Browsing Mathematics (Faculty of) by Author "Shen, Jie"
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Compatibility Problems of Probability Measures for Stochastic Processes
Shen, Jie (University of Waterloo, 2018-07-27)In this thesis, we address three topics in the area of compatibility for probability measures. By "compatibility", we mean the problems concerning the existence of random variables/stochastic processes which generate certain ... -
Random locations of periodic stationary processes
Shen, Jie; Shen, Yi; Wang, Ruodo (Elsevier, 2019-03)We consider a family of random locations, called intrinsic location functionals, of periodic stationary processes. This family includes but is not limited to the location of the path supremum and first/last hitting times. ...