Results 11 to 20 of about 1,301,577 (294)
Multivariate Normal Approximation in Geometric Probability [PDF]
Journal of Statistical Theory and Practice, 2008 23 ...
Penrose, Mathew D., Wade, Andrew R.
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Buy-and-Hold Strategies and Comonotonic Approximations [PDF]
, 2013 [cat] En aquest article estudiem estratègies “comprar i mantenir” per a problemes d’optimitzar la riquesa final en un context multi-període. Com que la riquesa final és una suma de variables aleatòries dependents, on cadascuna d’aquestes correspon a una ...
Bosch Príncep, Manuela +5 more
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Logical Approximations of Qualitative Probability. [PDF]
, 2021 We provide approximations of qualitative probability, that is, comparative structures which are representable by probability measures. We introduce sequences of qualitative belief structures, based on the ideas of Depth-Bounded logics D’Agostino et al ...
Baldi, P., Hosni, H.
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Continuum Approximation of Invasion Probabilities [PDF]
Multiscale Modeling & Simulation, 2017 Abstract In the last decade there has been growing criticism of the use of Stochastic Differential Equations (SDEs) to approximate discrete state-space, continuous-time Markov chain population models. In particular, several authors have demonstrated the failure of Diffusion Approximation
Borchering, Rebecca K. +1 more
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Approximations of the ruin probability in a discrete time risk model
Modern Stochastics: Theory and Applications, 2020 Based on a discrete version of the Pollaczeck–Khinchine formula, a general method to calculate the ultimate ruin probability in the Gerber–Dickson risk model is provided when claims follow a negative binomial mixture distribution.
David J. Santana, Luis Rincón
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Integral Approximations for Coverage Probability [PDF]
IEEE Wireless Communications Letters, 2016 This letter gives approximations to an integral appearing in the formula for downlink coverage probability of a typical user in Poisson point process (PPP) based stochastic geometry frameworks of the form $\int_0^\infty \exp\{ - (Ax + B x^{α/2}) \} \ud x$. Four different approximations are studied.
Sudarshan Guruacharya +2 more
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Engineering Proceedings, 2023 This paper is devoted to the evaluation of the hardware resources of computer systems for solving a computationally expensive problem such as the calculation of the probability distributions of statistics by the second multiplicity method based on Δ ...
Andrey Melnikov +3 more
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Asymptotic Diffusion Analysis of Multi-Server Retrial Queue with Hyper-Exponential Service
Mathematics, 2020 A multi-server retrial queue with a hyper-exponential service time is considered in this paper. The study is performed by the method of asymptotic diffusion analysis under the condition of long delay in orbit.
Alexander Moiseev +2 more
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Mathematics, 2021 We combine the stochastic perturbation method with the maximum entropy principle to construct approximations of the first probability density function of the steady-state solution of a class of nonlinear oscillators subject to small perturbations in the ...
Juan-Carlos Cortés +3 more
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Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims
Risks, 2019 We consider the Sparre Andersen risk process with interclaim times that belong to the class of distributions with rational Laplace transform. We construct error bounds for the ruin probability based on the Pollaczek−Khintchine formula, and develop ...
Hansjörg Albrecher, Eleni Vatamidou
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