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Probabilistic properties and applications of several variations of Brownian motion
Nantong Daxue xuebao. Ziran kexue ban, 2022 On the basis of standard Brownian motion, this paper discusses several kinds of variations related to standard Brownian motion in the form of probability distribution and joint distribution.
JIANG Peihua; ZHOU Qiaoyan; LAN Tianya; LIU Kexin
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Modeling Crossing Random Seas by Fully Non-Linear Numerical Simulations
Frontiers in Physics, 2021 Bimodal spectrum wave conditions, known as crossing seas, can produce extreme waves which are hostile to humans during oceanic activities. This study reports some new findings of the probability of extreme waves in deep crossing random seas in response ...
Jinghua Wang +4 more
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Carry Forward Modeling for High-Frequency Limit-Order Executions: An Emerging Market Perspective
American Business Review, 2022 In this study, we estimate the order execution probability of a limit-order book (LOB) and analyze its determinants using high-frequency LOB data from the National Stock Exchange (NSE) of India.
Aritra Pan, Arun Kumar Misra
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The Statistical Curvature of Seemingly Unrelated Unrestricted Regression Equations. [PDF]
The Egyptian Statistical Journal, 1997 We study the finite sample properties of an asymptotically efficient estimator for coefficients of seemingly unrelated unrestricted regression (SUUR) equations. Zellner (1963) derived the exact probability density function of the SUUR estimator.
Ahmed Youssef
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Extremal properties of the beta-normal distribution
Journal of Inequalities and Applications, 2022 Asymptotic behaviors of the extremes of the beta-normal distribution are derived. The higher-order asymptotic expansions of the probability density and cumulative distribution functions for the maximum are given under an optimal normalizing constants. In
Yingying Jiang, Baokun Li
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Higher-order expansions for compound distributions and ruin probabilities with subexponential claims [PDF]
Scandinavian Actuarial Journal, 2010 Let X i (i=1,2, …) be a sequence of subexponential positive independent and identically distributed random variables. In this paper, we offer two alternative approaches to obtain higher-order expansions of the tail of and subsequently for ruin probabilities in renewal risk models with claim sizes X i .
Albrecher, H., Hipp, C., Kortschak, D.
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Probabilistic Interval Forecasting of Power Load Based on Structured Load Model
Zhongguo dianli, 2021 Probability interval forecasting has become one of the main methods for power load forecasting because of the uncertainties of power load. In order to solve the problem that the conventional probability interval forecasting methods cannot consider the ...
Chuanjun PANG +3 more
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Atmosphere, 2022 Accurate feature identification of drought disaster events is required for proper risk management in agriculture. This study improved the crop water deficit index (CWDI) by including the daily meteorological, crop development stage, soil moisture content,
Shujie Zhang +5 more
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Journal of Infrastructure Preservation and Resilience, 2022 Quantifying economic losses of civil infrastructures subjected to various hazards under a life-cycle context is of vital importance for risk assessment and management. In previous studies, the expected long-term loss has been widely applied as a standard
Yu Zhang, Yaohan Li, You Dong
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Generalized Rank Mapped Transmuted Distribution for Generating Families of Continuous Distributions
Journal of Statistical Theory and Applications (JSTA), 2021 This study introduces generalized transmuted family of distributions. We investigate the special cases of our generalized transmuted distribution to match with some other generalization available in literature. The transmuted distributions are applied to
M. A. Ali, Haseeb Athar
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