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... The presence of the First-order autocorrelation (referring to the first time lag) can also be detected using the Durbin-Watson Statistic. The hypotheses are: H0: There is no first-order autocorrelation in the residuals, vs. HA: There is a positive first-order autocorrelation in the residuals. To obt ...
... The presence of the First-order autocorrelation (referring to the first time lag) can also be detected using the Durbin-Watson Statistic. The hypotheses are: H0: There is no first-order autocorrelation in the residuals, vs. HA: There is a positive first-order autocorrelation in the residuals. To obt ...
A SHORT SUMMARY ON `A FIRST COURSE IN PROBABILITY` 1
... A real-valued function defined on the sample space is called a random variable (RV), i.e., X : S → R. The event {X ≤ x} is a subset of S. Two functions in the classical senses are associated to a random variable. The cumulative distribution function (CDF) F : R → [0, 1] is defined as F (x) = Pr{X ≤ ...
... A real-valued function defined on the sample space is called a random variable (RV), i.e., X : S → R. The event {X ≤ x} is a subset of S. Two functions in the classical senses are associated to a random variable. The cumulative distribution function (CDF) F : R → [0, 1] is defined as F (x) = Pr{X ≤ ...
Stochastic Processes and their Applications
... We study simple exclusion processes in infinite volume. For space dimensions d ≥ 3 it has recently been shown (see [2],[3]) that even in the asymmetric case the density fluctuations around a steady state of the hydrodynamic limit can be approximated by a stationary generalized Ornstein-Uhlenbeck pro ...
... We study simple exclusion processes in infinite volume. For space dimensions d ≥ 3 it has recently been shown (see [2],[3]) that even in the asymmetric case the density fluctuations around a steady state of the hydrodynamic limit can be approximated by a stationary generalized Ornstein-Uhlenbeck pro ...