搜索结果: 1-11 共查到“知识库 概率论 Theory”相关记录11条 . 查询时间(0.109 秒)
Ruin theory with a Markov chain interest model
Probability Markov chain Ruin function Interest
2011/11/5
In this paper we consider a discrete time risk process with a Markov chain interest model. We derive recursive equations satisfied respectively by the joint distribution of surplus immediately before ...
Tail Asymptotic of Sum and Product of Random Variables with Applications in the Theory of Extremes of Conditionally Gaussian Processes
tail asymptotic Laplace method self-similar processes Gaussian processes locally stationary processes
2011/9/15
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Regularity of Schramm-Loewner Evolutions, annular crossings, and rough path theory
Schramm-Loewner Evolutions annular crossings rough path theory
2011/9/14
Abstract: When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal H\"older exponent obtainable unde...
Potential theory of one-dimensional geometric stable processes
geometric stable process Green function first exit time tail function Poisson kernel Levy process
2011/8/25
Abstract: The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0...
A case of combination of evidence in the Dempster-Shafer theory inconsistent with evaluation of probabilities
data fusion Dempster-Shafer theory evidence accumulation probability uncertainty
2011/8/22
Abstract: The Dempster-Shafer theory of evidence accumulation is one of the main tools for combining data obtained from multiple sources. In this paper a special case of combination of two bodies of e...
From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
fractional Brownian motion stochastic integrals rough paths
2011/2/22
Let B = (B1(t), . . . ,Bd(t)) be a d-dimensional fractional Brownian motion with Hurst index ≤ 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly...
The Classical Limit of Representation Theory of the Quantum Plane
Classical Limit of Representation Theory of the Quantum Plane
2011/2/22
We showed that there is a complete analogue of a representation of the quantum plane Bq where |q| = 1, with the classical ax + b group.
We construct the RR varieties as the fiber products of Bott-Samelson varieties over Richardson varieties. We study their homogeneous coordinate rings and standard monomial theory.
HISTABRUT: A Maple Package for Symbol-Crunching in Probability theory
Maple Package Symbol-Crunching Probability theory
2010/12/7
A Maple package HISTABRUT (available from ttp://www.math.rutgers.edu/~zeilberg/tokhniot/HISTABRUT)is presented and briefly described. It uses the polynomial ansatz to discover (often fully rigorously,...
Generalised shape theory via pseudo-Wishart distribution
Shape theory maximum likelihood estimators zonal polynomials pseudo-Wishart distribution
2010/12/8
The non isotropic noncentral elliptical shape distributions via pseudo-Wishart dis-tribution are founded. This way, the classical shape theory is extended to non isotropic case and the normality assum...
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory
Algorithmic Approach to Probability Theory Information Theory
2010/12/14
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory.