Continuous-time stochastic process

Results: 59



#Item
41Poisson process / Martingale / Counting process / Markov chain / Continuous-time Markov process / Brownian motion / Wiener process / Lévy process / Markov property / Statistics / Stochastic processes / Markov processes

Chapter 1 CONTINUOUS TIME MARKOV CHAIN MODELS FOR CHEMICAL REACTION NETWORKS David F. Anderson ∗

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-10-11 20:57:23
42Stochastic processes / Non-parametric statistics / Dirichlet process / Estimation theory / Statistics / Statistical inference / Robust statistics

Air quality analysis via a continuous time dependent Bayesian nonparametric model Luis Guti´errez ∗

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Source URL: clatse.cl

Language: English - Date: 2014-05-15 16:31:13
43Markov processes / Digital signal processing / Fourier analysis / Markov chain / Continuous-time Markov process / Dirac delta function / Stochastic process / Kernel / Discrete Fourier transform / Mathematical analysis / Statistics / Mathematics

CONVERGENCE RATES FOR DIFFUSIONS ON CONTINUOUS-TIME LATTICES ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC IMPERIAL COLLEGE LONDON Abstract. In this paper we introduce a discretization scheme based on a continuous-time

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:16
44Options / Markov models / Stochastic processes / Markov chain / Continuous-time Markov process / Volatility smile / Local volatility / Stochastic volatility / Matrix / Statistics / Mathematical finance / Markov processes

A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed]

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:23
45Information / Probability and statistics / Markov chain / Stochastic matrix / Continuous-time Markov process / Hidden Markov model / Markov models / Statistics / Markov processes

STATISTICS SEMINAR Sijia Davis Master’s Defense June 20, 2014 Leasure Hall 10, 1:00-3:00 p.m.

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Source URL: www.k-state.edu

Language: English - Date: 2014-05-20 10:32:17
46Stochastic processes / Queueing theory / Queueing model / Markov chain / Continuous-time Markov process / Statistics / Markov processes / Markov models

6 Cycle Stealing, Threshold-Based Sharing, and Other 2D-Infinite Chains In the last section we saw an example of Markov chain that grows unboundedly in more than one dimension, and we introduced a technique, SQA, for sol

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Source URL: www.cs.cmu.edu

Language: English - Date: 2007-06-27 02:40:53
47Stochastic processes / Statistical theory / Central limit theorem / Normal distribution / Convergence of random variables / Wiener process / Continuous function / Sufficient statistic / Itō diffusion / Statistics / Mathematical analysis / Mathematics

A CLT for empirical processes involving time-dependent data

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-03-12 21:12:21
48Stochastic calculus / Markov models / Stochastic differential equations / Markov chain / Diffusion process / Infinitesimal generator / Itō calculus / Brownian motion / Continuous-time Markov process / Statistics / Stochastic processes / Markov processes

388 BOOK REVIEWS BULLETIN (New Series) O F THE AMERICAN MATHEMATICAL SOCIETY

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Source URL: www.ams.org

Language: English - Date: 2010-01-14 13:21:10
49Probability and statistics / Markov models / Stochastic processes / Markovian arrival processes / Continuous-time Markov process / Phase-type distribution / Queueing model / Markov chain / Stochastic matrix / Statistics / Queueing theory / Markov processes

Q-MAM: A Tool for Solving Infinite Queues using Matrix-Analytic Methods J. F. Pérez, J. Van Velthoven and B. Van Houdt

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Source URL: www.pats.ua.ac.be

Language: English - Date: 2012-04-11 06:58:50
50Probability and statistics / Markov models / Monte Carlo methods / Stochastic simulation / Markov chain / Gillespie algorithm / Continuous-time Markov process / Stochastic / Algorithm / Statistics / Stochastic processes / Markov processes

Simulation Algorithms for Continuous Time Markov Chain Models H.T. Banks1 , Anna Broido2 , Brandi Canter3 , Kaitlyn Gayvert4 ,

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Source URL: www.ncsu.edu

Language: English - Date: 2011-12-14 16:28:37
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