arXiv subjects

Ivan H. Krykun

Publications and source records attributed to Ivan H. Krykun.

3 recordsLinked to original sources

arXiv2023

About convergence of solutions of one-dimensional stochastic equations

We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the parameter $\varepsilon$. We consider more general requirements on the convergence of some functions of coefficients of stochastic equations to limit functions. Necessary and sufficient conditions for the weak convergence of solutions of such stochastic equations if $\varepsilon$ tends to zero to a some stochastic equations involving a local time of process are obtained.

math.PR↗

arXiv2022

A new approach to Statistical analysis of election results

In this paper, a new method of detection of election fraud is proposed. This method is based on the calculation of the ratio of two standard normal random variables; estimation of parameters of obtained sample and comparison of these estimates with known theoretical values of parameters. Also in the paper, there is an example of the application of the method.

stat.ME↗

arXiv2013

Peano phenomenon for stochastic equations with local time

We investigate weak convergence of measures generated by solutions of stochastic equations with local time and small diffusion while the last one tends to zero. In case the correspondent ordinary differential equation has infinitely many solutions we prove that limit measure concentrated with some weights on its extreme solutions. Formulae for weights are obtained.

math.PR↗