Displaying similar documents to “Recursive estimation of the claim rates and sizes in an insurance model.”

Filtering the Wright-Fisher diffusion

Mireille Chaleyat-Maurel, Valentine Genon-Catalot (2009)

ESAIM: Probability and Statistics

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We consider a Wright-Fisher diffusion whose current state cannot be observed directly. Instead, at times < < ..., the observations are such that, given the process , the random variables () are independent and the conditional distribution of only depends on . When this conditional distribution has a specific form, we prove that the model ((), 1) is a computable filter in the sense that all distributions involved in filtering,...

On the number of iterations required by Von Neumann addition

Rudolf Grübel, Anke Reimers (2001)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

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We investigate the number of iterations needed by an addition algorithm due to Burks et al. if the input is random. Several authors have obtained results on the average case behaviour, mainly using analytic techniques based on generating functions. Here we take a more probabilistic view which leads to a limit theorem for the distribution of the random number of steps required by the algorithm and also helps to explain the limiting logarithmic periodicity as a simple discretization phenomenon. ...