المؤلفون: Schulte, Matthias, Trapp, Vanessa

مصطلحات موضوعية: Covariance matrices, Lower variance bounds, L surface area p, Malliavin calculus, Multivariate normal approximation, Poisson processes, Poisson shot noise processes, Random polytopes, Spatial random graphs, 5: Natural Sciences and Mathematics::519: Applied Mathematics, Probabilities, 5: Natural Sciences and Mathematics::515: Analysis

وصف الملف: application/pdf

Relation: Electronic journal of probability; Electronic Journal of Probability 29: 72 (2024-05-08); https://hdl.handle.net/11420/49060; 2212.11896; 2-s2.0-85194484432

الاتاحة: https://hdl.handle.net/11420/49060
https://doi.org/10.15480/882.13291

المؤلفون: Huillet, Thierry, E

المساهمون: Laboratoire de Physique Théorique et Modélisation (LPTM - UMR 8089), Centre National de la Recherche Scientifique (CNRS)-CY Cergy Paris Université (CY), ANR-16-IDEX-0008,PSI,PSI(2016)

المصدر: ISSN: 2077-2068 ; Asian Journal of Mathematics & Statistics ; https://hal.science/hal-04595627 ; Asian Journal of Mathematics & Statistics, 2024, 3 (2), pp.61-67.

مصطلحات موضوعية: decay-surge shot-noise processes, linear vs nonlinear, extremal shot-noise, embedded 60G55, 60C05, 60J80, 92D25, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [SDV.OT]Life Sciences [q-bio]/Other [q-bio.OT]

Relation: hal-04595627; https://hal.science/hal-04595627; https://hal.science/hal-04595627/document; https://hal.science/hal-04595627/file/shotnoise.pdf

الاتاحة: https://hal.science/hal-04595627
https://hal.science/hal-04595627/document
https://hal.science/hal-04595627/file/shotnoise.pdf

المؤلفون: Huillet, Thierry

المساهمون: Laboratoire de Physique Théorique et Modélisation (LPTM - UMR 8089), Centre National de la Recherche Scientifique (CNRS)-CY Cergy Paris Université (CY)

المصدر: https://hal.science/hal-03138215 ; 2021.

مصطلحات موضوعية: decay-surge shot-noise processes, linear vs nonlinear, extremal shot-noise, embedded Markov chain, (sub-)critical branching process with immigration, first time to (local) extinction, [PHYS.COND.CM-SM]Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech], [SDV.BID.EVO]Life Sciences [q-bio]/Biodiversity/Populations and Evolution [q-bio.PE], [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: hal-03138215; https://hal.science/hal-03138215; https://hal.science/hal-03138215/document; https://hal.science/hal-03138215/file/shotnoise.pdf

الاتاحة: https://hal.science/hal-03138215
https://hal.science/hal-03138215/document
https://hal.science/hal-03138215/file/shotnoise.pdf

المؤلفون: Emilio Leonardi, Giovanni Luca Torrisi

المصدر: Stochastic Processes and their Applications. 144:229-270

مصطلحات موضوعية: Statistics and Probability, Asymptotic analysis, Applied Mathematics, Central limit theorem, Probability (math.PR), Shot noise, Sharp deviations, Poisson distribution, Point process, symbols.namesake, Poisson cluster processes, Modeling and Simulation, FOS: Mathematics, symbols, Stable laws, Poisson shot noise processes, Statistical physics, Hawkes processes, Mathematics - Probability, Mathematics, Complement (set theory)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2fd2695d24161a636a91c4832a1bc9f
https://doi.org/10.1016/j.spa.2021.11.008

المؤلفون: Lachièze-Rey, Raphaël

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0025-584X.

