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作者 Jaime Roberto Padilla-Martínez Carola Paul +2 位作者 Kai Husmann Jose Javier Corral-Rivas Klaus von Gadow 《Forest Ecosystems》 SCIE CSCD 2024年第1期1-13,共13页
Multispecies forests have received increased scientific attention,driven by the hypothesis that biodiversity improves ecological resilience.However,a greater species diversity presents challenges for forest management... Multispecies forests have received increased scientific attention,driven by the hypothesis that biodiversity improves ecological resilience.However,a greater species diversity presents challenges for forest management and research.Our study aims to develop basal area growth models for tree species cohorts.The analysis is based on a dataset of 423 permanent plots(2,500 m^(2))located in temperate forests in Durango,Mexico.First,we define tree species cohorts based on individual and neighborhood-based variables using a combination of principal component and cluster analyses.Then,we estimate the basal area increment of each cohort through the generalized additive model to describe the effect of tree size,competition,stand density and site quality.The principal component and cluster analyses assign a total of 37 tree species to eight cohorts that differed primarily with regard to the distribution of tree size and vertical position within the community.The generalized additive models provide satisfactory estimates of tree growth for the species cohorts,explaining between 19 and 53 percent of the total variation of basal area increment,and highlight the following results:i)most cohorts show a"rise-and-fall"effect of tree size on tree growth;ii)surprisingly,the competition index"basal area of larger trees"had showed a positive effect in four of the eight cohorts;iii)stand density had a negative effect on basal area increment,though the effect was minor in medium-and high-density stands,and iv)basal area growth was positively correlated with site quality except for an oak cohort.The developed species cohorts and growth models provide insight into their particular ecological features and growth patterns that may support the development of sustainable management strategies for temperate multispecies forests. 展开更多
关键词 Temperate multispecies forests Cluster analysis Basal area increment Generalized additive models
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Selective and Adaptive Incremental Transfer Learning with Multiple Datasets for Machine Fault Diagnosis
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作者 Kwok Tai Chui Brij B.Gupta +1 位作者 Varsha Arya Miguel Torres-Ruiz 《Computers, Materials & Continua》 SCIE EI 2024年第1期1363-1379,共17页
The visions of Industry 4.0 and 5.0 have reinforced the industrial environment.They have also made artificial intelligence incorporated as a major facilitator.Diagnosing machine faults has become a solid foundation fo... The visions of Industry 4.0 and 5.0 have reinforced the industrial environment.They have also made artificial intelligence incorporated as a major facilitator.Diagnosing machine faults has become a solid foundation for automatically recognizing machine failure,and thus timely maintenance can ensure safe operations.Transfer learning is a promising solution that can enhance the machine fault diagnosis model by borrowing pre-trained knowledge from the source model and applying it to the target model,which typically involves two datasets.In response to the availability of multiple datasets,this paper proposes using selective and adaptive incremental transfer learning(SA-ITL),which fuses three algorithms,namely,the hybrid selective algorithm,the transferability enhancement algorithm,and the incremental transfer learning algorithm.It is a selective algorithm that enables selecting and ordering appropriate datasets for transfer learning and selecting useful knowledge to avoid negative transfer.The algorithm also adaptively adjusts the portion of training data to balance the learning rate and training time.The proposed algorithm is evaluated and analyzed using ten benchmark datasets.Compared with other algorithms from existing works,SA-ITL improves the accuracy of all datasets.Ablation studies present the accuracy enhancements of the SA-ITL,including the hybrid selective algorithm(1.22%-3.82%),transferability enhancement algorithm(1.91%-4.15%),and incremental transfer learning algorithm(0.605%-2.68%).These also show the benefits of enhancing the target model with heterogeneous image datasets that widen the range of domain selection between source and target domains. 展开更多
关键词 Deep learning incremental learning machine fault diagnosis negative transfer transfer learning
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A Hybrid Optimization Approach of Single Point Incremental Sheet Forming of AISI 316L Stainless Steel Using Grey Relation Analysis Coupled with Principal Component Analysiss
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作者 A Visagan P Ganesh 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS CSCD 2024年第1期160-166,共7页
