scholarly journals KETAKSAMAAN CHEBYSHEV DAN PERUMUMANNYA

2012 ◽  
Vol 4 (1) ◽  
pp. 217
Author(s):  
Pangeran B.H.P ◽  
Hendra Gunawan

We study Chebyshev’s Inequality and example of its application on the expectation of a continuous random variable. In addition, we also discussed the inequality on determinant form.

2010 ◽  
Vol 18 (4) ◽  
pp. 213-217
Author(s):  
Hiroyuki Okazaki ◽  
Yasunari Shidama

Probability Measure on Discrete Spaces and Algebra of Real-Valued Random Variables In this article we continue formalizing probability and randomness started in [13], where we formalized some theorems concerning the probability and real-valued random variables. In this paper we formalize the variance of a random variable and prove Chebyshev's inequality. Next we formalize the product probability measure on the Cartesian product of discrete spaces. In the final part of this article we define the algebra of real-valued random variables.


Author(s):  
Viktor Afonin ◽  
Vladimir Valer'evich Nikulin

The article focuses on attempt to optimize two well-known Markov systems of queueing: a multichannel queueing system with finite storage, and a multichannel queueing system with limited queue time. In the Markov queuing systems, the intensity of the input stream of requests (requirements, calls, customers, demands) is subject to the Poisson law of the probability distribution of the number of applications in the stream; the intensity of service, as well as the intensity of leaving the application queue is subject to exponential distribution. In a Poisson flow, the time intervals between requirements are subject to the exponential law of a continuous random variable. In the context of Markov queueing systems, there have been obtained significant results, which are expressed in the form of analytical dependencies. These dependencies are used for setting up and numerical solution of the problem stated. The probability of failure in service is taken as a task function; it should be minimized and depends on the intensity of input flow of requests, on the intensity of service, and on the intensity of requests leaving the queue. This, in turn, allows to calculate the maximum relative throughput of a given queuing system. The mentioned algorithm was realized in MATLAB system. The results obtained in the form of descriptive algorithms can be used for testing queueing model systems during peak (unchanged) loads.


2016 ◽  
pp. 553-567
Author(s):  
Mengxia Zhu ◽  
Richard R. Brooks ◽  
Song Ding ◽  
Qishi Wu ◽  
Nageswara S.V. Rao ◽  
...  

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 1063
Author(s):  
Brendan K. Beare

A function which transforms a continuous random variable such that it has a specified distribution is called a replicating function. We suppose that functions may be assigned a price, and study an optimization problem in which the cheapest approximation to a replicating function is sought. Under suitable regularity conditions, including a bound on the entropy of the set of candidate approximations, we show that the optimal approximation comes close to achieving distributional replication, and close to achieving the minimum cost among replicating functions. We discuss the relevance of our results to the financial literature on hedge fund replication; in this case, the optimal approximation corresponds to the cheapest portfolio of market index options which delivers the hedge fund return distribution.


2019 ◽  
Vol 51 (4) ◽  
pp. 1209-1235
Author(s):  
M. Ferreira ◽  
D. Pinheiro ◽  
S. Pinheiro

AbstractWe consider a two-player zero-sum stochastic differential game with a random planning horizon and diffusive state variable dynamics. The random planning horizon is a function of a non-negative continuous random variable, which is assumed to be independent of the Brownian motion driving the state variable dynamics. We study this game using a combination of dynamic programming and viscosity solution techniques. Under some mild assumptions, we prove that the value of the game exists and is the unique viscosity solution of a certain nonlinear partial differential equation of Hamilton–Jacobi–Bellman–Isaacs type.


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