Stochastic processes

Results: 2145



#Item
761Stochastic processes / Random walk / Connectivity / Markov chain / Expander graph / Random graph / Networks / Gossip protocol / Statistics / Graph theory / Mathematics

Gossip vs. Markov Chains, and Randomness-Efficient Rumor Spreading arXiv:1311.2839v1 [cs.DC] 12 NovZeyu Guo∗

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Source URL: people.mpi-inf.mpg.de

Language: English - Date: 2013-11-13 03:51:22
762Mathematical finance / Interest rates / Economics / Finance / Stochastic processes / Bond valuation / Cox–Ingersoll–Ross model / Bond duration / Yield curve / Fixed income analysis / Financial economics / Bonds

Journal of Business Finance & Accounting, 27(7) & (8), Sept./Oct. 2000, 0306-686X A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories Xueping Wu*

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2008-10-02 11:38:35
763Descriptive set theory / Statistics / Probability theory / Stochastic processes / Measure theory / Borel equivalence relation / Borel set / Ergodicity / Standard probability space / Mathematical analysis / Mathematics / Ergodic theory

THE COMPLEXITY OF CLASSIFICATION PROBLEMS IN ERGODIC THEORY ALEXANDER S. KECHRIS AND ROBIN D. TUCKER-DROB Dedicated to the memory of Greg Hjorth)

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Source URL: www.math.rutgers.edu

Language: English - Date: 2012-02-03 12:51:36
764Economics / Finance / Stochastic processes / Interest rates / Options / Cox–Ingersoll–Ross model / Yield curve / Bond valuation / Vasicek model / Financial economics / Mathematical finance / Fixed income analysis

Journalof BANKING & ELSEVIER Journal of Banking & Finance720

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2008-10-02 11:44:38
765Stochastic processes / Statistical mechanics / Equations / Differential equations / Multivariable calculus / Stochastic differential equation / Partial differential equation / Laplace operator / Hilbert space / Mathematical analysis / Calculus / Mathematics

DIFFUSION MAPS, REDUCTION COORDINATES AND LOW DIMENSIONAL REPRESENTATION OF STOCHASTIC SYSTEMS R.R. COIFMAN∗ , I.G. KEVREKIDIS† , S. LAFON∗‡ , M. MAGGIONI∗§ , AND B. NADLER¶ Abstract. The concise representati

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2008-05-18 11:16:51
766Scientific modelling / Deterministic simulation / Epistemology / Ethology / Cognition / Stochastic processes / Statistical randomness / Stochastic / Economic model

Discussion Paper Geosci. Model Dev. Discuss., 8, 615–643, 2015 www.geosci-model-dev-discuss.netdoi:gmdd © Author(sCC Attribution 3.0 License.

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Source URL: www.geosci-model-dev-discuss.net

Language: English - Date: 2015-04-17 08:14:56
767Stochastic processes / Fixed income analysis / Interest rates / Financial economics / Economics / Cox–Ingersoll–Ross model / Autoregressive conditional heteroskedasticity / Spline / Statistics / Mathematical finance / Interpolation

If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate:

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Source URL: personal.cityu.edu.hk

Language: English - Date: 2011-11-11 01:56:56
768Probability and statistics / Probability / Markov processes / Markov chain / Normal distribution / Probability space / Independence / Stochastic matrix / Statistics / Markov models / Probability theory

Continuous Optimisation Theory Made Easy? Finite-element Models of Evolutionary Strategies, Genetic Algorithms and Particle Swarm Optimizers R. Poli Department of Computer Science University of Essex, UK

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Source URL: cswww.essex.ac.uk

Language: English - Date: 2006-12-11 05:34:34
769Statistical mechanics / Brownian motion / Colloidal chemistry / Fractals / Poisson process / Statistics / Stochastic processes / Markov processes

c 2001 Society for Industrial and Applied Mathematics  SIAM J. APPL. MATH. Vol. 62, No. 2, pp. 433–447

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2006-02-15 15:53:56
770Probability and statistics / Quantum mechanics / Random walk / Quantum walk / Fair coin / Statistical mechanics / Continuous-time quantum walk / Coin flipping / Statistics / Stochastic processes / Physics

Quantum walks Ashley Montanaro Centre for Quantum Information and Foundations, Department of Applied Mathematics and Theoretical Physics, University of Cambridge

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Source URL: www.cs.bris.ac.uk

Language: English - Date: 2013-06-11 09:48:33
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