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作者：Schinazi, Rinaldo B.
作者单位：University of Colorado System; University of Colorado at Colorado Springs
摘要：We consider two interacting particle systems on Z(d) to model predator- prey and host-parasite interactions. In both models we have two types of particles (1 and 2) and each site in Z(d) can be in one of four states: empty, occupied by a type 1 particle, occupied by a type 2 particle or occupied by two particles (one of each type). Each type gives birth to particles of the same type on nearest neighbor sites. The interaction between the two types of particles occurs only when a site is occupie...
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作者：Assaf, David
作者单位：Hebrew University of Jerusalem
摘要：A continuous time Markov chain is observed with Gaussian white noise added to it. To the well-known problem of continuously estimating the current state of the chain, we introduce the additional option of continuously varying the sampling rates, as long as some restriction (or cost) on the average sampling rate is satisfied. The optimal solution to this dynamic sampling problem is presented and analyzed in closed form for the two-state symmetric case. It is shown that the resulting dynamic sam...
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作者：Mathew, Thomas; Nordstrom, Kenneth
作者单位：University System of Maryland; University of Maryland Baltimore County; University of Helsinki
摘要：Let X-i and Y-i follow noncentral chi-square distributions with the same degrees of freedom nu(i) and noncentrality parameters delta(2)(i) and delta(2)(i), respectively, for i = 1, ..., n, and let the Xi's be independent and the Yi's independent. A necessary and sufficient condition is obtained under which Sigma(n)(i=1) lambda(i) X-i is stochastically smaller than Sigma(n)(i=1) lambda(i) Y-i for all nonnegative real numbers lambda(1) >= ... >= lambda(n). Reformulating this as a result in geome...
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作者：Rinott, Yosef; Rotar, Vladimir
作者单位：University of California System; University of California San Diego; Russian Academy of Sciences; Central Economics & Mathematics Institute RAS
摘要：This paper deals with rates of convergence in the CLT for certain types of dependency. The main idea is to combine a modification of a theorem of Stein, requiring a coupling construction, with a dynamic set-up provided by a Markov structure that suggests natural coupling variables. More specifically, given a stationary Markov chain X-(t) and a function U=U(X-(t)), we propose a way to study the proximity of U to a normal random variable when the state space is large. We apply the general method...
