作者：CRAUEL, H; FLANDOLI, F
作者单位：Scuola Normale Superiore di Pisa
摘要：A criterion for existence of global random attractors for RDS is established. Existence of invariant Markov measures supported by the random attractor is proved. For SPDE this yields invariant measures for the associated Markov semigroup. The results are applied to reaction diffusion equations with additive white noise and to Navier-Stokes equations with multiplicative and with additive white noise.
作者：HALL, P; PATIL, P
作者单位：Australian National University
摘要：We introduce nonparametric estimators of the autocovariance of a stationary random field. One of our estimators has the property that it is itself an autocovariance. This feature enables the estimator to be used as the basis of simulation studies such as those which are necessary when constructing bootstrap confidence intervals for unknown parameters. Unlike estimators proposed recently by other authors, our own do not require assumptions such as isotropy or monotonicity. Indeed, like nonparam...
