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A stochastic model for solitons
Random Structures & Algorithms, 2003AbstractThe soliton physics for the propagation of waves is represented by a stochastic model in which the particles of the wave can jump ahead according to some probability distribution. We demonstrate the presence of a steady state (stationary distribution) for the wavelength. It is shown that the stationary distribution is a convolution of geometric
Yoshiaki Itoh 0002 +2 more
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STOCHASTIC MODELS OF THERMODIFFUSION
Modern Physics Letters B, 2009New stochastic models of thermodiffusion are constructed and their hydrodynamical limits are studied through a first-order Chapman–Enskog expansion. These models differ from earlier ones by taking into account all first-order contributions proportional to the temperature gradient and, thus, allow for both positive and negative Soret coefficients, in ...
Chevalier, C., Debbasch, F., Rivet, J.P.
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2012 Ninth International Conference on Quantitative Evaluation of Systems, 2012
Sport provides a rich set of opportunities for the application of stochastic modelling. The discrete nature of some sports (tennis, for example) lends itself to analysis through Markov chains to model how the state of the game changes over time, enabling the estimation of the probabilities of various outcomes. In others there are clear "risk and reward"
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Sport provides a rich set of opportunities for the application of stochastic modelling. The discrete nature of some sports (tennis, for example) lends itself to analysis through Markov chains to model how the state of the game changes over time, enabling the estimation of the probabilities of various outcomes. In others there are clear "risk and reward"
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Management Science, 1972
Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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2008
Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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On Stochastic Mortality Modeling
SSRN Electronic Journal, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Telecommunication Systems, 2016
Internet worm infection continues to be one of top security threats and has been widely used by botnets to recruit newbots. In order to defend against future worms, it is important to understand how worms propagate and how different scanning strategies affect worm propagation dynamics.
Hanxun Zhou, Wei Guo 0016
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Internet worm infection continues to be one of top security threats and has been widely used by botnets to recruit newbots. In order to defend against future worms, it is important to understand how worms propagate and how different scanning strategies affect worm propagation dynamics.
Hanxun Zhou, Wei Guo 0016
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A Stochastic Model for Intrusions
2002We describe a computer network attack model with two novel features: it uses a very flexible action representation, the situation calculus and goal-directed procedure invocation to simulate intelligent, reactive attackers. Using the situation calculus, our simulator can project the results actions with complex preconditions and context-dependent ...
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Improving Stochastic Model Checking with Stochastic Bounds
2005 Symposium on Applications and the Internet Workshops (SAINT 2005 Workshops), 2006Stochastic model checking requires the computation of steady-state or transient distribution for finite or infinite Markov chains for the evaluation of some formulas implying probabilities. However the numerical analysis of Markov chains is much less efficient than the sophisticated algorithmic techniques such as MTBDD developed for the deterministic ...
Fourneau, Jean-Michel +2 more
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Unternehmensforschung Operations Research - Recherche Opérationnelle, 1963
In some cases arising in certain industries or military installations not only the demand for a particular commodity is a stochastic variable but its supply as well. In these cases it is convenient to consider the inventory level resulting from the interaction of supply and demand as a third stochastic variable.
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In some cases arising in certain industries or military installations not only the demand for a particular commodity is a stochastic variable but its supply as well. In these cases it is convenient to consider the inventory level resulting from the interaction of supply and demand as a third stochastic variable.
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