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Bounding and estimating an exceedance probability in output from monotonous computer codes
Exceedance probability Computer code Input uncertainty
2011/1/18
This article deals with the estimation of a probability pf of an undesirable event. Its occurence is formalized by the exceedance of a threshold reliability value by the unidimensional output of a com...
Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
Fourier transform Stieltjes transform Cauchy distribution non-commutative probability theory
2010/12/1
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This nables us to gen-eralize moments for some class of probability measures which do not have moments in the usual ...