scholarly journals An Arc-Sine Law for Last Hitting Points in the Two-Parameter Wiener Space

Mathematics ◽  
2019 ◽  
Vol 7 (11) ◽  
pp. 1131
Author(s):  
Jeong-Gyoo KIM
Keyword(s):  
Stochastic Process ◽  
Wiener Process ◽  
Random Variables ◽  
Hitting Time ◽  
Wiener Space ◽  
Key Factor ◽  
Two Parameters ◽  
Sine Law ◽  
Two Parameter

We develop the two-parameter version of an arc-sine law for a last hitting time. The existing arc-sine laws are about a stochastic process X t with one parameter t. If there is another varying key factor of an event described by a process, then we need to consider another parameter besides t. That is, we need a system of random variables with two parameters, say X s , t , which is far more complex than one-parameter processes. In this paper we challenge to develop such an idea, and provide the two-parameter version of an arc-sine law for a last hitting time. An arc-sine law for a two-parameter process is hardly found in literature. We use the properties of the two-parameter Wiener process for our development. Our result shows that the probability of last hitting points in the two-parameter Wiener space turns out to be arcsine-distributed. One can use our results to predict an event happened in a system of random variables with two parameters, which is not available among existing arc-sine laws for one parameter processes.

scholarly journals The Hilbert Space of Double Fourier Coefficients for an Abstract Wiener Space

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 389
Author(s):  
Jeong-Gyoo Kim
Keyword(s):  
Hilbert Space ◽  
Fourier Series ◽  
Fourier Coefficients ◽  
Double Sequence ◽  
Intermediate Stage ◽  
Wiener Space ◽  
Abstract Wiener Space ◽  
Abstract Space ◽  
Double Sequences ◽  
Two Parameter

Fourier series is a well-established subject and widely applied in various fields. However, there is much less work on double Fourier coefficients in relation to spaces of general double sequences. We understand the space of double Fourier coefficients as an abstract space of sequences and examine relationships to spaces of general double sequences: p-power summable sequences for p = 1, 2, and the Hilbert space of double sequences. Using uniform convergence in the sense of a Cesàro mean, we verify the inclusion relationships between the four spaces of double sequences; they are nested as proper subsets. The completions of two spaces of them are found to be identical and equal to the largest one. We prove that the two-parameter Wiener space is isomorphic to the space of Cesàro means associated with double Fourier coefficients. Furthermore, we establish that the Hilbert space of double sequence is an abstract Wiener space. We think that the relationships of sequence spaces verified at an intermediate stage in this paper will provide a basis for the structures of those spaces and expect to be developed further as in the spaces of single-indexed sequences.

scholarly journals Fully degenerate Bell polynomials associated with degenerate Poisson random variables

2021 ◽  
Vol 19 (1) ◽  
pp. 284-296
Author(s):  
Hye Kyung Kim
Keyword(s):  
Random Variables ◽  
Random Variable ◽  
Combinatorial Identities ◽  
Bell Polynomials ◽  
Poisson Random Variable ◽  
Central Moments ◽  
Special Polynomials ◽  
Special Numbers And Polynomials ◽  
New Type ◽  
Two Parameters

Abstract Many mathematicians have studied degenerate versions of quite a few special polynomials and numbers since Carlitz’s work (Utilitas Math. 15 (1979), 51–88). Recently, Kim et al. studied the degenerate gamma random variables, discrete degenerate random variables and two-variable degenerate Bell polynomials associated with Poisson degenerate central moments, etc. This paper is divided into two parts. In the first part, we introduce a new type of degenerate Bell polynomials associated with degenerate Poisson random variables with parameter α > 0 \alpha \hspace{-0.15em}\gt \hspace{-0.15em}0 , called the fully degenerate Bell polynomials. We derive some combinatorial identities for the fully degenerate Bell polynomials related to the n n th moment of the degenerate Poisson random variable, special numbers and polynomials. In the second part, we consider the fully degenerate Bell polynomials associated with degenerate Poisson random variables with two parameters α > 0 \alpha \gt 0 and β > 0 \beta \hspace{-0.15em}\gt \hspace{-0.15em}0 , called the two-variable fully degenerate Bell polynomials. We show their connection with the degenerate Poisson central moments, special numbers and polynomials.

Two parameters are required for a Budyko function to describe the land-atmosphere interaction

2021 ◽  
Author(s):  
Daeha Kim ◽  
Jong Ahn Chun
Keyword(s):  
Land Surface ◽  
River Basins ◽  
Control Surface ◽  
Primary Control ◽  
Evaporative Demand ◽  
Atmosphere Interaction ◽  
The Mean ◽  
Two Parameters ◽  
Two Parameter ◽  
Surface Changes

<p>While the Budyko framework has been a simple and convenient tool to assess runoff (Q) responses to climatic and surface changes, it has been unclear how parameters of a Budyko function represent the vertical land-atmosphere interactions. Here, we explicitly derived a two-parameter equation by correcting a boundary condition of the Budyko hypothesis. The correction enabled for the Budyko function to reflect the evaporative demand (E<sub>p</sub>) that actively responds to soil moisture deficiency. The derived two-parameter function suggests that four physical variables control surface runoff; namely, precipitation (P), potential evaporation (E<sub>p</sub>), wet-environment evaporation (E<sub>w</sub>), and the catchment properties (n). We linked the derived Budyko function to a definitive complementary evaporation principle, and assessed the relative elasticities of Q to climatic and land surface changes. Results showed that P is the primary control of runoff changes in most of river basins across the world, but its importance declined with climatological aridity. In arid river basins, the catchment properties play a major role in changing runoff, while changes in E<sub>p</sub> and E<sub>w</sub> seem to exert minor influences on Q changes. It was also found that the two-parameter Budyko function can capture unusual negative correlation between the mean annual Q and E<sub>p</sub>. This work suggests that at least two parameters are required for a Budyko function to properly describe the vertical interactions between the land and the atmosphere.</p>