We investigated the parametric optimization on incremental sheet forming of stainless steel using Grey Relational Analysis(GRA) coupled with Principal Component Analysis(PCA). AISI 316L stainless steel sheets were use... We investigated the parametric optimization on incremental sheet forming of stainless steel using Grey Relational Analysis(GRA) coupled with Principal Component Analysis(PCA). AISI 316L stainless steel sheets were used to develop double wall angle pyramid with aid of tungsten carbide tool. GRA coupled with PCA was used to plan the experiment conditions. Control factors such as Tool Diameter(TD), Step Depth(SD), Bottom Wall Angle(BWA), Feed Rate(FR) and Spindle Speed(SS) on Top Wall Angle(TWA) and Top Wall Angle Surface Roughness(TWASR) have been studied. Wall angle increases with increasing tool diameter due to large contact area between tool and workpiece. As the step depth, feed rate and spindle speed increase,TWASR decreases with increasing tool diameter. As the step depth increasing, the hydrostatic stress is raised causing severe cracks in the deformed surface. Hence it was concluded that the proposed hybrid method was suitable for optimizing the factors and response. 展开更多
关键词 single point incremental forming AISI 316L taguchi grey relation analysis principal component analysis surface roughness scanning electron microscopy
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A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS 被引量:2
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作者 林正炎 陆传荣 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1993年第1期54-63,共10页
In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of i... In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed. 展开更多
关键词 Two-parameter Wiener Process increments.
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Disentangling the factors that contribute to variation in forest biomass increments in the mid-subtropical forests of China 被引量:5
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作者 Yin Ren Shanshan Chen +5 位作者 Xiaohua Wei Weimin Xi Yunjian Luo Xiaodong Song Shudi Zuo Yusheng Yang 《Journal of Forestry Research》 SCIE CAS CSCD 2016年第4期919-930,共12页
Mid-subtropical forests are the main vegetation type of global terrestrial biomes, and are critical for maintaining the global carbon balance. However, estimates of forest biomass increment in mid-subtropical forests ... Mid-subtropical forests are the main vegetation type of global terrestrial biomes, and are critical for maintaining the global carbon balance. However, estimates of forest biomass increment in mid-subtropical forests remain highly uncertain. It is critically important to determine the relative importance of different biotic and abiotic factors between plants and soil, particularly with respect to their influence on plant regrowth. Consequently,it is necessary to quantitatively characterize the dynamicspatiotemporal distribution of forest carbon sinks at a regional scale. This study used a large, long-term dataset in a boosted regression tree(BRT) model to determine the major components that quantitatively control forest biomass increments in a mid-subtropical forested region(Wuyishan National Nature Reserve, China). Long-term,stand-level data were used to derive the forest biomass increment, with the BRT model being applied to quantify the relative contributions of various biotic and abiotic variables to forest biomass increment. Our data show that total biomass(t) increased from 4.62 9 106 to 5.30 9 106 t between 1988 and 2010, and that the mean biomass increased from 80.19 ± 0.39 t ha-1(mean ± standard error) to 94.33 ± 0.41 t ha-1in the study region. The major factors that controlled biomass(in decreasing order of importance) were the stand, topography, and soil. Stand density was initially the most important stand factor, while elevation was the most important topographic factor. Soil factors were important for forest biomass increment but have a much weaker influence compared to the other two controlling factors. These results provide baseline information about the practical utility of spatial interpolationmethods for mapping forest biomass increments at regional scales. 展开更多
关键词 biomass forests subtropical stand abiotic Castanopsis increment quantitatively uncertain accounted
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A LIMINF RESULT FOR HANSON-RUSSO TYPE INCREMENTS OF FRACTIONAL BROWNIAN MOTION 被引量:1
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作者 张立新 《Acta Mathematica Scientia》 SCIE CSCD 1997年第2期190-197,共8页
Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha... Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha(T))/log T = r, (0 less than or equal to r less than or equal to infinity). In this paper, we proved that [GRAPHICS] where c(1), c(2) are two positive constants depending only on alpha,beta. 展开更多
关键词 Hanson-Russo type increments Wiener process fractional Brownian motion
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Analysis and optimization of variable depth increments in sheet metal incremental forming 被引量:1
