Results 11 to 20 of about 30,416 (124)
On large deviations for compound mixed Poisson process
Lietuvos Matematikos Rinkinys, 2013 This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė +1 more
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Fast and exact quantification of motif occurrences in biological sequences
BMC Bioinformatics, 2021 Background Identification of motifs and quantification of their occurrences are important for the study of genetic diseases, gene evolution, transcription sites, and other biological mechanisms. Exact formulae for estimating count distributions of motifs
Mattia Prosperi +2 more
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Statistics of weighted Poisson events and its applications [PDF]
, 2013 The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics.
Bohm, G., Zech, G.
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Fisher information, compound Poisson approximation and the Poisson channel [PDF]
, 2007 — Fisher information plays a fundamental role in the analysis of Gaussian noise channels and in the study of Gaussian approximations in probability and statistics.
Ioannis Kontoyiannis +2 more
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A Tandem Fluid Network with L\'evy Input in Heavy Traffic [PDF]
, 2015 In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of L\'evy input, covering compound Poisson, $\alpha$-stable L\'evy motion (with ...
Boxma, Onno J. +2 more
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The Stability of the Aggregate Loss Distribution
Risks, 2018 In this article we introduce the stability analysis of a compound sum: it consists of computing the standardized variation of the survival function of the sum resulting from an infinitesimal perturbation of the common distribution of the summands ...
Riccardo Gatto
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Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
Journal of Applied Mathematics, 2003 A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
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Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications, 2016 In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic ...
Jianhua Cheng, Yanwei Gao, Dehui Wang
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On Stein's method and perturbations [PDF]
, 2007 Stein’s (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution.
Barbour, A D, Cekanavicius, V, Xia, A
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Compound Poisson Approximation and Testing for Gene Clusters with Multigene Families [PDF]
, 2011 International audienceWe present in this article a compound Poisson approximation for computing probabilities involved in significance tests for conserved genomic regions between different species.
Chabrol, Olivier +3 more
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