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Gogi Pantsulaia

Publications and source records attributed to Gogi Pantsulaia.

11 recordsLinked to original sources

On a consistent estimator of a useful signal in Ornstein-Uhlenbeck model in $\mathbb{C}[-l,l[$

~It is considered a transmittion process of a useful signal in Ornstein-Uhlenbeck model in $\mathbb{C}[-l,l[$ defined by the stochastic differential equation $$ dΨ(t,x,ω)=\sum_{n=0}^{2m} A_n\frac{\partial^{n}}{\partial x^{n}}Ψ(t,x,ω)dt +σd W(t,ω) $$ with initial condition $$Ψ(0,x,ω)=Ψ_0(x) \in FD^{(0)}[-l,l[, $$ where $m \ge 1$, $(A_n)_{0 \le n \le 2m} \in \mathbb{R}^+\times \mathbb{R}^{2m-1}$,$~((t,x,ω) \in [0,+\infty[\times [-l,l[ \times Ω)$, $σ\in \mathbb{R}^+$, $\mathbb{C}[-l,l[$ is Banach space of all real-valued bounded continuous functions on $[-l,l[$, $FD^{(0)}[-l,l[ \subset \mathbb{C}[-l,l[ $ is class of all real-valued bounded continuous functions on $[-l,l[$ whose Fourier series converges to himself everywhere on $[-l,l[$, $(W(t,ω))_{t \ge 0}$ is a Wiener process and $Ψ_0(x)$ is a useful signal. By use a sequence of transformed signals $(Z_k)_{k \in N}=(Ψ(t_0,x,ω_k))_{k \in N}$ at moment $t_0>0$, consistent and infinite-sample consistent estimations of the useful signal $Ψ_0$ is constructed under assumption that parameters $(A_n)_{0 \le n \le 2m}$ and $σ$ are known. Animation and simulation of the Ornstein-Uhlenbeck process in $\mathbb{C}[-l,l[$ and an estimation of a useful signal are also presented.

math.ST

Satisfaction Problem of Consumers Demands measured by ordinary "Lebesgue measures" in $R^{\infty}$

In the present paper we consider the following Satisfaction Problem of Consumers Demands (SPCD): {\it The supplier must supply the measurable system of the measure $m_k$ to the $k$-th consumer at time $t_k$ for $1 \le k \le n$. The measure of the supplied measurable system is changed under action of some dynamical system, What is a minimal measure of measurable system which must take the supplier at the initial time $t=0$ to satisfy demands of all consumers ?} In this paper we consider Satisfaction Problem of Consumers Demands measured by ordinary "Lebesgue measures" in $R^{\infty}$ for various dynamical systems in $R^{\infty}$. In order to solve this problem we use Liouville type theorems for them which describes the dependence between initial and resulting measures of the entire system.

math.CA

Infinite-sample consistent estimations of parameters of the Wiener process with drift

We consider the Wiener process with drift $$ dX_t=μdt +σd W_t $$ with initial value problem $X_0=x_0$, where $x_0 \in R$, $ μ\in R$ and $σ> 0$ are parameters. By use values $(z_k)_{k \in N}$ of corresponding trajectories at a fixed positive moment $t$, the infinite-sample consistent estimates of each unknown parameter of the Wiener process with drift are constructed under assumption that all another parameters are known. Further, we propose a certain approach for estimation of unknown parameters $x_0,μ,σ$ of the Wiener process with drift by use the values $(z^{(1)}_k)_{k \in N}$ and $(z^{(2)}_k)_{k \in N}$ being the results of observations on the $2k$-th and $2k+1$-th trajectories of the Wiener process with drift at moments $t_1$ and $t_2$ , respectively.

math.ST

Estimation of the parameters of the Ornstein-Uhlenbeck's stochastic process

It is considered Ornstein-Uhlenbeck process $ x_t = x_0 e^{-θt} + μ(1-e^{-θt}) + σ\int_0^t e^{-θ(t-s)} dW_s$, where $x_0 \in R$, $θ>0$, $ μ\in R$ and $σ> 0$ are parameters. By use values $(z_k)_{k \in N}$ of corresponding trajectories at a fixed positive moment $t$, a consistent estimate of each unknown parameter of the Ornstein-Uhlenbeck's stochastic process is constructed under assumption that all another parameters are known.

