Results 291 to 300 of about 2,212,997 (349)

A Titin Knock-in model for Hereditary Myopathy with Early Respiratory Failure

open access: yes
Cetrangolo V   +14 more
europepmc   +1 more source

Heavy Tail Distributions

, 2014
Motivated by the instances of extreme events and heavy tail distributions encountered in the first chapter, we present the most important theoretical results underpinning the estimation of the probabilities of these extreme and rare events. The basics of extreme value theory are presented as they pertain to estimation and risk management of extremes ...
R. Carmona
semanticscholar   +2 more sources

Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching

Science China Mathematics, 2017
This study aims to investigate the tail behavior of Cox-Ingersoll-Ross (CIR) processes with regime switching. An essential difference shown in this study between CIR processes with and without regime switching is that the stationary distribution of those
Tongtong Hou, J. Shao
semanticscholar   +1 more source

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