Convergence rates to the Marchenko–Pastur type distribution

modeling loss data by phase-type distribution

بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...

Convergence Rates For The Distribution Of Program Outputs

Fitness distributions (landscapes) of programs tend to a limit as they get bigger. Markov chain convergence theorems give general upper bounds on the linear program sizes needed for convergence. Tight bounds (exponential in N , N logN and smaller) are given for five computer models (any, average, cyclic, bit flip and Boolean). Mutation randomizes a genetic algorithm population in 1 4 (l + 1)(lo...

Time-asymptotic Convergence Rates towards the Discrete Evolutionary Stable Distribution

This paper is concerned with the discrete dynamics of an integro–differential model that describes the evolution of a population structured with respect to a continuous trait. Various time–asymptotic convergence rates towards the discrete evolutionary stable distribution (ESD) are established. For some special ESD satisfying a strict sign condition, the exponential convergence rates are obtaine...

Convergence to invariant distribution

Convergence model of interest rates of CKLS type

This paper deals with convergence model of interest rates, which explains the evolution of interest rate in connection with the adoption of Euro currency. Its dynamics is described by two stochastic differential equations – the domestic and the European short rate. Bond prices are then solutions to partial differential equations. For the special case with constant volatilities closed form solut...