Stationary Gaussian
Computationally Efficient Estimation of Non-stationary Gaussian Process Models for Large Spatial Data.
... In this dissertation, we described new computational methods for two non-stationary Gaussian process models in the case of large spatial data. We describe an algorithm to estimate partitions of the domain ...
100
The improved results in almost sure central limit theorem for the maxima of strongly dependent stationary Gaussian vector sequences
... dependent stationary Gaussian vector sequences are proved under some mild ...to stationary Gaussian vector sequences and give substantial improvements for the weight sequence obtained by Lin ...
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A Note on the Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Partial Sums of Certain Stationary Gaussian Sequences
... Considering a sequence of standardized stationary Gaussian random variables, a universal result in the almost sure central limit theorem for maxima and partial sum is established. Our result ge- neralizes ...
11
Persistence probabilities in centered, stationary, Gaussian processes in discrete time
... Hole probabilities have also been studied beyond the setting of stationary Gaussian processes. For example, persistence probability of a random polynomial with i.i.d. coefficients was studied in [6]. ...
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Extremes of a(t)-locally stationary Gaussian random fields
... α(t)-locally stationary Gaussian ...α(t)-locally stationary Gaussian process are derived, which can be applied, for instance, in the analysis of the extremes of standardized ...of ...
23
Convergence of Multilevel Stationary Gaussian Convolution
... Hubbert, Simon and Levesley, J. (2019) Convergence of Multilevel Stationary Gaussian Convolution. In: Radu, F. and Kumar, K. and Berre, I. and Nordbotten, J. and Pop, I. (eds.) Numerical Mathematics and ...
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Convergence of Multilevel Stationary Gaussian Quasi Interpolation
... As far as the authors are aware the extant theoretical results on the multilevel method (briefly reviewed in the previous paragraph) apply only to basis functions with finite smoothness. In these cases the numerical ...
22
On the almost sure running maxima of solutions of affine stochastic functional differential equations
... Abstract. This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations. We find conditions ...
33
Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes
... of stationary Gaussian stochastic processes using the random Euler numerical scheme and based on an ana- lytical formulation of the fractal dimension for filtered stochastic ...for stationary ...
11
A test problem for molecular dynamics integrators
... We derive a test problem for evaluating the ability of time-stepping methods to preserve the statistical properties of systems in molecular dynamics. We consider a family of deterministic systems consisting of a finite ...
24
Comparison inequalities for order statistics of Gaussian arrays
... for Gaussian vectors can be extended to order statistics of Gaussian ...of stationary Gaussian processes and the investigation of lower tail behavior of order statistics of self-similar ...
24
Kriging and Simulation in Gaussian Random Fields Applied to Soil Property Interpolation
... spatial variation [13]. Recently there has been an increasing interest in modelling spatial data [18, 20]. In this paper modelling includes making prediction and finding unbiased estimate of regionalized variable. The ...
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Statistical estimation of nonstationaryGaussian processes with long range dependence and intermittency
... a stationary Gaussian process and the pa- rameters involved in its spectral density g(ω) satisfy 0 < γ < 1/2 and α ≥ ...a stationary process to display both LRD and second-order ...
23
A generalization of almost sure local limit theorem of uniform empirical process
... For Gaussian sequences, Csáki and Gonchigdanzan [] presented the validity of ...of stationary Gaussian sequences under some mild ...of stationary Gaus- sian random variables was derived by ...
8
A Note on Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Sums
... For Gaussian sequences, Cs´aki and Gonchigdanzan 5 investigated the validity of ...of stationary Gaussian sequences under some mild ...of stationary Gaussian random variables is derived ...
7
Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference.
... so that the random effects correspond to a discretely observed stationary Gaussian process. Here W.s/ = U s and γ s = γ for all s ∈ S . We assume that measurements Y j and Y k with s.t j / = s.t k / share ...
18
Study of the Convergence of the Increments of Gaussian Process
... Some Results for Partial Sums of Stationary Gaussian Sequence In this section we obtain similar results as Theorems 1 and 2 for the case of partial sums of a stationary Gaussian sequence[r] ...
7
Almost Sure Convergence for the Maximum and the Sum of Nonstationary Guassian Sequences
... Sometimes, in practice, one would like to know how partial sums and maxima behave simultaneously in the limit; see Anderson and Turkman 11 for a discussion of an application involving extreme wind gusts and average wind ...
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Analysis and models of pre-injection surface seismic array noise recorded at the Aquistore carbon storage site
... A stationary time series is defined to have a constant mean and variance while a Gaussian time series must arise from a Gaussian distribution determined by the mean and ...is stationary or ...
33
Sequential Gaussian Simulation in the Sungun Cu Porphyry Deposit and Comparing the Stationary Reproduction with Ordinary Kriging
... The display of the histogram of new Gaussian variable also checks that the distribution is symmetric with minimum and maximum values of −3.88 and 3.88 respectively (Fig. 3B). Geostatistical studies and ...
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