Stochastic processes

Results: 2145



#Item
711Dimension / Time series analysis / Dimension theory / Statistical dependence / Fractional Brownian motion / Hurst exponent / Fractal / Long-range dependency / Hausdorff dimension / Statistics / Stochastic processes / Fractals

Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-09-14 16:02:39
712Options / Economics / Stochastic processes / Statistical mechanics / Black–Scholes / Equations / Warrant / Brownian motion / Valuation / Financial economics / Finance / Mathematical finance

C:/Documents and Settings/londani/Desktop/Muk/Mukhethwa Londani paper.dvi

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:11
713Variance reduction / Stochastic differential equation / Statistics / Stochastic processes / Importance sampling

MINIMAL PARTIAL PROXY SIMULATION SCHEMES FOR GENERIC AND ROBUST MONTE-CARLO GREEKS JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present a generic framework known as the minimal partial proxy simulation schem

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:06:38
714Markov models / Dynamic programming / Markov processes / Stochastic control / Reinforcement learning / Markov decision process / Monte Carlo method / Markov chain Monte Carlo / Graphical model / Statistics / Probability and statistics / Bayesian statistics

Journal of Artificial Intelligence Research883 Submitted 06/13; publishedScalable and Efficient Bayes-Adaptive Reinforcement Learning Based on Monte-Carlo Tree Search

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Source URL: www.gatsby.ucl.ac.uk

Language: English - Date: 2013-11-28 14:07:54
715Matrix theory / Matrices / Mathematical physics / Stochastic processes / Random matrix / Eigenvalues and eigenvectors / Chinese restaurant process / Orthogonal matrix / Dirichlet process / Algebra / Linear algebra / Mathematics

The Translation-invariant Wishart-Dirichlet Process for Clustering Distance Data Julia E. Vogt Computer Science Department, University of Basel, Basel, Switzerland Sandhya Prabhakaran

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Source URL: cs-wwwarchiv.cs.unibas.ch

Language: English - Date: 2010-06-28 10:55:02
716Markov processes / Queueing theory / Traffic generation model / Poisson process / Pareto principle / Power law / Statistics / Teletraffic / Stochastic processes

Characterizing Internet traffic: When the viewpoint matters - going workart of Msc Thesis

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Source URL: www.intersys-lab.org

Language: English - Date: 2010-04-26 14:37:42
717Point process / Poisson process / Markov chain / Statistics / Stochastic processes / Markov processes

Modern statistics for spatial point processes∗ June 21, 2006 Jesper Møller and Rasmus P. Waagepetersen

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Source URL: people.math.aau.dk

Language: English - Date: 2006-06-21 05:17:36
718Stochastic processes / Scheduling / Queueing theory / Markov models / Multilevel feedback queue / Job scheduler / FIFO / Queueing model / Input queue / Statistics / Scheduling algorithms / Operations research

Beowulf Mini-grid Scheduling Analytical Modeling, Metascheduling, Beosim, My Thoughts William M. Jones, Louis W. Pang June 2003

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Source URL: www.parl.clemson.edu

Language: English - Date: 2005-06-22 14:34:59
719Fractals / Stochastic processes / Dimension theory / Dynamical systems / Fractal dimension / Hurst exponent / Normal distribution / Entropy / Maximum likelihood / Statistics / Probability and statistics / Statistical theory

Eur. Phys. J. B: 162 DOI: epjb/e2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy

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Source URL: library.utia.cas.cz

Language: English - Date: 2014-09-12 03:39:20
720Martingale / Counting process / Central limit theorem / Point process / Laplace transform / Normal distribution / Statistics / Stochastic processes / Poisson process

PDF Document

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Source URL: people.math.aau.dk

Language: English - Date: 2013-12-16 10:37:13
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