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作者 李军超 王宾 周同贵 《Journal of Central South University》 SCIE EI CAS 2014年第7期2553-2559,共7页
A method utilizing variable depth increments during incremental forming was proposed and then optimized based on numerical simulation and intelligent algorithm.Initially,a finite element method(FEM) model was set up a... A method utilizing variable depth increments during incremental forming was proposed and then optimized based on numerical simulation and intelligent algorithm.Initially,a finite element method(FEM) model was set up and then experimentally verified.And the relation between depth increment and the minimum thickness tmin as well as its location was analyzed through the FEM model.Afterwards,the variation of depth increments was defined.The designed part was divided into three areas according to the main deformation mechanism,with Di(i=1,2) representing the two dividing locations.And three different values of depth increment,Δzi(i=1,2,3) were utilized for the three areas,respectively.Additionally,an orthogonal test was established to research the relation between the five process parameters(D and Δz) and tmin as well as its location.The result shows that Δz2 has the most significant influence on the thickness distribution for the corresponding area is the largest one.Finally,a single evaluating indicator,taking into account of both tmin and its location,was formatted with a linear weighted model.And the process parameters were optimized through a genetic algorithm integrated with an artificial neural network based on the evaluating index.The result shows that the proposed algorithm is satisfactory for the optimization of variable depth increment. 展开更多
关键词 incremental forming numerical simulation variable depth increment genetic algorithm OPTIMIZATION
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A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS 被引量:1
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作者 Lu Chuanrong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第3期331-337,共7页
A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-... A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process. 展开更多
关键词 fractional Wiener process general form of increment.
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On the Increments of Stable Subordinators
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作者 Abdelkader Bahram Bader Almohaimeed 《Applied Mathematics》 2017年第5期663-670,共8页
Let be a stable subordinator defined on a probability space and let at for t>0?be a non-negative valued function. In this paper, it is shown that under varying conditions on at, there exists a function such that wh... Let be a stable subordinator defined on a probability space and let at for t>0?be a non-negative valued function. In this paper, it is shown that under varying conditions on at, there exists a function such that where , , and . 展开更多
关键词 increments STABLE Subordinators ITERATED LOGARITHM LAWS
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SOME RESULTSON LAG INCREMENTSOF PRINCIPAL VALUE OF BROWNIAN LOCAL TIME
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作者 Wen JiweiDept.ofMath.,ZhejiangUniv.(XixiCampus),Hangzhou310028,China 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2002年第2期199-207,共9页
Let W be a standard Brownian motion,and define Y(t) =∫t 0 ds W(s) as Cauchy' s principal value related to the local time of W.We study some limitresults on lag increments of Y(t) and obtain various results all... Let W be a standard Brownian motion,and define Y(t) =∫t 0 ds W(s) as Cauchy' s principal value related to the local time of W.We study some limitresults on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1 983 展开更多
关键词 lag increment principal value Brownian local time
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ON THE INCREMENTS DISTRIBUTION OF STOCK PRICES
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作者 Korolev V Yu 1 Zhao Xuanmin 2 Bening V E 11 Faculty of Computational Mathematics and Cybenetics,Moscow State Univ., Moscow 119899. 2 Dept. of Appl. Math., Northwestern Polytechnical Univ., Xi’an 710072. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2001年第3期315-322,共8页
In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistica... In this paper,the models of increment distributions of stock price are constructed with two approaches. The first approach is based on limit theorems of random summation. The second approach is based on the statistical analysis of the increment distribution of the logarithms of stock prices. 展开更多
关键词 increment distributions of stock price Cox process mixing distribution.
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Some limsup results for increments of stable processes in random scenery
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作者 黄炜 《Journal of Zhejiang University Science》 CSCD 2002年第5期579-583,共5页
In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
关键词 Local time Random walk in random scenery Stable process in random scenery increments Lag increments.
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