Keywords: احتمال احتمالی; Large deviation; Tail probability; Inverse of α-stable subordinator; Fractional Brownian motion;
مقالات ISI احتمال احتمالی (ترجمه نشده)
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Keywords: احتمال احتمالی; primary; 60F10; secondary; 91B25, 60G44; 60G44; Implied volatility; Option price; Tail probability; Stochastic volatility model; Large deviations; Multiscaling of moments;
Keywords: احتمال احتمالی; Blocking probability; Complete buffer-sharing; Max-plus algebra; Higher moments; Tail probability; Tandem queue;
Keywords: احتمال احتمالی; Max-plus algebra; Blocking; Higher moments; Tail probability; Stationary waiting time; Tandem queue
Keywords: احتمال احتمالی; Threshold probability; Tail probability; Approximate counting; Counting knapsack; FPTAS
Keywords: احتمال احتمالی; C51; G01; G11; G17; Multi-asset portfolios; Risk management; Tail probability; Tail risk; Multivariate extreme value theory; Value-at-Risk;
Keywords: احتمال احتمالی; Branching process; Random environment; Poisson traps; Tail probability;
Keywords: احتمال احتمالی; 62E05; 62H20; 62E20; Subexponentiality; Regular variation; Product; Tail probability;
Keywords: احتمال احتمالی; I.i.d. random variables; Tail probability; Markov's inequality;
Novel algorithm using Active Metamodel Learning and Importance Sampling: Application to multiple failure regions of low probability
Keywords: احتمال احتمالی; Tail probability; Importance sampling; Risk analysis; Multiple failure regions; Low failure probability; Unbiased estimation;
Comparison for upper tail probabilities of random series
Keywords: احتمال احتمالی; primary; 60F10; secondary; 60G50; Tail probability; Random series; Small deviation;
Limit distribution of a roundoff error
Keywords: احتمال احتمالی; 60G70; 62G32; 60E05; 65G50Roundoff error; Tail probability; Hazard function; Distribution of fractional part of a random variable
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
Keywords: احتمال احتمالی; 62E20; 60E05Subexponential distribution; Random weights; Tail probability
The product of two dependent random variables with regularly varying or rapidly varying tails
Keywords: احتمال احتمالی; primary, 60E05; secondary, 62H20, 62E20Generalized Farlie–Gumbel–Morgenstern distribution; Product; Rapid variation; Regular variation; Tail probability
The tail probability of the product of dependent random variables from max-domains of attraction
Keywords: احتمال احتمالی; primary, 60E05; secondary, 62H20, 62E20Breiman’s theorem; Farlie–Gumbel–Morgenstern; Max-domain of attraction; Product; Tail probability
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
Keywords: احتمال احتمالی; Bias reduction; Hill estimator; Extended Pareto distribution; Extreme value index; Heavy tails; Regular variation; Tail empirical process; Tail probability; Weissman probability estimator
Asymptotic behavior of the supremum tail probability for anomalous diffusions
Keywords: احتمال احتمالی; 02.50.Ey; 05.40.Fb; 05.40.-a; Continuous time random walk; Subordinated process; Anomalous diffusion; Self-similar process; α-stable Lévy process; Tail probability;
Dependence and the asymptotic behavior of large claims reinsurance
Keywords: احتمال احتمالی; Dependence; ECOMOR and LCR reinsurance; Long-tailed distribution; Tail probability;
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
Keywords: احتمال احتمالی; Asymptotics; Convolution-equivalence; Exponential distribution; LCR and ECOMOR treaties; Reinsurance; Tail probability;
Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under Type-II censoring
Keywords: احتمال احتمالی; Accelerated life-testing; Competing risks; Conditional moment generating function; Confidence interval; Cumulative exposure model; Maximum likelihood estimation; Order statistics; Parametric bootstrap method; Step-stress model; Tail probability; Type-II c
Tail-equivalent linearization method for nonlinear random vibration
Keywords: احتمال احتمالی; Discretization; Earthquake engineering; First-order approximation; First-passage probability; Hysteresis; Linearization; Nonlinear problems; Nonparametric methods; Random vibrations; Tail probability
Exact inference for a simple step-stress model with Type-II hybrid censored data from the exponential distribution
Keywords: احتمال احتمالی; Accelerated testing; Bootstrap method; Conditional moment generating function; Coverage probability; Cumulative exposure model; Exponential distribution; Maximum likelihood estimation; Order statistics; Step-stress models; Tail probability; Type-I hybrid
On the maximum of randomly weighted sums with regularly varying tails
Keywords: احتمال احتمالی; Asymptotics; Regular variation; Ruin probability; Tail probability;