Stochastic processes
Nonparametric entropy-based tests of independence between stochastic processes
... Abstract. This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of ...
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Applications of Fourier methods to the analysis of some stochastic processes
... A class of random tempered distributions, on R, is introduced by considering random series, in the usual Hermite functions, having, as coefficients, random variables which satisfy certain growth conditions. This class is ...
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Relative importance of deterministic and stochastic processes in driving arbuscular mycorrhizal fungal assemblage during the spreading of a toxic plant.
... and stochastic processes are expected to drive the assemblages of arbuscular mycorrhizal (AM) fungi, but little is known about the relative importance of these processes during the spreading of toxic ...
9
An application of stochastic processes for analyzing risks in highway projects
... projects. Processes of the projects are dynamic by ...The stochastic process is a highly effective tool to quantitatively deal with the risk ...the stochastic processes is ...
9
Analysis of the Rosenzweig-MacArthur model with bifurcation structures and stochastic processes
... In seasonally forced versions the fixed point on one side of the Hopf bi- furcation becomes a limit cycle and the Hopf limit cycle on the other hand becomes a torus, hence the Hopf bifurcation becomes a torus ...
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Stochastic Processes and Queueing Theory used in Cloud Computer Performance Simulations
... The growing character of the cloud business has manifested exponentially in the last 5 years. The capacity managers need to concentrate on a practical way to simulate the random demands a cloud infrastructure could face, ...
7
Braz. J. Phys. vol.29 número1
... non-Markovian stochastic processes have been studied by using a charac- teristic functional technique previously ...non-Markovian stochastic process has been characterized in terms of the long-range ...
11
Braz. J. Phys. vol.35 número2B
... of stochastic processes to describe the results of multi-time measurements of quantum me- chanical systems and the fact that the complex-valued temporal correlation functions of quantum theory have no ...
6
On the numerical methods for the Heston model
... from stochastic processes and allows the creation of a theory of integration where both the integrand and integrator terms are stochastic ...processes. Stochastic calculus was created ...
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Viruses roll the dice: the stochastic behavior of viral genome molecules accelerates viral adaptation at the cell and tissue levels.
... that stochastic processes that govern the replication or degradation of individual genomes result in the infection by a small number of genomes, while a large number of infectious genomes are introduced in ...
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Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance
... and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod ...Assembly processes were ...
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American options under stochastic volatility via a transformation procedure
... Chapter 1 will develop and study the baseline Numerical Method; Section 1.1 formalizes the initial set-up of the model through the stochastic processes for the spot price and the volatility and the ...
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Prod. vol.26 número1
... As for the limitations of this paper, the energy price model adopted is only applicable to the hydro based Brazilian electrical energy market, and we have shown that the model is sensitive to the parameters of the ...
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Learning and testing stochastic discrete event
... defined stochastic processes has always been a great ...of stochastic processes allows us to verify not only the model but to ensure some guaranties about the implementation and allows us to ...
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THE THEORY OF THE FIRM AND THE EVOLUTIONARY GAMES
... In a real competitive environment affected by risk and uncertainty, there are considerable differences in performance between firms that interact in the market. The dynamic model associated with evolutionary games can be ...
10
Local environmental controls of Atlantic Forest tree community assembly on a coastal continental island in southeastern Brazil
... In this study we corroborate that niche-related environmental conditions (topography, soil and litter) play an overall greater role than neutral-related spatial structure to explain local-scale tropical tree community ...
9
American options under stochastic volatility
... or stochastic volatility, due to the fact that the price depends on the optimal exercise ...under stochastic volatility can be separted in two approaches: the Partial Differential Equation, PDE, based and ...
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Real exchange rate misalignments : an application of Markov switching models
... obtained, a Markov Switching Model (MSM) is used to model the misalignments series as stochastic.. autoregressive processes governed by two states representing different means.[r] ...
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THE COMBI ATIO OF EURAL ESTIMATES I PREDICTIO A D DECISIO PROBLEMS Paulo Sérgio Abreu Freitas
... The best ,RVs are indicated in parentheses.. stochastic trend in U.S.[r] ...
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Fault-tolerant Stochastic Distributed Systems
... convergence is attained requiring only half of the interconnections when compared to the base case. Two policies are then introduced to reduce the required parameter η influencing the number of interactions, namely a ...
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