Results 71 to 80 of about 775,098 (192)
Call blocking probabilities for Poisson traffic under the Multiple Fractional Channel Reservation policy [PDF]
, 2016 In this paper, we study the performance of the Multiple Fractional Channel Reservation (MFCR) policy, which is a bandwidth reservation policy that allows the reservation of real (not integer) number of channels in order to favor calls of high channel ...
Moscholios, Ioannis +6 more
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Compound poisson approximation via information functionals [PDF]
, 2010 An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation.
M. Madiman +10 more
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ON DOUBLE PERIODIC NON-HOMOGENEOUS POISSON PROCESSES [PDF]
Non-homogenous Poisson processes with periodic claim intensity rate are proposed as the claim counting process of risk theory. We introduce a doubly periodic Poisson model with short and long term trends, illustrated by a double-beta intensity function ...
José Garrido, Yi Lu
core
Exponential families of mixed Poisson distributions [PDF]
, 2006 If I=(I1,…,Id) is a random variable on [0,∞)d with distribution μ(dλ1,…,dλd), the mixed Poisson distribution MP(μ) on View the MathML source is the distribution of (N1(I1),…,Nd(Id)) where N1,…,Nd are ordinary independent Poisson processes which are also ...
Letac, G. +9 more
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Undominated (and) perfect equilibria in Poisson games [PDF]
, 2007 In games with population uncertainty some perfect equilibria are in dominated strategies.
González Pimienta, Carlos +1 more
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A Pólya Approximation to the Poisson-Binomial Law [PDF]
Journal of Applied Probability, 2012 Using Stein's method, we derive explicit upper bounds on the total variation distance between a Poisson-binomial law (the distribution of a sum of independent but not necessarily identically distributed Bernoulli random variables) and a Pólya distribution with the same support, mean, and variance; a nonuniform bound on the pointwise distance between ...
openaire +3 more sources
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
doaj +1 more source
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process.
Dag Tjøstheim +2 more
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On the Strong Approximation of Pure Jump Processes [PDF]
This paper constructs strong discrete time approximations for pure jump processes that can be described by stochastic differential equations. Strong approximations based on jump-adapted time discretizations, which produce no discretization bias, are ...
Nicola Bruti-Liberati, Eckhard Platen
core
The Poisson Approximation for Dependent Events
The Annals of Probability, 1974 Consider a sequence of dependent events, where each has uniformly small conditional probability given the past, and the sum of the conditional probabilities is approximately constant at $a$. Then the number of events which occur is approximately Poisson with parameter $a$. An explicit bound is given on the variation distance.
openaire +2 more sources