SAIFI - Revision history

en>Satellizer: Reverted 1 edit by 82.178.47.103 identified as test/vandalism using STiki

2014-07-06T08:34:33Z

Reverted 1 edit by 82.178.47.103 identified as test/vandalism using STiki

← Older revision		Revision as of 10:34, 6 July 2014
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	~~The name of the writer is Jayson~~. ~~What I adore doing~~ is ~~soccer~~ but I ~~don~~'~~t have the time lately~~. ~~Since I was eighteen~~ I've been ~~operating as a bookkeeper~~ but ~~quickly my spouse and I will start our own business.~~ I've ~~always loved residing in Mississippi~~.<br><br>my ~~web blog~~ psychic ~~readings online -~~ [http://~~www~~.~~edmposts~~.~~com/build-a-beautiful-organic-garden-using-these-ideas~~/ ~~www.edmposts~~.~~com~~] -		I would like to introduce myself to you, I am Andrew and my wife doesn't like it at all. My working day occupation is an invoicing officer but I've already utilized for another 1. Alaska is where I've always been living. What me and my family members love is bungee jumping but I've been using on new things recently.<br><br>my site ... good psychic ([http://chorokdeul.co.kr/index.php?document_srl=324263&mid=customer21 official website])

194.53.253.72 at 10:05, 18 February 2014

2014-02-18T10:05:14Z

← Older revision		Revision as of 12:05, 18 February 2014
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	~~In [[probability theory]], a '''martingale difference sequence (MDS)''' is related to the concept~~ of the ~~[[martingale (probability theory)\|martingale]]~~. ~~A [[stochastic process\|stochastic series]]~~ '~~'X'' is an MDS if its [[expected value\|expectation]] with respect to~~ the ~~past is zero~~. ~~Formally, consider an adapted sequence <math>\{X_t, \mathcal{F}_t\}_{-\infty}^{\infty}</math> on~~ a ~~probability space <math>(\Omega, \mathcal{F}, \mathbb{P})</math>~~. <~~math~~>~~X_t~~<~~/math~~> ~~is an MDS if it satisfies the following two conditions~~:		The name of the writer is Jayson. What I adore doing is soccer but I don't have the time lately. Since I was eighteen I've been operating as a bookkeeper but quickly my spouse and I will start our own business. I've always loved residing in Mississippi.<br><br>my web blog psychic readings online - [http://www.edmposts.com/build-a-beautiful-organic-garden-using-these-ideas/ www.edmposts.com] -

	~~:<math> \mathbb{E} \|X_t\| < \infty <~~/~~math>, and~~

	~~:<math> \mathbb{E} (X_t \| \mathcal{F}_{t-1}) = 0, a~~.s. </~~math>,~~

	~~for all <math>t</math>. By construction, this implies that if <math>Y_t</math> is~~ a ~~martingale, then <math>X_t=Y_t~~-~~Y_{t~~-~~1}</math> will be an MDS—hence the name.~~

	The MDS is an extremely useful construct in modern probability theory because it implies much milder restrictions on the memory of the sequence than [[independence (probability theory)\|independence]], yet most limit theorems that hold for an independent sequence will also hold for an MDS.


	~~== References ==~~
	* James Douglas Hamilton (1994), ''Time Series Analysis'', Princeton University Press. ISBN 0-~~691~~-~~04289~~-6
	* James Davidson (1994), ''Stochastic Limit Theory'', Oxford University Press. ~~ISBN 0-19-877402-8~~

	~~{{Stochastic processes}}~~
	~~[[Category:Stochastic processes]]~~
	~~[[Category:Martingale theory]~~]
	~~{{probability~~-~~stub}}~~

en>Addbot: Bot: Migrating 3 interwiki links, now provided by Wikidata on d:q2491630

2013-03-06T22:26:48Z

Bot: Migrating 3 interwiki links, now provided by Wikidata on d:q2491630

← Older revision		Revision as of 00:26, 7 March 2013
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	~~The writer~~'~~s name~~ is ~~Christy~~. ~~The preferred pastime for him and his kids~~ is ~~style and he'll be starting something else along~~ with it. ~~My day occupation~~ is an ~~invoicing officer but I've already utilized for another one. My wife~~ and ~~I live psychic reading~~ (~~[http:~~//~~appin~~.~~co.kr~~/~~board_Zqtv22~~/~~688025 click through~~ the ~~following web site~~]) ~~in Mississippi but now I~~'~~m considering other choices~~.		In [[probability theory]], a '''martingale difference sequence (MDS)''' is related to the concept of the [[martingale (probability theory)\|martingale]]. A [[stochastic process\|stochastic series]] ''X'' is an MDS if its [[expected value\|expectation]] with respect to the past is zero. Formally, consider an adapted sequence <math>\{X_t, \mathcal{F}_t\}_{-\infty}^{\infty}</math> on a probability space <math>(\Omega, \mathcal{F}, \mathbb{P})</math>. <math>X_t</math> is an MDS if it satisfies the following two conditions:

			:<math> \mathbb{E} \|X_t\| < \infty </math>, and

			:<math> \mathbb{E} (X_t \| \mathcal{F}_{t-1}) = 0, a.s. </math>,

			for all <math>t</math>. By construction, this implies that if <math>Y_t</math> is a martingale, then <math>X_t=Y_t-Y_{t-1}</math> will be an MDS—hence the name.

			The MDS is an extremely useful construct in modern probability theory because it implies much milder restrictions on the memory of the sequence than [[independence (probability theory)\|independence]], yet most limit theorems that hold for an independent sequence will also hold for an MDS.


			== References ==
			* James Douglas Hamilton (1994), ''Time Series Analysis'', Princeton University Press. ISBN 0-691-04289-6
			* James Davidson (1994), ''Stochastic Limit Theory'', Oxford University Press. ISBN 0-19-877402-8

			{{Stochastic processes}}
			[[Category:Stochastic processes]]
			[[Category:Martingale theory]]
			{{probability-stub}}

en>Luckas-bot: r2.7.1) (Robot: Adding cs:SAIFI

2011-10-29T11:00:11Z

r2.7.1) (Robot: Adding cs:SAIFI

New page

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