Stochastic processes

Results: 2145



#Item
731Joseph Fourier / Stochastic processes / Fourier series / Random walk / Unitary operators / Digital signal processing / Fourier transform / Dirac delta function / Mathematical analysis / Statistics / Fourier analysis

Random Walks on Discrete and Continuous Circles by Jeffrey S. Rosenthal School of Mathematics, University of Minnesota, Minneapolis, MN, U.S.A

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Source URL: probability.ca

Language: English - Date: 2006-10-04 20:52:17
732Stochastic processes / Equations / Transportation planning / Macroeconomics / Multiplier / Mathematical finance

ENERGY TECHNOLOGY SYSTEMS ANALYSIS PROGRAMME TIMES Version 3.8 User Note TIMES-Macro: Decomposition into Hard-Linked

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Source URL: www.iea-etsap.org

Language: English - Date: 2014-11-04 08:31:46
733Lucia de Berk / Poisson distribution / Probability distribution / Parameter / Overdispersion / Exponential distribution / Nursing / Hypergeometric distribution / Statistics / Poisson processes / Stochastic processes

Elementary Statistics on Trial (the case of Lucia de Berk) Richard D. Gill∗, Piet Groeneboom † and Peter de Jong ‡

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Source URL: www.math.leidenuniv.nl

Language: English - Date: 2010-06-22 08:46:08
734Markov processes / Stochastic processes / Markov chain / Random walk / Gibbs sampling / Shuffling / Markov chain Monte Carlo / Statistics / Probability and statistics / Markov models

CHAPTER SIX. Concluding Comments. In this thesis, we have considered various Markov chains, and in particular their rates of convergence. Many of the results presented suggest possible generalizations and directions for

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Source URL: probability.ca

Language: English - Date: 2006-10-04 21:23:36
735Bayesian statistics / Estimation theory / Conjugate prior / Cox process / Point process / Marginal likelihood / Normal distribution / Gaussian process / Bayes estimator / Statistics / Stochastic processes / Poisson processes

Bayesian Inference for Non-Markovian Point Processes Peter Guttorp∗ and Thordis L. Thorarinsdottir† November 19,

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Source URL: www.stat.washington.edu

Language: English - Date: 2010-11-19 13:41:42
736Poisson processes / Cox process / Diffusion / Molecular diffusion / Aalborg University / Point process / Statistics / Transport phenomena / Stochastic processes

Discussion contribution to the paper ’Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes’ by Beskos, Papaspiliopoulos, Roberts and Fearnhead Jesper Møller∗

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Source URL: people.math.aau.dk

Language: English - Date: 2005-10-21 07:31:49
737Point process / Operator theory / Ordinary differential equations / Spectral theory / Statistics / Stochastic processes / Poisson process

PROPERTIES OF RESIDUALS FOR SPATIAL POINT PROCESSES A. BADDELEY,∗ University of Western Australia J. MØLLER,∗∗ University of Aalborg A.G. PAKES,∗ University of Western Australia Abstract d

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Source URL: people.math.aau.dk

Language: English - Date: 2006-01-11 03:35:32
738Convex geometry / Point process / Central limit theorem / Boolean model / Statistics / Stochastic processes / Probability theory

Department of Mathematics Prof. Dr. Wolfgang Weil Kaiserstr, GebKarlsruhe 24. M¨arz 2015

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Source URL: www.math.kit.edu

Language: English - Date: 2015-03-30 11:59:26
739Stochastic control / Control theory / Partially observable Markov decision process / User interfaces / Dialog system / Markov decision process / Reinforcement learning / Statistics / Dynamic programming / Markov processes

December 8, :18 Connection Science

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Source URL: people.csail.mit.edu

Language: English - Date: 2009-10-20 09:59:08
740Mathematical finance / Stochastic processes / Equations / Numerical analysis / Normal distribution / Black–Scholes / Discretization / Variance / Heston model / Statistics / Mathematics / Mathematical analysis

FIRST AND SECOND ORDER GREEKS IN THE HESTON MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present an efficient approach to compute the first and the second order price sensitivities in the Heston model

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:23:08
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