Results 41 to 50 of about 2,442,731 (210)
On the Calibration of the Kennedy Model
MathematicsThe Kennedy model offers a robust framework for modeling forward rates, leveraging Gaussian random fields to accommodate emerging phenomena such as negative rates.
Dalma Tóth-Lakits, Miklós Arató
doaj +1 more source
Parameter estimation in mixed fractional stochastic heat equation
Modern Stochastics: Theory and Applications, 2023 The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution.
Diana Avetisian, Kostiantyn Ralchenko
doaj +1 more source
Structure of the theories of probability
Revista Brasileira de Ensino de Física, 2022 We examine the concept of probability from its emergence within the realm of the games of chance and the development of the theory of probability until the appearance of the treatise of Kolmogorov on this subject. The discipline related to that theory is framed as the science of aleatory events.
openaire +4 more sources
Orthogonal polynomial ensembles in probability theory
, 2004 We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble.
Koenig, Wolfgang
core +4 more sources
Accurate Approximation for Resource Queuing Systems with Losses and Signals
MathematicsWe consider a queuing system with a finite number of servers and a finite pool of resources, where an arriving customer requires a server and random number of resources.
Alexander Maslov +2 more
doaj +1 more source
Analytical and Computational Problems Related to Fractional Gaussian Noise
Fractal and Fractional, 2022 We study the projection of an element of fractional Gaussian noise onto its neighbouring elements. We prove some analytic results for the coefficients of this projection. In particular, we obtain recurrence relations for them.
Yuliya Mishura +2 more
doaj +1 more source
On the Theory of Probabilities [PDF]
Journal of the Institute of Actuaries and Assurance MagazineThe theory of Probabilities has been characterized by Laplace, one of those who have contributed most largely to its advance,—as “good sense reduced to a system of calculation;” and such, no doubt, it is. But it must be especially noticed that there is hardly any subject to which thought can be applied, which calls for so continuous an application of ...
openaire +3 more sources
A quantum theoretical explanation for probability judgment errors [PDF]
, 2011 A quantum probability model is introduced and used to explain human probability judgment errors including the conjunction, disjunction, inverse, and conditional fallacies, as well as unpacking effects and partitioning effects.
Busemeyer, J. R. +4 more
core +1 more source
Peak Age of Information Analysis in Systems with Multiple Time-Correlated Traffic Streams
SensorsNowadays, Internet of Things (IoT) is one of the most dynamically evolving services in the 5G ecosystem. In industrial IoT (IIoT), this service can be utilized to deliver state updates of various equipment to the remote control center for further ...
Varvara Manaeva +3 more
doaj +1 more source