Displaying 281 – 300 of 449

Showing per page

Mixture decompositions of exponential families using a decomposition of their sample spaces

Guido F. Montúfar (2013)

Kybernetika

We study the problem of finding the smallest m such that every element of an exponential family can be written as a mixture of m elements of another exponential family. We propose an approach based on coverings and packings of the face lattice of the corresponding convex support polytopes and results from coding theory. We show that m = q N - 1 is the smallest number for which any distribution of N q ...

MLE for the γ-order Generalized Normal Distribution

Christos P. Kitsos, Vassilios G. Vassiliadis, Thomas L. Toulias (2014)

Discussiones Mathematicae Probability and Statistics

The introduced three parameter (position μ, scale ∑ and shape γ) multivariate generalized Normal distribution (γ-GND) is based on a strong theoretical background and emerged from Logarithmic Sobolev Inequalities. It includes a number of well known distributions such as the multivariate Uniform, Normal, Laplace and the degenerated Dirac distributions. In this paper, the cumulative distribution, the truncated distribution and the hazard rate of the γ-GND are presented. In addition, the Maximum Likelihood...

M/M/1 retrial queue with collisions and working vacation interruption under N-policy

Li Tao, Zaiming Liu, Zhizhong Wang (2012)

RAIRO - Operations Research - Recherche Opérationnelle

Consider an M/M/1 retrial queue with collisions and working vacation interruption under N-policy. We use a quasi birth and death process to describe the considered system and derive a condition for the stability of the model. Using the matrix-analytic method, we obtain the stationary probability distribution and some performance measures. Furthermore, we prove the conditional stochastic decomposition for the queue length in the orbit. Finally, some numerical examples are presented.

Modeling flocks and prices: Jumping particles with an attractive interaction

Márton Balázs, Miklós Z. Rácz, Bálint Tóth (2014)

Annales de l'I.H.P. Probabilités et statistiques

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle compared to the center of mass of the system. The rates are higher for those left behind, and lower for those ahead of the center of mass, providing an attractive interaction keeping the particles together. We prove that in the fluid limit, as the number of particles...

Modelling Real World Using Stochastic Processes and Filtration

Peter Jaeger (2016)

Formalized Mathematics

First we give an implementation in Mizar [2] basic important definitions of stochastic finance, i.e. filtration ([9], pp. 183 and 185), adapted stochastic process ([9], p. 185) and predictable stochastic process ([6], p. 224). Second we give some concrete formalization and verification to real world examples. In article [8] we started to define random variables for a similar presentation to the book [6]. Here we continue this study. Next we define the stochastic process. For further definitions...

Modelling the Spread of Infectious Diseases in Complex Metapopulations

J. Saldaña (2010)

Mathematical Modelling of Natural Phenomena

Two main approaches have been considered for modelling the dynamics of the SIS model on complex metapopulations, i.e, networks of populations connected by migratory flows whose configurations are described in terms of the connectivity distribution of nodes (patches) and the conditional probabilities of connections among classes of nodes sharing the same degree. In the first approach migration and transmission/recovery process alternate sequentially,...

Modelos multiestado de reemplazamiento con reparación imperfecta.

Alfredo García Güemes (1987)

Trabajos de Investigación Operativa

Gran parte de los autores que han escrito sobre políticas estocásticas de reemplazamiento, han estado frecuentemente manteniendo dos supuestos en los modelos por ellos presentados:a) el sistema sólo tiene dos estados posibles, unos de funcionamiento y otro de avería.b) tras la avería, el sistema es reparado o reemplazado, quedando "tan bien como nuevo".En este artículo se obtienen unas funciones de coste, para sistemas en los cuales no pueden mantenerse estos supuestos. A través de estas funciones...

Currently displaying 281 – 300 of 449