Search Results - "Methodology and computing in applied probability"

A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples by Basu, Ayanendranath, Mandal, Abhijit, Martín, Nirian, Pardo, Leandro

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Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications by Bachouch, Achref, Huré, Côme, Langrené, Nicolas, Pham, Huyên

“…This paper presents several numerical applications of deep learning-based algorithms for discrete-time stochastic control problems in finite time horizon that…”
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Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks by Germain, Maximilien, Mikael, Joseph, Warin, Xavier

“…We propose several algorithms to solve McKean-Vlasov Forward Backward Stochastic Differential Equations (FBSDEs). Our schemes rely on the approximating power…”
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On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process by Goyal, Dheeraj, Hazra, Nil Kamal, Finkelstein, Maxim

“…One of the widely discussed in the literature and relevant in practice shock models is the delta-shock model that is described by the constant time of a…”
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Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate by Wang, Kaiyong, Wang, Yuebao, Gao, Qingwu

“…This paper gives an asymptotically equivalent formula for the finite-time ruin probability of a nonstandard risk model with a constant interest rate, in which…”
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Sampling from Non-smooth Distributions Through Langevin Diffusion by Luu, Tung Duy, Fadili, Jalal, Chesneau, Christophe

“…In this paper, we propose proximal splitting-type algorithms for sampling from distributions whose densities are not necessarily smooth nor log-concave. Our…”
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On the Laplace Transform of the Lognormal Distribution by Asmussen, Søren, Jensen, Jens Ledet, Rojas-Nandayapa, Leonardo

“…Integral transforms of the lognormal distribution are of great importance in statistics and probability, yet closed-form expressions do not exist. A wide…”
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The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable by Herbst, Ira W., Møller, Jesper, Svane, Anne Marie

“…Let X = ∑ k = 1 ∞ X k β - k be the (greedy) base- β expansion of a continuous random variable X on the unit interval where β is the positive solution to β n =…”
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Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression by Henzi, Alexander, Mösching, Alexandre, Dümbgen, Lutz

“…In the context of estimating stochastically ordered distribution functions, the pool-adjacent-violators algorithm (PAVA) can be modified such that the…”
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Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance by Chakravarthy, Srinivas R., Shruti, Rumyantsev, Alexander

“…In this paper we consider a single server queueing model with under general bulk service rule with infinite upper bound on the batch size which we call group…”
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On the Topology of Higher-order Age-dependent Random Connection Models by Hirsch, Christian, Juhasz, Peter

“…In this paper, we investigate the potential of the age-dependent random connection model (ADRCM) with the aim of representing higher-order networks. A key…”
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How Fast Does Extinction Occur in Bisexual Populations With Size-Dependent Mating Dynamics? by Martín-González, Ehyter M., Galván-Galván, Carlos, Calvo-Martínez, Eduardo

“…Given that extinction in a bisexual population is certain, we study a way to approximate the time when this extinction occurs. Our study is based on standard…”
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Equilibrium and Optimization in a Multi-server Queue with N-policy, Heterogeneous Information and Reneging by Xie, Xumeng, Sun, Wei, Wang, Hao, Li, Shiyong

“…Considering two distinct streams of customers, we establish a multi-server queueing system with N -policy and reneging behavior in this paper. Specifically,…”
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A Multi-level Monte Carlo Simulation for Invariant Distribution of Markovian Switching Lévy-Driven SDEs with Super-Linearly Growth Coefficients by Nguyen, Hoang-Viet, Kieu, Trung-Thuy, Luong, Duc-Trong, Ngo, Hoang-Long, Tran, Ngoc Khue

“…This paper concerns the numerical approximation for the invariant distribution of Markovian switching Lévy-driven stochastic differential equations. By…”
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Maintenance Optimization of Repairable Systems Under a Diffusion Approximation Scheme by Chetouani, Hassan, Limnios, Nikolaos, Shen, Jingyuan

“…In this paper we study maintenance optimization of the repairman problem. The temporal description of this problem is given by a Markov process of…”
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Correction to: Distributions of the Number of Records and the Waiting time Distributions for the Rth Record by Chang, Yung-Ming, Fu, James C., Wu, Tung-Lung

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Modeling Electrical Distribution Networks with Inhomogeneous Galton-Watson Trees by Rasmussen, Jakob G., Pedersen, Troels, Olsen, Rasmus L.

“…In this paper we consider inhomogeneous Galton-Watson trees, and derive various moments for such processes: the number of vertices, the number of leaves, and…”
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Quantum Probability for Statisticians; Some New Ideas by Helland, Inge S.

“…It is argued from several points of view that quantum probabilities might play a role in statistical settings. New approaches toward quantum foundations have…”
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Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches by Fang, Longxiang, Ruan, Yu, Balakrishnan, N.

“…In this paper, we study two-series-parallel and two-parallel-series systems with independent components that are randomly chosen from two different batches. We…”
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Dixie Cup Problem in an Interlacing Process by Doumas, Aristides V.

“…The “double Dixie cup problem” of D.J. Newman and L. Shepp is a well-known variant of the coupon collector’s problem, where the object of study is the number…”
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