A PRACTICAL SOLUTION TO THE PROBLEM OF ULTIMATE RUIN PROBABILITY

measurements to infer the values of the parameters that characterize the system.While theforward problem has (in deterministic physics) a unique solution, theinverseproblem does not. As an example, consider measurements of the gravity field around aplanet: given the distribution of mass inside the pl[r]

points to your tree. Let’s imagine that entity E only caused 75% ratherthan 83% of the pertinent entities. I would then look for a common causeof entity E and, perhaps, entity 3 (entry point B), because such a causewould be a common cause for all 6 of the entities. Another place to lookwould be for[r]

robust techniques that are designed to work well under a wide variety ofdistributional assumptions.The mean and standard deviation of the Cauchy distribution areundefined. The practical meaning of this is that collecting 1,000 datapoints gives no more accurate an estimate of the mean and standarddev[r]

original ACO algorithms. In some recent papers, Shigeyoshi Tsutsui and colleagues have proposed two algorithms for continuous optimization called the Aggregation Pheromone System (APS) and the enhanced APS (eAPS). These algorithms apply the same pheromone update rule in a way similar to those of the[r]

Using the local client machine clock can create duplicates and can add the problem of coordinating all the clients. The coordination problem has two parts: 1. How do you get the clocks to start at the same time? I do notmean simply the technical problem of synchronizing multiplemachines to the micro[r]

in which all cases are presented to the network one more time without undertaking any more value adaptations. In this stage each manager is assigned to the group that represents his or her view best (this centroid group has the smallest distance to the belief vector of the manager). Clearly, the dec[r]

Hindawi Publishing CorporationEURASIP Journal on Wireless Communications and NetworkingVolume 2008, Article ID 702036, 13 pagesdoi:10.1155/2008/702036Research ArticleA Distributed Cross-Layer Optimization Method for Multicastin Interference-Limited Multihop Wireless NetworksMohammad H. Amerimehr,1Ba[r]

... discusses the application of multi- objective optimisation to MRT systems 4.2 Mathematical Definition Given a set of objective functions, the multiple -objective optimisation aims to find a solution... vector so that all the objectives can be optimised in a compromise 30 Chapter Literature Revie[r]

Whereas it is in general possible to determine analytic expressions for these probability measures, the number of computationsneeded to evaluate these quantities grows exponentially thus precluding real-time implementation. Sequential Monte Carlo tech-niques (SMC), which consist in approximating the[r]

LTD and RWA Problems The general approach of dividing the wavelength-routing network design problem into that of an LTD problem and an RWA problem, which we employed above in the three-node linear network and the ring network, is a good heuristic for practical problems because solving the two proble[r]

The question you are asked when the conversation has ended has severalparts: you are asked first to describe the problem that the speakers are dis-cussing, then to state which of the two solutions you prefer, and finally to explainwhy you prefer that solution. The reasons you give for your preferenc[r]

the data, a unique solution of this problem exists. For μ  1 problem 1.2 is singularlyperturbed and has boundary layers near the lateral boundary ofQ see 2 for details.In the study of numerical methods for nonlinear singularly perturbed problems, thetwo major points to be developed are: i c[r]

¨urgen Branke (refer to Branke (2001), Branke (2003)) classifies the dynamic methods found inthe literature as follows:1. The reactive methods (refer to Grefenstette & Ramsey (1992), Tinos & de Carvalho (2004)),which react to changes (i.e. by triggering the diversity). The general ide[r]

, σ2∂yw + ν2w = f4(x)aty = y2.(14.4.4.14)The solution to this problem is the sum of solutions to four simpler auxiliary problems forequation (14.4.4.1), each corresponding to three homogeneous and one nonhomogeneousboundary conditions in (14.4.4.14); see Table 14.5. Each auxiliary problem is solvedu[r]

avoid large stretching and/or distorting of the grid. For instance, a doubling in the linear spacing will result in an eightfold increase in volume, leading to large changes in volume ratios. Even if these changes can be detected through analysis of the aforementioned volume parameter, and the grid[r]

size of the linear program by restricting the set of Steiner trees to only the minimal or near-minimalSteiner trees using also the result by Hanan, that a shortest rectilinear Steiner tree can be foundin the grid induced by the terminals [19]. This restriction of the solution space may of courseresu[r]

. If the function f in equation (12.2.6.2) is continuous, monotonic, and positive, then theamplitude of each solution decreases (resp., increases) as f increases (resp., decreases).12.3. Second-Order Nonlinear Differential Equations12.3.1. Form of the General Solution. Cauchy Problem12.3.1-1. Equati[r]

[3] used augmented Lagrangian functions to construct the set-valued dual functions andcorresponding dual problems and obtained weak and strong duality results of multiob-jective optimization problem. More recently a generalized augmented Lagrangian was2 Journal of Inequalities and Applicationsintrod[r]

on the meanresponse, Eðy jxÞ, it is natural to ask, Why not just assume Eðy jxÞ¼xb and applyOLS on a random sample? Theoretically, the problem is that, when y b 0, Eðy jxÞcannot be linear in x unless the range of x is fairly limited. A related weakness is thatthe model implies constant partial e¤ect[r]

829Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright (C) 1988-1992 by Cambridge University Press.Programs Copyright (C) 1988-1992 by Numerical Recipes Software. Permission is granted for internet users to make one paper copy for their own persona[r]