Asymptotic modeling of technical systems with technological deviations
نویسندگان
چکیده
منابع مشابه
Asymptotic Arbitrage and Large Deviations
Typical models of mathematical finance admit equivalent martingale measures up to any finite time horizon but not globally, and this means that arbitrage opportunities arise in the long run. In this paper, we derive explicit estimates for asymptotic arbitrage, and we show how they are related to large deviation estimates for the market price of risk. As a case study we consider a geometric Orns...
متن کاملOn asymptotic stability of Prabhakar fractional differential systems
In this article, we survey the asymptotic stability analysis of fractional differential systems with the Prabhakar fractional derivatives. We present the stability regions for these types of fractional differential systems. A brief comparison with the stability aspects of fractional differential systems in the sense of Riemann-Liouville fractional derivatives is also given.
متن کاملOn asymptotic stability of Weber fractional differential systems
In this article, we introduce the fractional differential systems in the sense of the Weber fractional derivatives and study the asymptotic stability of these systems. We present the stability regions and then compare the stability regions of fractional differential systems with the Riemann-Liouville and Weber fractional derivatives.
متن کاملModeling Dynamic Production Systems with Network Structure
This paper deals with the problem of optimizing two-stage structure decision making units (DMUs) where the activity and the performance of two-stage DMU in one period effect on its efficiency in the next period. To evaluate such systems the effect of activities in one period on ones in the next term must be considered. To do so, we propose a dynamic DEA approach to measure the performance of su...
متن کاملThe Asymptotic Behavior of Queueing Systems: Large Deviations Theory and Dominant Pole Approximation
This paper presents the exact asymptotics of the steady state behavior of a broad class of single-node queueing systems. First we show that the asymptotic probability functions derived using large deviations theory are consistent (in a certain sense) with the result using dominant pole approximations. Then we present an exact asymptotic formula for the cumulative probability function of the que...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Eastern-European Journal of Enterprise Technologies
سال: 2014
ISSN: 1729-4061,1729-3774
DOI: 10.15587/1729-4061.2014.26309