مصطلحات موضوعية: covariograms, intrinsic volumes, shot noise processes, Euler characteristic, random closed sets, Serra’s regular model, MSC:52A22, 60D05, 28A75, 60G10, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1510.00501; hal-01207501; https://hal.science/hal-01207501; https://hal.science/hal-01207501v3/document; https://hal.science/hal-01207501v3/file/bicovariograms-EC2-R1-neutralversion-hal.pdf; ARXIV: 1510.00501

الاتاحة: https://hal.science/hal-01207501
https://hal.science/hal-01207501v3/document
https://hal.science/hal-01207501v3/file/bicovariograms-EC2-R1-neutralversion-hal.pdf

المؤلفون: Thorsten Schmidt

المصدر: Risks, Vol 2, Iss 1, Pp 3-24 (2014)

مصطلحات موضوعية: shot-noise processes, tail dependence, catastrophe derivatives, marked point process, minimum-distance estimation, self-exciting processes, CAT bonds, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: http://www.mdpi.com/2227-9091/2/1/3; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/78141405533d450c978029dc984aa9b4

المؤلفون: Lothar Heinrich

المصدر: Image Analysis and Stereology, Vol 26, Iss 2, Pp 63-71 (2011)

مصطلحات موضوعية: asymptotic normality, Brillinger-mixing point processes, shot-noise processes, a-stable distribution functions., Medicine (General), R5-920, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://www.ias-iss.org/ojs/IAS/article/view/809; https://doaj.org/toc/1580-3139; https://doaj.org/toc/1854-5165

URL الوصول: https://doaj.org/article/b99a47661afc4c86be236d2d92a2e1cf

المؤلفون: Lachièze-Rey, Raphaël

المساهمون: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-01346935 ; 2016.

مصطلحات موضوعية: Random excursions, Euler characteristic, Kac-Rice formula, co-area formula, shot noise processes, Gaussian fields, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/1607.05467; hal-01346935; https://hal.science/hal-01346935; https://hal.science/hal-01346935/document; https://hal.science/hal-01346935/file/v1arXiv.pdf; ARXIV: 1607.05467

الاتاحة: https://hal.science/hal-01346935
https://hal.science/hal-01346935/document
https://hal.science/hal-01346935/file/v1arXiv.pdf

المؤلفون: Raquel M. Gaspar, Thorsten Schmidt

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.iseg.utl.pt/departamentos/gestao/wp/N3_2007.pdf.

مصطلحات موضوعية: Key Words, Term Structure Models, Quadratic Term Structure Models, Shot-noise processes

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.630.5553; http://www.iseg.utl.pt/departamentos/gestao/wp/N3_2007.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.630.5553
http://www.iseg.utl.pt/departamentos/gestao/wp/N3_2007.pdf

المؤلفون: Baranovski, Alexander L.

مصطلحات موضوعية: ddc:330, C13, C20, C22, forward interest rates, shot noise processes, switching dynamical systems, chaotic Brownian subordination, chaotic maps, Zinsstruktur, Dynamisches Modell, Noise Trading, Chaostheorie, Theorie

Relation: Series: SFB 649 Discussion Paper; No. 2010-037; gbv-ppn:637049179; http://hdl.handle.net/10419/56740

الاتاحة: http://hdl.handle.net/10419/56740

المؤلفون: Zuyev, Sergei, author

المصدر: New Perspectives in Stochastic Geometry, 2009.

الاتاحة: https://doi.org/10.1093/acprof:oso/9780199232574.003.0016

المؤلفون: Gaspar, Raquel M., Schmidt, Thorsten

مصطلحات موضوعية: CDO, Shot-Noise Processes, Affine Models

Relation: DG/ ADVANCE Working paper nº 2-08.; http://pascal.iseg.utl.pt/~advance/200802.pdf; Gaspar, Raquel M. e Thorsten Schmidt. 2008. "CDOs in the light of the current crisis". Instituto Superior de Economia e Gestão. Departamento de Gestão – ADVANCE .Working paper nº 2-08.; http://hdl.handle.net/10400.5/2559

الاتاحة: http://hdl.handle.net/10400.5/2559

المؤلفون: Gaspar, Raquel M., Schmidt, Thorsten

مصطلحات موضوعية: Term Structure Models, Quadratic Term Structure Models, Shot-Noise Processes

Relation: DG/ Working papers series nº 3-07.; Gaspar, Raquel M. e Thorsten Schmidt. 2007. "Term structure models with shot-noise effects". Instituto Superior de Economia e Gestão. Departamento de Gestão. Working papers series nº 3-07.; http://hdl.handle.net/10400.5/1204

