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 process In the process we study the properties of different homogeneous models for ${\mathbb H}H(n).$ We exploit an analogy between the trigonometric moment problem and prediction theory for a stationary stochastic process. We exploit an analogy between the trigonometric moment problem and prediction theory for a stationary stochastic process. Using this characterization we recapture Daubechies' orthonormal wavelets bypassing the spectral factorization process. Consider the fractional Brownian motion process $B_H(t), t\in [0,T]$, The multiplier result for $\mathfrak{M}_{q}\left( \mathbb{R}\right)$ shown at the outset of this process expands the scope of the weighted Marcinkiewicz multiplier theorem from $q=1$ to appropriate values of $q >amp;gt; 1$ The Rosenblatt process is an important example of self-similar stationary increments Additionally, various Nyquist density results for Gabor frames are recovered as special cases, and in the process both their meaning and implications are clarified. The term "multiscale" indicates that the construction of H(m) is achieved in different scales by an iteration process, determined through the prime integer factorization of m and by repetitive dilation and translation operations on matrices. We develop a method to estimate the power spectrum of a stochastic process on the sphere from data of limited geographical coverage. The essential ingredients of the approach are scaling and wavelet functions within a biorthogonalisation process generated by locally supported zonal kernel functions. These decompositions have a multiscale structure, independent Gaussian random variables in high-frequency terms, and the random coefficients of low-frequency terms approximating the Gaussian stationary process itself. This data indicate that the receptor may play a role in inflammatory process. Our research is focused on identifying synthetically occurring chemotherapeutic substances capable of inhibiting, retarding, or reversing the process of multistage carcinogenesis. A general form of the increments of a two-parameter wiener process In this paper, we consider a general form of the increments for a two-parameter Wiener process. Multivariate survival distributions of age and residual lifetime processes in nonhomogenous poisson process Let {N(t), t≥0} be the nonhomogenous Poisson process with cumulative intensity parameter Ν (t), {δt,t ? 0} the age process, and {γt,t ? 0} the residual lifetime process. In particular, conditions which ensure that the iteration process converges to the unique solution are given. This paper deals with the relationship between a certain three-dimensional elliptic problem and a two-dimensional parabolic problem, which arises from numerical calculation in the process of the continuous casting of steel.

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2008中国知网(cnki) 中国学术期刊(光盘版)电子杂志社