نتایج جستجو برای: stable random measure

تعداد نتایج: 856985  

Journal: :Transactions of the American Mathematical Society 1956

Journal: :Journal of Theoretical Probability 2008

Journal: :Electronic Communications in Probability 2011

Journal: :Stochastic Processes and their Applications 2019

Journal: :European Journal of Operational Research 2021

We consider expected performances based on max-stable random fields and we are interested in their derivatives with respect to the spatial dependence parameters of those fields. Max-stable fields, such as Brown–Resnick Smith very popular extremes. focus two most unbiased stochastic derivative estimation approaches: likelihood ratio method (LRM) infinitesimal perturbation analysis (IPA). LRM req...

Journal: :Stochastic Processes and their Applications 2009

Journal: :Stochastic Processes and their Applications 2016

Journal: :Journal of Multivariate Analysis 1993

Journal: :Теория вероятностей и ее применения 2017

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