搜索结果: 1-15 共查到“概率论 p-Poisson”相关记录19条 . 查询时间(0.047 秒)
UNIVERSAL POISSON AND NORMAL LIMIT THEOREMS IN GRAPH COLORING PROBLEMS WITH CONNECTIONS TO EXTREMAL COMBINATORICS
Limit theorem the monochromatic edge evenly random colors random graph
2015/7/7
This paper proves limit theorems for the number of monochromatic edges in uniform random colorings of general random graphs. The limit theorems are universal depending solely on the limiting behavior ...
随机利率下双复合Poisson风险模型的破产概率
随机利率 风险模型 相互独立 破产概率
2018/10/8
考虑随机利率因素下,将经典风险模型推广到保费收入和索赔支出相互独立的双复合Poisson风险模型,得到该风险模型的最终破产概率的精确表达式和一般不等式.
The Poisson Rain Tessellation Under Spatial Expansion and Temporal Transformation
The Poisson Rain Tessellation Spatial Expansion Temporal Transformation Probability
2012/4/16
For cell-division processes in a window, Cowan introduced four selection rules and two division rules each of which stands for one cell-division model. One of these is the area-weighted in-cell model....
Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
Nourdin-Peccati analysis Wiener Wiener-Poisson space general distributions
2012/3/1
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bo...
利力下带干扰的双复合Poisson风险过程的生存概率
利力下 带干扰 双复合 Poisson风险过程 生存概率
2012/4/9
本文考虑了常利力下带干扰的双复合Poisson风险过程,借助微分和伊藤公式, 分别获得了无限时和有限时生存概率的积分微分方程.当保费服从指数分布时, 得到了无限时生存概率的微分方程.
复合Poisson-Geometric风险模型能够较好地刻画风险事件和赔付事件有可能是不等价的情形，在保险中有其实际应用的背景.研究了重尾索赔下带干扰的复合Poisson-Geometric风险模型，得到破产概率所满足的一个渐近表达式.这个结果在形式上与经典的带扰动的复合Poisson风险模型是一致的.
Forward-Backward Doubly Stochastic Differential Equations with Brownian Motions and Poisson Process
Forward-backward doubly stochastic differential equations stochastic analysis random measure Poisson process
2011/11/7
The existence and uniqueness for solution of backward doubly stochastic differential equations with Brownian motions and Poisson process and that of forward-backward doubly stochastic differential equ...
Compositions, Random Sums and Continued Random Fractions of Poisson and Fractional Poisson Processes
Fractional birth process Bell polynomials Mittag–Leffler functions Fibonacci numbers continued fractions Poisson random fields
2011/9/8
Abstract: In this paper we consider the relation between random sums and compositions of different processes. In particular, for independent Poisson processes $N_\alpha(t)$, $N_\beta(t)$, $t>0$, we sh...
The Space-Fractional Poisson Process
Space-fractional Poisson process Backward shift operator Discrete stable distributions Stable subordinator
2011/9/8
Abstract: In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k...
Behavior of an Almost Semicontinuous Poisson Process on a Markov Chain Upon Attainment of A Level
Semicontinuous Poisson Process Markov Chain Probability
2011/8/31
Abstract: We consider the almost semi-continuous processes defined on a finite Markov chain. The representation of the moment generating functions for the absolute maximum after achievement positive l...
Ergodicity of Poisson products and applications
Ergodicity Poisson products Dynamical Systems
2011/8/24
Abstract: For every $\sigma$-finite measure-preserving transformation $T$ acting on a space $X$ there is an associated probability preserving transformation $T_*$ which acts on discrete countable subs...
Stochastic poisson equations associated to lie algebroids and some refinements of a principal bundle
stochastic Poisson equations；Lie algebroid；refinement of a principal bundle
2011/2/21
The aim of this paper is to present the stochastic Poisson equations as-sociated to Lie algebroids. The obtained results are used for determination of stochastic Poisson equations associated to a refi...
We determine, to within O(1), the expected minimal position at level n in certain branching random walks. The walks under consideration have displacement vector (v1; v2; : : :) where each vj is the su...
Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons
Prospective tables extrapolation adjustment life annuities mortality
2010/4/27
The aim of this paper is to study the construction of prospective mortality tables from a low number of persons subjected to risk. The presented models are the Lee-Carter and log-Poisson methods respe...
对索赔到达为复合Poisson-Geometric过程的风险模型进行了推广, 研究了带有干扰条件下保单到达为参数α的Poisson过程,运用鞅论的方法得出了多险种风险模型下破产概率满足的Lundberg不等式和一般公式。