Results 1 to 10 of about 9,682,495 (263)
Branching Random Walks with Two Types of Particles on Multidimensional Lattices
We consider a continuous-time branching random walk on a multidimensional lattice with two types of particles and an infinite number of initial particles.
Iuliia Makarova+3 more
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Propagation Model for Ground-to-Aircraft Communications in the Terahertz Band with Cloud Impairments
By operating over a large bandwidth, the terahertz (THz) frequency band (0.3–3 THz) promises to deliver extremely high data rates. While the use of this band in cellular communications systems is not expected to happen within the next decade, various ...
Vladimir Doborshchuk+2 more
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The Age of Information in Wireless Cellular Systems: Gaps, Open Problems, and Research Challenges
One of the critical use cases for prospective fifth generation (5G) cellular systems is the delivery of the state of the remote systems to the control center.
Elena Zhbankova+3 more
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The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. Miklós Arató, László Martinek
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Ruin probability in a risk model with variable premium intensity and risky investments [PDF]
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura+2 more
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Poissonization Principle for a Class of Additive Statistics
In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space.
Igor Borisov, Maman Jetpisbaev
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A convenient category for higher-order probability theory [PDF]
Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of probability theory ...
C. Heunen+3 more
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Foundations of Modern Probability
* Measure Theory-Basic Notions * Measure Theory-Key Results * Processes, Distributions, and Independence * Random Sequences, Series, and Averages * Characteristic Functions and Classical Limit Theorems * Conditioning and Disintegration * Martingales and ...
O. Kallenberg
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Gamblers Never Change their Habits
In the game ‘6 out of 45’ the gambler has to guess 6 different numbers out of 45. These guesses are far from being uniformly distributed, instead gamblers prefer certain numbers and avoid others.
Karl Grill, Norbert Kusolitsch
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