[HTML][HTML] Random locations, ordered random sets and stationarity

Y Shen - Stochastic Processes and their Applications, 2016 - Elsevier
Intrinsic location functional is a large class of random locations closely related to stationary
processes. In this paper the author firstly identifies a subclass of intrinsic location functional …

[图书][B] Stationarity and random locations

Y Shen - 2013 - search.proquest.com
We introduce a family of random locations called" intrinsic location functionals", which
include most of the random locations that one may encounter in many cases, eg, the location …

[HTML][HTML] Intrinsic location functionals of stationary processes

G Samorodnitsky, Y Shen - Stochastic Processes and their Applications, 2013 - Elsevier
We consider a large family of measurable functionals of the sample path of a stochastic
process over compact intervals. This family of functionals, which we call intrinsic location …

Absolutely continuous invariant measures for random maps with position dependent probabilities

P Góra, A Boyarsky - Journal of mathematical analysis and applications, 2003 - Elsevier
A random map is discrete-time dynamical system in which one of a number of
transformations is randomly selected and applied at each iteration of the process. Usually …

Weakly convex and concave random maps with position dependent probabilities

W Bahsoun, P Góra - 2003 - Taylor & Francis
A random map is a discrete‐time dynamical system in which one of a number of
transformations is randomly selected and applied in each iteration of the process. In this …

Characterization of stochastic processes determined up to shift

BLS Prakasa Rao - Theory of Probability & Its Applications, 1976 - SIAM
Let X1, X2 and X3 be independent real random variables and let Z1 X1-X2 and Zz X2-X3. If
the characteristic functions of (Z1, Z2) do not vanish, then the distribution of (Z1, Z2) …

[引用][C] Characterization of stochastic processes determined up to shift

BLSP Rao - Theory of Probability and its Applications, 1976 - search.proquest.com
Let X1, X2 and X3 be independent real random variables and let Z1 X1-X2 and Zz X2-X3. If
the characteristic functions of (Z1, Z2) do not vanish, then the distribution of (Z1, Z2) …

Random displacements of regularly spaced events

RB Nelsen, T Williams - Journal of Applied Probability, 1970 - cambridge.org
We consider the point process i+ τi (i= 0,±1,±2,...), where the τi (assumed for convenience to
be positive) are independent random samples from the same distribution. We define an inter …

[PDF][PDF] Infinitely divisible point processes in Rn

JR Goldman - Journal of Mathematical Analysis and Applications, 1967 - core.ac.uk
In this paper we study the generalization of the concept of infinitely divisible distribution to
stochastic point processes in Rn, ie, random distributions of a countable aggregate of points …

On stationarity and superposition of point processes

BD Ripley - The Annals of Probability, 1976 - JSTOR
This paper applies ideas from random set theory to simple point processes. We show
stationarity of the hitting distributions suffices for the strict stationarity of a simple point …