الاتاحة: http://hdl.handle.net/10400.5/1204

المؤلفون: Jang, Jiwook, Dassios, Angelos, Zhao, Hongbiao

المصدر: Jang , J , Dassios , A & Zhao , H 2018 , ' Moments of renewal shot-noise processes and their applications ' , Scandinavian Actuarial Journal , vol. 2018 , no. 8 , pp. 727-752 . https://doi.org/10.1080/03461238.2018.1452285

مصطلحات موضوعية: Renewal shot-noise processes, discounted aggregate claims, actuarial net premium, piecewise-deterministic Markov processes, martingale method, Monte Carlo exact simulation, credit risk, reliability

الاتاحة: https://researchers.mq.edu.au/en/publications/8dda29af-6655-4cc7-9189-1a67851ac242
https://doi.org/10.1080/03461238.2018.1452285
http://www.scopus.com/inward/record.url?scp=85044339989&partnerID=8YFLogxK

المؤلفون: Tillier, Charles, Wintenberger, Olivier

المصدر: Tillier , C & Wintenberger , O 2018 , ' Regular variation of a random length sequence of random variables and application to risk assessment ' , Extremes , vol. 21 , no. 1 , pp. 27-56 . https://doi.org/10.1007/s10687-017-0297-1

مصطلحات موضوعية: Ruin theory, Multivariate regular variation, Risk indicators, Breiman Lemma, Asymptotic properties, Extremes, Shot noise processes, Dietary risk, Rare events

الاتاحة: https://researchprofiles.ku.dk/da/publications/regular-variation-of-a-random-length-sequence-of-random-variables-and-application-to-risk-assessment(af0b6458-29e0-469d-8d40-186d4e09e56f).html
https://doi.org/10.1007/s10687-017-0297-1
https://arxiv.org/pdf/1606.08321;%20https://hal.archives-ouvertes.fr/hal-01338023/file/Riskmeasures020616FV.pdf

المؤلفون: Matthias Meiners, Alexander Marynych, Alexander Iksanov

المصدر: Bernoulli 23, no. 2 (2017), 1233-1278

مصطلحات موضوعية: Statistics and Probability, Weak convergence, Covariance function, Probability (math.PR), 010102 general mathematics, Inverse, weak convergence of finite-dimensional distributions, Covariance, Space (mathematics), 01 natural sciences, Combinatorics, 010104 statistics & probability, symbols.namesake, Mathematics::Probability, Domain (ring theory), FOS: Mathematics, symbols, random process with immigration, shot noise processes, 0101 mathematics, renewal theory, Random variable, Gaussian process, Mathematics - Probability, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afba75cca1207bdeec58fa5435b4dfd9
https://doi.org/10.3150/15-bej776

المؤلفون: Iksanov, Alexander, Marynych, Alexander, Meiners, Matthias

مصطلحات موضوعية: random process with immigration, renewal theory, shot noise processes, weak convergence of finite-dimensional distributions

وصف الملف: application/pdf

Relation: http://projecteuclid.org/euclid.bj/1486177398; Bernoulli 23, no. 2 (2017), 1233-1278

الاتاحة: http://projecteuclid.org/euclid.bj/1486177398
https://doi.org/10.3150/15-BEJ776

المؤلفون: Ilhe, Paul

المساهمون: Laboratoire d'analyse des données et d'intelligence des systèmes (LADIS), Département Métrologie Instrumentation & Information (DM2I), Laboratoire d'Intégration des Systèmes et des Technologies (LIST), Direction de Recherche Technologique (CEA) (DRT (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Direction de Recherche Technologique (CEA) (DRT (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Université Paris-Saclay-Laboratoire d'Intégration des Systèmes et des Technologies (LIST), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Université Paris-Saclay, Institut Mines-Télécom [Paris] (IMT), Télécom ParisTech, Eric Moulines, François Roueff, Antoine Souloumiac, Laboratoire Outils d'Analyse des Données (LOAD), Laboratoire d'Intégration des Systèmes et des Technologies (LIST (CEA)), Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Commissariat à l'énergie atomique et aux énergies alternatives (CEA)-Université Paris-Saclay-Laboratoire d'Intégration des Systèmes et des Technologies (LIST (CEA)), Éric Moulines

