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Page 2829 of Mathematical Reviews Vol. , Issue 84g [page]

1984 Mathematical Reviews  
The condition required for this result is the multitype analogue of the one-type requirement that the probability generating function be of the form s+(1—s)'**L(1—s), where 0<a<1 and L is slowly varying  ...  Under some assumptions, the author derives analogues of the forward and backward equations and makes some progress in analyzing them. Applications to processes of birth-death type are given. J.  ... 

Do Heterogeneous Sediment Properties and Turbulent Velocity Fluctuations Have Something in Common? Some History and a New Stochastic Process [chapter]

Fred J. Molz, Mark M. Meerschaert, Tom J. Kozubowski, Paul D. Hyden
2013 Dynamics of Fluids and Transport in Fractured Rock  
exponential through exponential and on to a Gaussian decay as the lag size increases.  ...  on sufficiently small scales are probably irregular.  ...  Such distributions would be expected to vary in some way with the lag size, which is one way to define quantitatively the "scale" associated with a set of local measurements.  ... 
doi:10.1029/162gm03 fatcat:4f4tjzocjrf65f5y6ecv25p44y

Page 3156 of Mathematical Reviews Vol. , Issue 80H [page]

1980 Mathematical Reviews  
toward a probability measure on S.  ...  Some new integral geometric formulae, with stochastic applications. J. Appl..Probab. 16 (1979), no. 3, 592-606.  ... 

A transform approach to compute prices and greeks of barrier options driven by a class of Levy processes [article]

Marc Jeannin, Martijn Pistorius
2009 arXiv   pre-print
We derive analytical expressions for the Laplace transforms in time of the prices and sensitivities of single barrier options in an exponential Levy model with hyper-exponential jumps.  ...  Inversion of these single Laplace transform yields rapid, accurate results.  ...  However, when suitably smoothed, the sensitivities do converge pointwise: Corollary 7.1 For some ǫ > 0 let V ǫ (s) = V (T, y)φ ǫ (s − y)dy, where φ ǫ is a C 2 probability density with support in (−ǫ, ǫ  ... 
arXiv:0812.3128v2 fatcat:hjg3qehttnhb7e6uxu5pxmp7vi

Book reports

2005 Computers and Mathematics with Applications  
Computers and Mathematics with Applications 49 (2005) 1585-1622 BOOK REPORTS The Book Reports section is a regular feature of Computers ~ Mathematics with Applications.  ...  Measure theory and probability. 1.1 Sets which do not belong in a strong sense, to a a-field. 1.2 Some criteria for uniform integrability. 1.3 When does weak convergence imply the convergence of expectations  ...  in law. 4.7 Beta-gamma variables and changes of probability measures. 4.8 Exponential variables and powers of Gaussian variables. 4.9 Mixtures of exponential distributions. 4.10 Some computations related  ... 
doi:10.1016/j.camwa.2005.04.001 fatcat:melc2iqigrh6tn37ldct5k73jm

Revisiting the Copula-Based Trading Method Using the Laplace Marginal Distribution Function

Tayyebeh Nadaf, Taher Lotfi, Stanford Shateyi
2022 Mathematics  
In fact, a multivariate copula function is constructed on two indices (based on the Laplace marginal distribution), enabling us to obtain the associated probabilities required for the process of pairs  ...  trade and creating an efficient tool for trading.  ...  Acknowledgments: We are indebted to two anonymous referees for their comments on an earlier version of this work, which helped to clarify the manuscript.  ... 
doi:10.3390/math10050783 fatcat:f63qqylntfe2requwz6rgehzia

A novel tensor distribution model for the diffusion-weighted MR signal

Bing Jian, Baba C. Vemuri, Evren Özarslan, Paul R. Carney, Thomas H. Mareci
2007 NeuroImage  
Using this new model in conjunction with a spherical deconvolution approach, we present an efficient scheme for estimating the water molecule displacement probability functions on a voxel-by-voxel basis  ...  We then show that when the mixing distribution is a Wishart distribution, the resulting closed form of the Laplace transform leads to a Rigaut-type asymptotic fractal expression, which has been phenomenologically  ...  of the probability measure F on P n (For definition of Laplace transform on P n , see Appendix A.1).  ... 
doi:10.1016/j.neuroimage.2007.03.074 pmid:17570683 pmcid:PMC2576290 fatcat:6anah7gnebapphw37kgdnkucdi

Page 2330 of Mathematical Reviews Vol. , Issue 96d [page]

1996 Mathematical Reviews  
The material of Chapter 7 is based on the results of Chapter 6 and provides a detailed study of regen- erative processes. Some ergodic theorems with convergence rate estimates are proved.  ...  and to quantitative estimates of convergence rates.  ... 

