On a stochastic renewal problem

被引：6
|
作者：
Darkhovskii, BS [1 ]
机构：
[1] RAN, Inst Syst Anal, Moscow, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 43卷 / 02期
关键词：
minimax estimation; recovery of a linear functional;
D O I：
10.1137/S0040585X9797688X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the problem of recovery (minimax estimation) of a linear functional under random errors in observations. An estimate of the loss of quality, due to employing linear methods of recovery, is obtained. A new formalization is also proposed for an informative problem of recovery under random errors in information which permits, in various cases, an effective determination of optimal solution without passing to asymptotics in noise.
引用
收藏
页码：282 / 288
页数：7
相关论文
共 50 条
  • [21] Stochastic resonance of non-Markovian renewal processes
    Hu, Minghui
    Shao, Huihe
    MODERN PHYSICS LETTERS B, 2008, 22 (02): : 147 - 154
  • [22] Stochastic cell renewal process and lengthening of cell cycle
    Fendrik, A. J.
    Romanelli, L.
    Rotondo, E.
    PHYSICAL BIOLOGY, 2020, 17 (01)
  • [23] Statistical-mechanical structure for renewal stochastic processes
    Velazquez, Jorge
    Robledo, Alberto
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2012, 26 (02): : 3 - 15
  • [24] A note on stochastic comparisons of excess lifetimes of renewal processes
    Belzunce, F
    Ortega, EM
    Ruiz, JM
    JOURNAL OF APPLIED PROBABILITY, 2001, 38 (03) : 747 - 753
  • [25] PERIBIILARY MESENCHYMAL WNTS ARE INDISPENSABLEL FOR STOCHASTIC BILIARY RENEWAL
    Singh, Serrena
    Redmond, David
    Schwartz, Robert
    Gupta, Vikas
    GASTROENTEROLOGY, 2022, 162 (07) : S1226 - S1226
  • [26] Stochastic impulsive processes on a superposition of two renewal processes
    Koroliuk V.S.
    Manca R.
    D’Amico G.
    Journal of Mathematical Sciences, 2015, 206 (1) : 58 - 68
  • [27] A stochastic programming formulation for strategic fleet renewal in shipping
    Bakkehaug, Rikard
    Eidem, Eirik Stamso
    Fagerholt, Kjetil
    Hvattum, Lars Magnus
    TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2014, 72 : 60 - 76
  • [28] APPLICATION OF STOCHASTIC RENEWAL PROCESSES TO FEEDING BY GAME FISH
    DEANGELIS, DL
    ADAMS, SM
    BRECK, JE
    GROSS, LJ
    BIOMETRICS, 1984, 40 (04) : 1188 - 1188
  • [29] RENEWAL PROCESSES AND SOME STOCHASTIC PROGRAMMING PROBLEMS IN ECONOMICS
    BEREANU, B
    SIAM JOURNAL ON APPLIED MATHEMATICS, 1970, 19 (02) : 308 - &
  • [30] Statistical-mechanical structure for renewal stochastic processes
    Velázquez, Jorge
    Robledo, Alberto
    International Journal of Applied Mathematics and Statistics, 2012, 26 (02): : 3 - 15
12345