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

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*. ...

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

2009
*
arXiv
*
pre-print

We derive analytical expressions

arXiv:0812.3128v2
fatcat:hjg3qehttnhb7e6uxu5pxmp7vi
*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 ...##
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Book reports

2005
*
Computers and Mathematics with Applications
*

Computers and Mathematics

doi:10.1016/j.camwa.2005.04.001
fatcat:melc2iqigrh6tn37ldct5k73jm
*with**Applications*49 (2005) 1585-1622 www.elsevier.com/locate/camwa 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 ...##
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Revisiting the Copula-Based Trading Method Using the Laplace Marginal Distribution Function

2022
*
Mathematics
*

In fact, a multivariate copula function is constructed

doi:10.3390/math10050783
fatcat:f63qqylntfe2requwz6rgehzia
*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. ...##
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A novel tensor distribution model for the diffusion-weighted MR signal

2007
*
NeuroImage
*

Using this new model in conjunction

doi:10.1016/j.neuroimage.2007.03.074
pmid:17570683
pmcid:PMC2576290
fatcat:6anah7gnebapphw37kgdnkucdi
*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). ...##
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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. ...##
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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, ...##
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Robust Reconstruction of the Rate Constant Distribution Using the Phase Function Method

2006
*
Biophysical Journal
*

However, it is difficult to extract a rate constant distribution from data

doi:10.1529/biophysj.106.090688
pmid:16980370
pmcid:PMC1635682
fatcat:vu6phbikdfgqjoojx7i6tyqj44
*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. ...##
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Branching Process Models for Mutant Genes in Nonstationary Populations

1997
*
Theoretical Population Biology
*

In the presence of

doi:10.1006/tpbi.1997.1297
pmid:9169237
fatcat:brhzc6qefrcjzh56rhmkf2aedq
*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*+. ...##
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Consensus-based optimization methods converge globally
[article]

2022
*
arXiv
*
pre-print

The combination of these

arXiv:2103.15130v4
fatcat:a7jr7eyprndqjilr6647tnowbe
*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. ...##
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Inferring quantity and qualities of superimposed reaction rates in single molecule survival time distributions
[article]

2019
*
bioRxiv
*
pre-print

We confirm that such sparsely distributed decay rates are compatible

doi:10.1101/679258
fatcat:nznxldtxr5g3hjt3ilvlz66rvm
*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. ...##
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The Mathematics and Statistics of Quantitative Risk Management

2008
*
Oberwolfach Reports
*

Over the last 20 years risk management has become

doi:10.4171/owr/2008/15
fatcat:arq57nwp5rhipoomndr4b2mvhe
*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 ...##
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Robust Low-Rank Matrix Factorization Under General Mixture Noise Distributions

2016
*
IEEE Transactions on Image Processing
*

Most of the current LRMF techniques are constructed

doi:10.1109/tip.2016.2593343
pmid:27448358
fatcat:jz5b4to3afbrhaviqdjcsskiou
*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. ...
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