COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS

A Fractal Probability Distribution for Financial Risk Applications

Parleda: a Library for Parallel Processing in Computational Geometry Applications

ParLeda is a software library that provides the basic primitives needed for parallel implementation of computational geometry applications. It can also be used in implementing a parallel application that uses geometric data structures. The parallel model that we use is based on a new heterogeneous parallel model named HBSP, which is based on BSP and is introduced here. ParLeda uses two main lib...

A Computational Method for Solving Optimal Control Problems and Their Applications

In order to obtain a solution to an optimal control problem‎, ‎a numerical technique based on state-control parameterization method is presented‎. ‎This method can be facilitated by the computation of performance index and state equation via approximating the control and state variable as a function of time‎. ‎Several numerical examples are presented to confirm the analytical findings and illus...

The probability distribution as a computational resource for randomness testing

When testing a set of data for randomness according to a probability distribution that depends on a parameter, access to this parameter can be considered as a computational resource. We call a randomness test Hippocratic if it is not permitted to access this resource. In these terms, we show that for Bernoulli measures μp, 0 6 p 6 1 and the Martin-Löf randomness model, Hippocratic randomness of...

Lagrangian Probability Distribution

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