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A new family of generalized distributions
(TAYLOR & FRANCIS LTD, 2011)
Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For ...
Spiking Activity of a LIF Neuron in Distributed Delay Framework
Evolution of membrane potential and spiking
activity for a single leaky integrate-and-fire (LIF) neuron in
distributed delay framework (DDF) is investigated. DDF provides
a mechanism to incorporate memory element in ...
QUASISTATIONARY DISTRIBUTIONS AND FLEMING-VIOT PROCESSES IN FINITE SPACES
(APPLIED PROBABILITY TRUST, 2011)
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix ...
A proposal for reliability evaluation of components on electric power distribution system integrating probabilistic models and fuzzy inference systems
(2012-11-26)
The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of ...
A proposal for reliability evaluation of components on electric power distribution system integrating probabilistic models and fuzzy inference systems
(2012-11-26)
The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of ...
Quasi-stationary distributions and Fleming-Viot processes in finite spaces
(Applied Probability Trust, 2011-06)
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}. In the associated Fleming-Viot process N particles evolve independently in Λ with transition rates matrix Q until one of ...
Derivative pricing using multivariate affine generalized hyperbolic distributions
(Elsevier Science Bv, 2010-07)
In this paper we use multivariate affine generalized hyperbolic (MAGH) distributions, introduced by Schmidt et al. (2006), to show how to price multidimensional derivatives when the underlying asset follows a MAGH distribution. ...