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We consider the geometric Markov renewal processes (GMRP) as a model for a security market. Normal deviations of the geometric Markov renewal processes for ergodic averaging and double averaging schemes are derived. We introduce Poisson averaging scheme for the geometric Markov renewal processes. Eu...
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Let T = {τ1, τ2, ..., τK; p1, p2, ..., pK} be a position dependent random map on [0, 1], where {τ1, τ2, ..., τK} is a collection of nonsingular maps on [0, 1] into [0, 1] and {p1, p2, ..., pK} is a collection of position dependent probabilities on [0, 1]. We assume that the random map T has a ...
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A higher dimensional Markov switching position dependent random map is a random map where the probabilities of switching from one higher dimension transformation to another are the entries of a stochastic matrix and the entries of stochastic matrix are functions of positions. In this note, we pr...
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The Michelin Tire Company requires its tires to be very uniform in order to provide a smooth, quiet ride. The design of the appropriate manufacturing technique leads to a problem in harmonic analysis, and to the problem of the design of a statistical experiment to accurately measure the harmonic...
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We consider the geometric Markov renewal processes as a model for a security
market and study this processes in a diffusion approximation scheme. Weak convergence
analysis and rates of convergence of ergodic geometric Markov renewal processes in diffusion
scheme are presented. We present...
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