On the Vector Process Obtained by Iterated Integration of the Telegraph Signal

1999 ◽  
Vol 6 (2) ◽  
pp. 169-178
Author(s):  
Enzo Orsingher
Keyword(s):  
Probability Distribution ◽  
Hyperbolic Equations ◽  
Special Care ◽  
Accelerated Motion ◽  
Joint Distributions ◽  
Telegraph Process ◽  
Vector Process

Abstract We analyse the vector process (𝑋0(𝑡),𝑋1(𝑡), . . . , 𝑋𝑛(𝑡), 𝑡 > 0) where , 𝑘 = 1, . . . , 𝑛, and 𝑋0(𝑡) is the two-valued telegraph process. In particular, the hyperbolic equations governing the joint distributions of the process are derived and analysed. Special care is given to the case of the process (𝑋0(𝑡),𝑋1(𝑡),𝑋2(𝑡), 𝑡 > 0) representing a randomly accelerated motion where some explicit results on the probability distribution are derived.

scholarly journals YANG–BAXTER FIELD FOR SPIN HALL–LITTLEWOOD SYMMETRIC FUNCTIONS

2019 ◽  
Vol 7 ◽  
Author(s):  
ALEXEY BUFETOV ◽  
LEONID PETROV
Keyword(s):  
Probability Distribution ◽  
Symmetric Functions ◽  
Exclusion Process ◽  
Baxter Equation ◽  
Two Dimensional ◽  
Vertex Model ◽  
Joint Distributions ◽  
Simple Exclusion Process ◽  
Asymmetric Simple Exclusion ◽  
Simple Exclusion

Employing bijectivization of summation identities, we introduce local stochastic moves based on the Yang–Baxter equation for $U_{q}(\widehat{\mathfrak{sl}_{2}})$ . Combining these moves leads to a new object which we call the spin Hall–Littlewood Yang–Baxter field—a probability distribution on two-dimensional arrays of particle configurations on the discrete line. We identify joint distributions along down-right paths in the Yang–Baxter field with spin Hall–Littlewood processes, a generalization of Schur processes. We consider various degenerations of the Yang–Baxter field leading to new dynamic versions of the stochastic six-vertex model and of the Asymmetric Simple Exclusion Process.

JOINT DISTRIBUTIONS OF PORTFOLIO LOSSES AND EXOTIC PORTFOLIO PRODUCTS

2007 ◽  
Vol 10 (04) ◽  
pp. 733-748 ◽  
Author(s):  
FRIEDEL EPPLE ◽  
SAM MORGAN ◽  
LUTZ SCHLOEGL
Keyword(s):  
Probability Distribution ◽  
Joint Distribution ◽  
Joint Probability ◽  
Joint Probability Distribution ◽  
Market Prices ◽  
Joint Distributions ◽  
Time Horizons ◽  
Path Dependent

The pricing of exotic portfolio products, e.g. path-dependent CDO tranches, relies on the joint probability distribution of portfolio losses at different time horizons. We discuss a range of methods to construct the joint distribution in a way that is consistent with market prices of vanilla CDO tranches. As an example, we show how our loss-linking methods provide estimates for the breakeven spreads of forward-starting tranches. .

Assessing joint distributions with isoprobability contours

2009 ◽  
Author(s):  
David V. Budescu ◽  
Ali E. Abbas ◽  
Yuhong Gu
Keyword(s):  
Joint Distributions

The Adaptation of Medical Records to Epidemiological Use

1965 ◽  
Vol 04 (03) ◽  
pp. 136-140
Author(s):  
Cl Jeanty
Keyword(s):  
Medical Records ◽  
Clinical Pathology ◽  
Time Variable ◽  
Special Care ◽  
General Description ◽  
Causal Relations ◽  
Laboratory Techniques ◽  
Original Record ◽  
Statistical Studies

A method is described in an attempt to make medical records suitable for epidemiologigri: purposes. Every case of a disease is recorded on an appropriate punched card with the object of working towards a general description of a disease through the collation of several cases of the same diagnosis. This punched card represents a very great condensation of the original record. Special care has been applied to state as precisely as possible the time variable, particularly as far as its origin and unit of measure are concerned, in order to demonstrate the existence of causal relations between diseases. Such cards are also intended to make easier statistical studies in clinical pathology, in evaluation of new laboratory techniques, and in therapeutical trials.

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