Page 351 of Mathematical Reviews Vol. , Issue 92a [page]

1992 Mathematical Reviews  
The main result of this paper is a detailed description of two families of probability measures, the union of which is #.  ...  The transformed pro- cess converges (i) in distribution to a gamma distribution, (ii) in probability to a random variable with two-point distribution, or (iii) in distribution to a gamma distribution,  ... 

Robust Reconstruction of the Rate Constant Distribution Using the Phase Function Method

Yajun Zhou, Xiaowei Zhuang
2006 Biophysical Journal  
However, it is difficult to extract a rate constant distribution from data measured in the time domain.  ...  Characterization of the rate constant distribution is often critical for mechanistic understandings of these processes.  ...  We appreciate discussions with Profs. Sunney X. Xie and David R. Nelson on the subject. This work is supported in part by the National Science Foundation and the David and Lucile Packard Foundation.  ... 
doi:10.1529/biophysj.106.090688 pmid:16980370 pmcid:PMC1635682 fatcat:vu6phbikdfgqjoojx7i6tyqj44

Branching Process Models for Mutant Genes in Nonstationary Populations

Kenneth Lange, Ru zong Fan
1997 Theoretical Population Biology  
In the presence of exponential growth of the normal population, our formulas reduce to the evaluation of certain Laplace transforms. ] 1997 Academic Press  ...  In fact, we compute expectations for a variety of interesting random variables for genetic models involving autosomal dominant and X-linked diseases.  ...  Recall that a Poisson process defines a random set of points on some measurable space 0 equipped with a _-finite measure +.  ... 
doi:10.1006/tpbi.1997.1297 pmid:9169237 fatcat:brhzc6qefrcjzh56rhmkf2aedq

Consensus-based optimization methods converge globally [article]

Massimo Fornasier, Timo Klock, Konstantin Riedl
2022 arXiv   pre-print
The combination of these results allows to obtain global convergence guarantees of the numerical CBO method with provable polynomial complexity.  ...  Based on an experimentally supported intuition that, on average, CBO performs a gradient descent of the squared Euclidean distance to the global minimizer, we devise a novel technique for proving the convergence  ...  Acknowledgements The authors would like to profusely thank Hui Huang for many fruitful and stimulating discussions about the topic.  ... 
arXiv:2103.15130v4 fatcat:a7jr7eyprndqjilr6647tnowbe

Inferring quantity and qualities of superimposed reaction rates in single molecule survival time distributions [article]

Matthias Reisser, Johannes Hettich, Timo Kuhn, J. Christof M. Gebhardt
2019 bioRxiv   pre-print
We confirm that such sparsely distributed decay rates are compatible with common models of TF sliding on DNA.  ...  In particular, GRID is able to resolve broad clusters of rate constants not accessible to common models of one to three exponential decay rates.  ...  Acknowledgements We thank Achim Popp for culturing and preparing cells.  ... 
doi:10.1101/679258 fatcat:nznxldtxr5g3hjt3ilvlz66rvm

The Mathematics and Statistics of Quantitative Risk Management

Thomas Mikosch, Paul Embrechts, Richard Davis
2008 Oberwolfach Reports  
Over the last 20 years risk management has become one of the more challenging tasks in the financial and insurance industries.  ...  With the current uncertainty in the financial institutions and markets, risk management is a major and pressing topic of interest.  ...  A classical quantitative risk measure in this situation is the exponential rate of decrease of the probability of ruin, P (R(t) < 0 for some t > 0 | R 0 = r 0 ), regarded as a function of the initial capital  ... 
doi:10.4171/owr/2008/15 fatcat:arq57nwp5rhipoomndr4b2mvhe

Robust Low-Rank Matrix Factorization Under General Mixture Noise Distributions

Xiangyong Cao, Qian Zhao, Deyu Meng, Yang Chen, Zongben Xu
2016 IEEE Transactions on Image Processing  
Most of the current LRMF techniques are constructed on the optimization problems using L1-norm and L2-norm losses, which mainly deal with Laplacian and Gaussian noises, respectively.  ...  by combining the penalized likelihood method with MoEP distributions.  ...  For MoG, PMoEP and PMoEP-MRF methods, we obtained the foreground by selecting the noise component with largest variance. For quantitative evaluation, we first introduce some evaluation indices.  ... 
doi:10.1109/tip.2016.2593343 pmid:27448358 fatcat:jz5b4to3afbrhaviqdjcsskiou
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