CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Abstract: The Bayesian approach has been used as an effective framework in tracking the process mean and detecting the random occasional jump on the control chart X̄, R. This approach make an ...
For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process.
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