Itō diffusion

Results: 160



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31Normal distribution / Multivariate normal distribution / Cumulative distribution function / Independence / Geometric distribution / Information theory / Itō diffusion / Central limit theorem / Statistics / Mathematical analysis / Probability and statistics

PART A MATHEMATICS AND STATISTICS, SIMULATION AND STATISTICAL PROGRAMMING: SIMULATION LECTURES GEOFF NICHOLLS Contents 1. Organisation

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2014-01-19 09:37:26
32Spectral theory / Analytic number theory / Spectral theory of ordinary differential equations / Itō diffusion / Mathematical analysis / Operator theory / Ordinary differential equations

Complete Monotonicity of the Representative Consumer’s Discount Factor Chiaki Hara∗ Institute of Economic Research, Kyoto University August 25, 2007

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Source URL: cis.ier.hit-u.ac.jp

Language: English - Date: 2014-07-01 09:05:04
33Statistics / Mathematics / Mathematical analysis / Stochastic ordering / Life expectancy / Life table / Mean value theorem / Itō diffusion / Actuarial science / Demography / Population

On stochastic comparisons of population densities and life expectancies

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Source URL: www.demographic-research.org

Language: English - Date: 2010-02-11 11:26:24
34Network performance / Queueing theory / Teletraffic / Distribution / Erlang distribution / Itō diffusion / Mathematical analysis / Generalized functions / Erlang

Erlang risk models and finite time ruin problems David C M Dickson and Shuanming Li Abstract We consider the joint density of the time of ruin and deficit at ruin in the Erlang(n) risk model. We give a general formula fo

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:14:57
35Computational statistics / Probability and statistics / Markov models / Markov processes / Metropolis–Hastings algorithm / Markov chain / Gibbs sampling / Itō diffusion / Bayesian inference in phylogeny / Statistics / Monte Carlo methods / Markov chain Monte Carlo

Part A Simulation and Statistical Programming HT 2015 Problem Sheet 3 due Week 7 Tuesday 10am 1. (a) Give a Metropolis-Hastings algorithm to sample according to the Gamma probability density function, p(x) ∝ xα−1 ex

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2015-02-23 13:52:48
36Topological spaces / Mathematics / Ultrametric space / Metric space / Symbol / Itō diffusion / Topology / General topology / Metric geometry

Fast C-K-R Partitions of Sparse Graphs∗ Manor Mendel Computer Science Division The Open University of Israel Chaya Schwob

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Source URL: cjtcs.cs.uchicago.edu

Language: English - Date: 2009-07-16 09:02:05
37Mathematical analysis / Metric geometry / Metric space / Symbol / Itō diffusion / Mathematics / Topology / General topology

Fast C-K-R Partitions of Sparse Graphs

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Source URL: cjtcs.cs.uchicago.edu

Language: English - Date: 2011-07-07 17:16:27
38Continuous function / Operator theory / Symbol / Itō diffusion / Mathematical analysis / Mathematics / Calculus

Mathematical appendix to “Paradoxical consumption behavior when economic activity has environmental effects” Geir B. Asheim∗ August 21, 2006

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Source URL: folk.uio.no

Language: English - Date: 2008-03-10 10:47:51
39Spectral theory / Calculus / Continuous function / Ordinary differential equations / Functional analysis / Holomorphic functional calculus / Itō diffusion / Mathematical analysis / Mathematics / Operator theory

CHENNAI MATHEMATICAL INSTITUTE Graduate Programme in Mathematics - M.Sc./Ph.D. Solutions to the Entrance Examination, 2012 Part A 1. True. Take δ = . Then k(x1 , x2 · · · xn ) − (y1 , y2 · · · yn )k2 < δ impli

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Source URL: www.cmi.ac.in

Language: English - Date: 2013-02-25 05:04:22
40Differential geometry / Symbol / Itō diffusion / Mathematical analysis / Distribution / Functional analysis

Functional summary statistics for the Johnson-Mehl model February 22, 2013 Jesper Møller and Mohammad Ghorbani Department of Mathematical Sciences, Aalborg University Abstract The Johnson-Mehl germination-growth model i

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Source URL: people.math.aau.dk

Language: English - Date: 2013-02-22 07:38:52
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