Displaying similar documents to “A proximity based macro stress testing framework”

A note on correlation coefficient between random events

Czesław Stępniak (2015)

Discussiones Mathematicae Probability and Statistics

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Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...

Corrector Analysis of a Heterogeneous Multi-scale Scheme for Elliptic Equations with Random Potential

Guillaume Bal, Wenjia Jing (2014)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. Several multi-scale numerical algorithms have been shown to correctly capture the homogenized limit of solutions of elliptic equations with coefficients modeled as stationary and ergodic random fields. Because theoretical results are available in the continuum setting for such equations, we consider here the...