An application of Markov operators in differential and integral equations
An application of matrix calculus to an engineering problem.
An application of multivariate total positivity to peacocks
We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of [F. Hirsch, C. Profeta, B. Roynette and M. Yor, Peacocks and associated martingales vol. 3. Bocconi-Springer (2011)], our guiding example is the result of Carr−Ewald−Xiao [P. Carr, C.-O. Ewald and Y. Xiao, Finance Res. Lett. 5 (2008) 162–171]. We shall introduce the notion of strong conditional monotonicity. This concept is strictly more restrictive than the conditional monotonicity as defined in [F....
An application of nonprarametric Cox regression model in reliability analysis: a case study
The contribution deals with an application of the nonparametric version of Cox regression model to the analysis and modeling of the failure rate of technical devices. The objective is to recall the method of statistical analysis of such a model, to adapt it to the real–case study, and in such a way to demonstrate the flexibility of the Cox model. The goodness-of-fit of the model is tested, too, with the aid of the graphical test procedure based on generalized residuals.
An Application of Skew Product Maps to Markov Chains
By using the skew product definition of a Markov chain we obtain the following results: (a) Every k-step Markov chain is a quasi-Markovian process. (b) Every piecewise linear map with a Markovian partition defines a Markov chain for every absolutely continuous invariant measure. (c) Satisfying the Chapman-Kolmogorov equation is not sufficient for a process to be quasi-Markovian.
An application of the Bakry-Émery criterion to infinite dimensional diffusions
An application of the nonselfadjoint operators theory in the study of stochastic processes.
An Application of the Renewal Theoretic Selection Principle: The First Divisible Sum.
An application of the voter model–super-brownian motion invariance principle
An application of two-parameter martingales in harmonic analysis
Some duality results and some inequalities are proved for two-parameter Vilenkin martingales, for Fourier backwards martingales and for Vilenkin and Fourier coefficients.
An approach of the Naive Bayes classifier for the document classification.
An approach to characterize metastability and critical droplets in stochastic Ising models
An Approach to Distribution of the Product of Two Normal Variables
The distribution of product of two normally distributed variables come from the first part of the XX Century. First works about this issue were [1] and [2] showed that under certain conditions the product could be considered as a normally distributed. A more recent approach is [3] that studied approximation to density function of the product using three methods: numerical integration, Monte Carlo simulation and analytical approximation to the result using the normal distribution....
An approach to generating uniform distribution
An approach to the stochastic calculus in the non-Gaussian case.
An Approach to Wealth Modelling
2000 Mathematics Subject Classification: 60G48, 60G20, 60G15, 60G17. JEL Classification: G10The change in the wealth of a market agent (an investor, a company, a bank etc.) in an economy is a popular topic in finance. In this paper, we propose a general stochastic model describing the wealth process and give some of its properties and special cases. A result regarding the probability of default within the framework of the model is also offered.
An approximate analysis of the D/M/1 queue with deterministic customer impatience
An approximation of the pressure for the two-dimensional Ising model
An approximation of the κ-function for the study of binary images.
Jensen et al. (1990) gave an exact expression for the κ-function in non-overlapping Boolean models. The present study proposes and evaluates an approximate expression for the κ-function in overlapping isotropic Boolean models based on an approximation of the covariogram of the primary grain. We study the suitability of a Boolean model for two binary images using this approximate expression.
An approximation scheme for the optimal control of diffusion processes