Cornell University
Library
Cornell UniversityLibrary

eCommons

Help
Log In(current)
  1. Home
  2. Cornell University Graduate School
  3. Cornell Theses and Dissertations
  4. Stationarity And Random Locations

Stationarity And Random Locations

File(s)
ys437.pdf (860.36 KB)
Permanent Link(s)
https://hdl.handle.net/1813/34098
Collections
Cornell Theses and Dissertations
Author
Shen, Yi
Abstract

We introduce a family of random locations called "intrinsic location functionals", which include most of the random locations that one may encounter in many cases, e.g., the location of the path supremum/infimum over an interval, the first/last hitting times, etc. It is proved that the distributions of these locations must satisfy certain properties, such as the absolute continuity in the interior of the interval, and a group of constraints on the total variation of the density function. It is further shown that the list of properties that we obtained for the distributions is actually equivalent to the stationarity of the process, in the sense that a process is stationary if and only if the distributions of all intrinsic location functionals satisfy the list of properties. In this way we get an alternative characterization of stationarity from the perspective of random locations. Moreover, we develop alternative equivalent descriptions for intrinsic location functionals in terms of partially ordered random point sets and piecewise linear functions. The main results can be extended in many directions, for instance, stationary increment processes, stationary random fields and isotropic random fields.

Date Issued
2013-05-26
Keywords
stationary process
•
random location
•
total variation
Committee Chair
Samorodnitsky, Gennady
Committee Member
Nussbaum, Michael
Jarrow, Robert A.
Degree Discipline
Operations Research
Degree Name
Ph. D., Operations Research
Degree Level
Doctor of Philosophy
Type
dissertation or thesis

Site Statistics | Help

About eCommons | Policies | Terms of use | Contact Us

copyright © 2002-2026 Cornell University Library | Privacy | Web Accessibility Assistance