المصدر: Instrumentation and Detectors [physics.ins-det]. Télécom ParisTech, 2016. English
Signal and Image Processing. Télécom ParisTech, 2016. English. ⟨NNT : 2016ENST0052⟩

مصطلحات موضوعية: Shot-noise processes, Spectrométrie gamma, Désempilement, [PHYS.NEXP]Physics [physics]/Nuclear Experiment [nucl-ex], Nonlinear inverse problem, processus shot-noise, gamma rays, Gamma spectroscopy, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, Pileup correction, estimation non-paramétrique, Problème inverse non-linéaire, [PHYS.PHYS.PHYS-INS-DET]Physics [physics]/Physics [physics]/Instrumentation and Detectors [physics.ins-det], Non parametric estimation, Nonparametric estimation, signal processing, Shot-noise process, [STAT.ME]Statistics [stat]/Methodology [stat.ME], nuclear instrumentation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a3a959c0082f305a5919d817b2447150
https://hal.archives-ouvertes.fr/tel-01494334/document

المؤلفون: MORLANDO, FRANCESCO, CIMORELLI, LUIGI, PIANESE, DOMENICO, GAROFALO, FRANCESCO, Luca Cozzolino, Giovanni Mancini

المساهمون: Morlando, Francesco, Cimorelli, Luigi, Luca, Cozzolino, Giovanni, Mancini, Pianese, Domenico, Garofalo, Francesco

مصطلحات موضوعية: The properties of shot noise processes are exploited in a hybrid calibration framework, Only the streamflow series are needed to estimate the watershed model parameters, The minimum phase property of the watershed model is crucial for the calibration procedure

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000380100200028; volume:52; issue:6; firstpage:4730; lastpage:4744; numberofpages:15; journal:WATER RESOURCES RESEARCH; http://hdl.handle.net/11588/601973; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84976877565

الاتاحة: http://hdl.handle.net/11588/601973
https://doi.org/10.1002/2015WR017613
http://onlinelibrary.wiley.com/doi/10.1002/2015WR017613/full

المؤلفون: Raphaël Lachièze-Rey

المساهمون: MAP5 - Mathématiques Appliquées à Paris 5 (MAP5), Université Paris Descartes - Paris 5 (UPD5) - Institut National des Sciences Mathématiques et de leurs Interactions - Centre National de la Recherche Scientifique (CNRS), Mathématiques Appliquées à Paris 5 ( MAP5 - UMR 8145 ), Université Paris Descartes - Paris 5 ( UPD5 ) -Institut National des Sciences Mathématiques et de leurs Interactions-Centre National de la Recherche Scientifique ( CNRS ), Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS)

المصدر: MAP5 2015-29. 2015
Mathematical News / Mathematische Nachrichten
Mathematical News / Mathematische Nachrichten, Wiley-VCH Verlag, 2018, 291 (2-3), pp.398-419. 〈https://onlinelibrary.wiley.com/doi/abs/10.1002/mana.201500500〉
Mathematical News / Mathematische Nachrichten, Wiley-VCH Verlag, 2018, 291 (2-3), pp.398-419

مصطلحات موضوعية: MSC:52A22, 60D05, 28A75, 60G10, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], General Mathematics, Gaussian, 01 natural sciences, Combinatorics, 010104 statistics & probability, symbols.namesake, Moving average, Euler characteristic, FOS: Mathematics, 0101 mathematics, shot noise processes, Serra’s regular model, Mathematics, Connected component, intrinsic volumes, Random field, Boolean model, Probability (math.PR), 010102 general mathematics, Function (mathematics), [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Third order, covariograms, symbols, random closed sets, [ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR], Mathematics - Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ce5e7e828bc896db9abc536b080225dc
https://hal.archives-ouvertes.fr/hal-01207501/file/bicovariograms-EC2.pdf