math.ST

Calculation of Improper Integrals by Using Uniformly Distributed Sequences

We present the proof of a certain modified version of Kolmogorov's strong law of large numbers for calculation of Lebesgue Integrals by using uniformly distributed sequences in $(0,1)$. We extend the result of C. Baxa and J. Schoi$β$engeier (cf.\cite{BaxSch2002}, Theorem 1, p. 271) to a maximal set of uniformly distributed (in $(0,1)$) sequences $S_f \subset(0,1)^{\infty}$ which strictly contains the set of sequences of the form $(\{αn\})_{n \in {\bf N}}$ with irrational number $α$ and for which $\ell_1^{\infty}(S_f)=1$, where $\ell_1^{\infty}$ denotes the infinite power of the linear Lebesgue measure $\ell_1$ in $(0,1)$.

math.CA

Calculation of Lebesgue Integrals by Using Uniformly Distributed Sequences in $(0,1)$

We present modified proof of a certain version of Kolmogorov's strong law of large numbers for calculation of Lebesgue Integrals by using uniformly distributed sequences in $(0,1)$. We extend the result of C. Baxa and J. Schoi$β$engeier (cf.\cite{BaxSch2002}, Theorem 1, p. 271) to a maximal set of uniformly distributed (in $(0,1)$) sequences $S_f \subset(0,1)^{\infty}$ which strictly contains the set of sequences of the form $(\{αn\})_{n \in {\bf N}}$ with irrational number $α$ and for which $\ell_1^{\infty}(S_f)=1$, where $\ell_1^{\infty}$ denotes the infinite power of the linear Lebesgue measure $\ell_1$ in $(0,1)$.

math.FA

On a linear partial differential equation of the higher order in two variables with initial condition whose coefficients are real-valued simple step functions

By using the method developed in the paper [G.Pantsulaia, G.Giorgadze, On some applications of infinite-dimensional cellular matrices, {\it Georg. Inter. J. Sci. Tech., Nova Science Publishers,} Volume 3, Issue 1 (2011), 107-129], it is obtained a representation in an explicit form of the weak solution of a linear partial differential equation of the higher order in two variables with initial condition whose coefficients are real-valued simple step functions

math.CA

On a linear non-homogeneous ordinary differential equation of the higher order whose coefficients are real-valued simple step functions

By using the method developed in the paper [G.Pantsulaia, G.Giorgadze, On some applications of infinite-dimensional cellular matrices, {\it Georg. Inter. J. Sci. Tech., Nova Science Publishers,} Volume 3, Issue 1 (2011), 107-129], it is obtained a representation in an explicit form of the particular solution of the linear non-homogeneous ordinary differential equation of the higher order whose coefficients are real-valued simple functions.

math.CA

Under Collatz conjecture the Collatz mapping has no an asymptotic mixing property $\pmod{3}$

By using properties of Markov homogeneous chains and Banach measure in $\mathrm{N}$, it is proved that a relative frequency of even numbers in the sequence of $n$-th coordinates of all Collatz sequences is equal to the number $\frac{2}{3}+\frac{(-1)^{n+1}}{3\times 2^{n+1}}.$ It is shown also that an analogous numerical characteristic for numbers of the form $3m+1$ is equal to the number $\frac{3}{5}+ \frac{(-1)^{n+1}}{15 \times 2^{2(n-1)}}. $ By using these formulas it is proved that under Collatz conjecture the Collatz mapping has no an asymptotic mixing property $\pmod{3}$. It is constructed also an example of a real-valued function on the cartesian product $N^2$ of the set of all natural numbers $N$ such that an equality its repeated integrals (with respect to Banach measure in $N$) implies that Collatz conjecture fails. In addition, it is demonstrated that Collatz conjecture fails for supernatural numbers.

math.PR

On objective and strong objective consistent estimates of unknown parameters for statistical structures in a Polish group admitting an invariant metric

By using the notion of a Haar ambivalent set introduced by Balka, Buczolich and Elekes (2012), essentially new classes of statistical structures having objective and strong objective estimates of unknown parameters are introduced in a Polish non-locally-compact group admitting an invariant metric and relations between them are studied in this paper. An example of such a weakly separated statistical structure is constructed for which a question asking "{\it whether there exists a consistent estimate of an unknown parameter}" is not solvable within the theory $(ZF)~\&~(DC)$. A question asking "{\it whether there exists an objective consistent estimate of an unknown parameter for any statistical structure in a non-locally compact Polish group with an invariant metric when subjective one exists}" is answered positively when there exists at least one such a parameter the pre-image of which under this subjective estimate is a prevalent. These results extend recent results of authors. Some examples of objective and strong objective consistent estimates in a compact Polish group $\{0; 1\}^N$ are considered in this paper.

math.ST