메뉴 건너뛰기




Volumn 74, Issue 2, 1998, Pages 151-164

Independent sampling of a stochastic process

Author keywords

Asymptotically stationary ergodic; Event average; Independent sampling; Time average

Indexed keywords


EID: 0040086623     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(97)00114-2     Document Type: Article
Times cited : (9)

References (22)
  • 2
    • 0001034026 scopus 로고
    • Measure Invariant sur les classes rcurrents des processus de Markov
    • Azéma D.M., Revuz D. Measure Invariant sur les classes rcurrents des processus de Markov. Z. Wahrsch. Verw. Gebiet. 8:1967;157-181.
    • (1967) Z. Wahrsch. Verw. Gebiet. , vol.8 , pp. 157-181
    • Azéma, D.M.1    Revuz, D.2
  • 3
    • 0000174285 scopus 로고
    • Event and time averages: A review and some generalizations
    • Brémaud P., Kannurpatti R., Mazumdar R. Event and time averages: a review and some generalizations. Adv. Appl. Probab. 24:1992;377-411.
    • (1992) Adv. Appl. Probab. , vol.24 , pp. 377-411
    • Brémaud, P.1    Kannurpatti, R.2    Mazumdar, R.3
  • 6
    • 0025252871 scopus 로고
    • An anti-PASTA result for Markovian systems
    • Green L., Melamed B. An anti-PASTA result for Markovian systems. Oper. Res. 38:1990;173-175.
    • (1990) Oper. Res. , vol.38 , pp. 173-175
    • Green, L.1    Melamed, B.2
  • 7
    • 0008440664 scopus 로고
    • EPSTA: The coincidence of time-stationary and customer stationary distributions
    • König D., Schmidt V. EPSTA: the coincidence of time-stationary and customer stationary distributions. QUESTA. 5:1989;247-263.
    • (1989) QUESTA , vol.5 , pp. 247-263
    • König, D.1    Schmidt, V.2
  • 8
    • 0003332898 scopus 로고
    • Spectral estimation of continuous-time stationary processes from random sampling
    • Lii Keh-Shin., Masry E. Spectral estimation of continuous-time stationary processes from random sampling. Stochastic Process. Appl. 52:1994;39-64.
    • (1994) Stochastic Process. Appl. , vol.52 , pp. 39-64
    • Lii, Keh-Shin.1    Masry, E.2
  • 10
    • 0016956427 scopus 로고
    • Discrete-time spectral estimation of continuous-parameter processes - A new consistent estimate
    • Masry E., Ming-Chuan C.L. Discrete-time spectral estimation of continuous-parameter processes - A new consistent estimate. IEEE Trans. Inform. Theory. 3:1976;298-312.
    • (1976) IEEE Trans. Inform. Theory , vol.3 , pp. 298-312
    • Masry, E.1    Ming-Chuan, C.L.2
  • 11
    • 38249027980 scopus 로고
    • Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators
    • Masry E. Random sampling of continuous-parameter stationary processes: statistical properties of joint density estimators. J. Multivariate Anal. 26:1988;133-165.
    • (1988) J. Multivariate Anal. , vol.26 , pp. 133-165
    • Masry, E.1
  • 12
    • 0025252024 scopus 로고
    • On arrivals that see time averages
    • Melamed B., Whitt W. On arrivals that see time averages. Oper. Res. 38:1990;156-172.
    • (1990) Oper. Res. , vol.38 , pp. 156-172
    • Melamed, B.1    Whitt, W.2
  • 13
    • 0007240326 scopus 로고
    • On arrivals that see time averages: A martingale approach
    • Melamed B., Whitt W. On arrivals that see time averages: a martingale approach. J. Appl. Probab. 27:1990;376-384.
    • (1990) J. Appl. Probab. , vol.27 , pp. 376-384
    • Melamed, B.1    Whitt, W.2
  • 15
    • 0041166235 scopus 로고
    • Further results of ASTA for general stationary processes and related problems
    • Miyazawa M., Wolff R.W. Further results of ASTA for general stationary processes and related problems. J. Appl. Probab. 28:1990;792-804.
    • (1990) J. Appl. Probab. , vol.28 , pp. 792-804
    • Miyazawa, M.1    Wolff, R.W.2
  • 16
    • 0000359354 scopus 로고
    • One-dependent regenerative processes and queues in continuous time.
    • Sigman, K, 1990. One-dependent regenerative processes and queues in continuous time. Math. Oper. Res. 16 (1) 175-189.
    • (1990) Math. Oper. Res. , vol.16 , Issue.1 , pp. 175-189
    • Sigman, K.1
  • 18
    • 51249190620 scopus 로고
    • One-sided error estimates in renewal theory
    • Stone C., Wainger S. One-sided error estimates in renewal theory. J. Anal. Math. 20:1967;325-352.
    • (1967) J. Anal. Math. , vol.20 , pp. 325-352
    • Stone, C.1    Wainger, S.2
  • 20
    • 38249010002 scopus 로고
    • Construction of a stationary regenerative process
    • Thorisson H. Construction of a stationary regenerative process. Stochastic Process. Appl. 42:1992;237-253.
    • (1992) Stochastic Process. Appl. , vol.42 , pp. 237-253
    • Thorisson, H.1
  • 21
    • 0020103086 scopus 로고
    • Poisson arrivals see time averages
    • Wolff R.W. Poisson arrivals see time averages. Oper. Res. 30:1982;223-231.
    • (1982) Oper. Res. , vol.30 , pp. 223-231
    • Wolff, R.W.1
  • 22
    • 0025235774 scopus 로고
    • A note on PASTA and Anti-PASTA for continuous-time Markov chains
    • Wolff R.W. A note on PASTA and Anti-PASTA for continuous-time Markov chains. Oper. Res. 38:1990;176-177.
    • (1990) Oper. Res. , vol.38 , pp. 176-177
    • Wolff, R.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.