On a weighted embedding for generalized pontograms
文献类型：期刊论文
| 作者 | Zhang, HQ
|
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 出版日期 | 2000-08-01 |
| 卷号 | 88期号:2页码:213-224 |
| 关键词 | pontograms Poisson bridges Brownian bridges strong approximations weighted embedding renewal processes |
| ISSN号 | 0304-4149 |
| 英文摘要 | A weighted embedding for the generalized pontogram {K-n(t): 0 less than or equal to t less than or equal to 1} corresponding pointwise to a renewal process {N(s): 0 less than or equal to s < infinity} via K-n(t) = n(-1/2)(N(nt) - tN(n)) is studied in this paper. After proper normalization, weak convergence results for the processes {K-n(t): 0 less than or equal to t less than or equal to 1} are derived both in sup-nonn as well as in L-p-norm. These results are suggested to serve as asymptotic testing devices for detecting changes in the intensity of the underlying renewal process. (c) 2000 Elsevier Science B.V. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000088243400003 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15222]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhang, HQ |
| 作者单位 | Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, HQ. On a weighted embedding for generalized pontograms[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2000,88(2):213-224. |
| APA | Zhang, HQ.(2000).On a weighted embedding for generalized pontograms.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,88(2),213-224. |
| MLA | Zhang, HQ."On a weighted embedding for generalized pontograms".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 88.2(2000):213-224. |
入库方式： OAI收割
来源：数学与系统科学研究院
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