Central Limit Theorems for Interchangeable Processes

1958 ◽  
Vol 10 ◽  
pp. 222-229 ◽  
Author(s):  
J. R. Blum ◽  
H. Chernoff ◽  
M. Rosenblatt ◽  
H. Teicher
Keyword(s):  
Stochastic Process ◽  
Probability Measure ◽  
Central Limit ◽  
Joint Distribution ◽  
Limit Theorems ◽  
Random Variables ◽  
Central Limit Theorems ◽  
Probability Measures ◽  
Image Position ◽  
Positive Integers

Let {Xn} (n = 1, 2 , …) be a stochastic process. The random variables comprising it or the process itself will be said to be interchangeable if, for any choice of distinct positive integers i 1, i 2, H 3 … , ik, the joint distribution of depends merely on k and is independent of the integers i 1, i 2, … , i k. It was shown by De Finetti (3) that the probability measure for any interchangeable process is a mixture of probability measures of processes each consisting of independent and identically distributed random variables.

Stochastic barriers for the Wiener process

1983 ◽  
Vol 20 (2) ◽  
pp. 338-348 ◽  
Author(s):  
C. Park ◽  
J. A. Beekman
Keyword(s):  
Stochastic Process ◽  
Wiener Process ◽  
Poisson Processes ◽  
Standard Wiener Process ◽  
Compound Poisson ◽  
Compound Poisson Processes ◽  
Deterministic Function

Let {W(t), 0 ≦ t < ∞} be the standard Wiener process. The probabilities of the type P[sup0≦t ≦ TW(t) − f(t) ≧ 0] have been extensively studied when f(t) is a deterministic function. This paper discusses the probabilities of the type P{sup0≦t ≦ TW(t) − [f(t) + X(t)] ≧ 0} when X(t) is a stochastic process. By taking compound Poisson processes as X(t), the paper gives procedures for finding such probabilities.

scholarly journals A Limit Theorem for Random Products of Trimmed Sums of i.i.d. Random Variables

2011 ◽  
Vol 2011 ◽  
pp. 1-13
Author(s):  
Fa-mei Zheng
Keyword(s):  
Distribution Function ◽  
Limit Theorem ◽  
Wiener Process ◽  
Continuous Distribution ◽  
Random Variables ◽  
Standard Wiener Process ◽  
Trimmed Sums ◽  
Fixed Constant ◽  
Random Products ◽  
Trimmed Sum

Let be a sequence of independent and identically distributed positive random variables with a continuous distribution function , and has a medium tail. Denote and , where , , and is a fixed constant. Under some suitable conditions, we show that , as , where is the trimmed sum and is a standard Wiener process.

Calcium activity versus "calcium threshold" as the key factor in the induction of yeast flocculation in simulated industrial fermentations

1991 ◽  
Vol 37 (4) ◽  
pp. 295-303 ◽  
Author(s):  
Charlotte L. Masy ◽  
Myriam Kockerols ◽  
Michèle M. Mestdagh
Keyword(s):  
Calcium Concentration ◽  
Chelating Agents ◽  
Laboratory Culture ◽  
Culture Conditions ◽  
Free Calcium ◽  
Yeast Saccharomyces Cerevisiae ◽  
Calcium Activity ◽  
Yeast Flocculation ◽  
Key Factor ◽  
Two Parameters

Yeast flocculation is regulated by two parameters: the free-calcium activity and the "calcium threshold" or the quantity of calcium at which cells flocculate in a turbidimetric test. The study of the influence of different factors such as calcium concentration, pH, and chelating agents on flocculation has led us to put forward the following hypothesis. Flocculation occurs when the calcium threshold becomes equal to free-calcium activity, i.e., when the medium contains the exact quantity of calcium necessary for flocculation to occur. This hypothesis has been confirmed under standard laboratory culture conditions and in simulated industrial fermentations. Key words: flocculation, yeast, Saccharomyces cerevisiae, calcium induction.

Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process

2018 ◽  
Vol 18 (06) ◽  
pp. 1850047 ◽  
Author(s):  
Mariusz Michta ◽  
Kamil Łukasz Świa̧tek
Keyword(s):  
Wiener Process ◽  
Stochastic Equation ◽  
Stochastic Equations ◽  
Continuous Selection ◽  
Attainable Sets ◽  
Multivalued Solution ◽  
Stochastic Differential Inclusions ◽  
Multivalued Solutions ◽  
Two Parameter ◽  
Selection Of

In the paper we study properties of solutions to stochastic differential inclusions and set-valued stochastic differential equations driven by a two-parameter Wiener process. We establish new connections between their solutions. We prove that attainable sets of solutions to such inclusions are subsets of values of multivalued solutions of associated set-valued stochastic equations. Next we show that every solution to stochastic inclusion is a continuous selection of a multivalued solution of an associated set-valued stochastic equation. Additionally we establish other properties of such solutions. The results obtained in the paper extends results dealing with this topic known both in deterministic and stochastic cases.

Convergence Theorems in the Sense of Vitali and Lusin for the Itô–Henstock Integral

2021 ◽  
Vol 15 (01) ◽  
pp. 23-34
Author(s):  
Mhelmar A. Labendia ◽  
Jayrold P. Arcede
Keyword(s):  
Stochastic Process ◽  
Wiener Process ◽  
Convergence Theorem ◽  
Convergence Theorems ◽  
Henstock Integral

In this paper, we formulate a version of convergence theorem using double Lusin condition and a version of Vitali convergence theorem for the Itô–Henstock integral of an operator-valued stochastic process with respect to a [Formula: see text]-Wiener process.

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