Irreducible compositions and the first return to the origin of a random walk.
Bender, Edward A., Lawler, Gregory F., Pemantle, Robin, Wilf, Herbert S. (2003)
Séminaire Lotharingien de Combinatoire [electronic only]
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Displaying similar documents to “Some results of ruin probability for the classical risk process.”
Irreducible compositions and the first return to the origin of a random walk.
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Caravenna, Francesco, Pétrélis, Nicolas (2009)
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A note on the diffusive scaling limit for a class of linear systems.
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Qualitative properties of separating flows in the Prandtl boundary layer.
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A new Monte Carlo method for solving a stationary diffusion equation.
Mikhajlov, G.A., Burmistrov, A.V. (2000)
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Bruce C. Berndt, Heng Huat Chan, Liang-Cheng Zhang (1998)
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Ionascu, E.J., Stancu, A.A. (2010)
Acta Mathematica Universitatis Comenianae. New Series
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Ramanujan's formulas for the explicit evaluation of the Rogers-Ramanujan continued fraction and theta-functions
Soon-Yi Kang (1999)
Acta Arithmetica
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Limits of Bayesian decision related quantities of binomial asset price models
Wolfgang Stummer, Wei Lao (2012)
Kybernetika
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We study Bayesian decision making based on observations () of the discrete-time price dynamics of a financial asset, when the hypothesis a special -period binomial model and the alternative is a different -period binomial model. As the observation gaps tend to zero (i. e. ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...