This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.
The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach.
We present a new approach to stochastic modeling of constraintbased grammars that is based on loglinear models and uses EM for estimation from unannotated data. The techniques are applied to an LFG grammar for German. Evaluation on an exact match task yields 86% precision for an ambiguity rate of 5.4, and 90% precision on a subcat frame match for an ambiguity rate of 25. Experimental comparison to training from a parsebank shows a 10% gain from EM training.
Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior. The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science....
In some computer applications of linguistics (such as maximum-likelihood decoding of speech or handwriting), the purpose of the language-handling component (Language Model) is to estimate the linguistic (a priori) probability of arbitrary natural-language sentences.
This book aims to give a complete and self-contained presentation of semi-
Markov models with finitely many states, in view of solving real life problems of
risk management in three main fields: Finance, Insurance and Reliability
providing a useful complement to our first book (Janssen and Manca (2006))
which gives a theoretical presentation of semi-Markov theory. However, to help
assure the book is self-contained, the first three chapters provide a summary of
the basic tools on semi-Markov theory that the reader will need to understand our
This paper describes the conversion of a Hidden Markov Model into a sequential transducer that closely approximates the behavior of the stochastic model. This transformation is especially advantageous for part-of-speech tagging because the resulting transducer can be composed with other transducers that encode correction rules for the most frequent tagging errors. The speed of tagging is also improved. The described methods have been implemented and successfully tested on six languages.
Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Stochastic Modeling of the Spatiotemporal Wavelet Coefﬁcients and Applications to Quality Enhancement and Error Concealment
Tuyển tập các báo cáo nghiên cứu về y học được đăng trên tạp chí y học quốc tế cung cấp cho các bạn kiến thức về ngành y đề tài: " A stochastic model for circadian rhythms from coupled ultradian oscillators
Tuyển tập các báo cáo nghiên cứu về y học được đăng trên tạp chí y học quốc tế cung cấp cho các bạn kiến thức về ngành y đề tài: A stochastic model of oncogene expression and the relevance of this model to cancer therapy
Tuyển tập các báo cáo nghiên cứu về y học được đăng trên tạp chí y học quốc tế cung cấp cho các bạn kiến thức về ngành y đề tài: Stochastic modeling of oligodendrocyte generation in cell culture: model validation with time-lapse data
We describe a generic framework for integrating various stochastic models of discourse coherence in a manner that takes advantage of their individual strengths. An integral part of this framework are algorithms for searching and training these stochastic coherence models. We evaluate the performance of our models and algorithms and show empirically that utilitytrained log-linear coherence models outperform each of the individual coherence models considered.
The n-gram model is a stochastic model, which predicts the next word (predicted word) given the previous words (conditional words) in a word sequence. The cluster n-gram model is a variant of the n-gram model in which similar words are classified in the same cluster. It has been demonstrated that using different clusters for predicted and conditional words leads to cluster models that are superior to classical cluster models which use the same clusters for both words. This is the basis of the asymmetric cluster model (ACM) discussed in our study. ...
A stochastic model based on insights of Mandelbrot (1953) and Simon (1955) is discussed against the background of new criteria of adequacy that have become available recently as a result of studies of the similarity relations between words as found in large computerized text corpora.
While the stochastic volatility (SV) generalization has been shown to
improve the explanatory power over the Black-Scholes model, empirical
implications of SV models on option pricing have not yet been adequately
tested. The purpose of this paper is to ﬁrst estimate a multivariate SV
model using the efﬁcient method of moments (EMM) technique from
observations of underlying state variables and then investigate the respective
effect of stochastic interest rates, systematic volatility and idiosyncratic
volatility on option prices....
Statistical procedures of estimation and inference are most frequently justified in econometric work on the basis of certain desirable asymptotic properties. One estimation procedure may, for example, be selected over another because it is known to provide consistent and asymptotically efficient parameter estimates
under certain stochastic environments.
ADVANCED TEXTS IN ECONOMETRICS General Editors Manuel Arellano Guido Imbens Grayham E. Mizon Adrian Pagan Mark Watson Advisory Editor C. W. J. Granger.Other Advanced Texts in conometrics ARCH: Selected Readings Edited by Robert F. Engle Asymptotic Theory for Integrated Processes By H. Peter Boswijk Bayesian Inference in Dynamic Econometric Models By Luc Bauwens, Michel Lubrano, and Jean-Fran¸ois Richard c Co-tegration, Error Correction, and the Econometric Analysis of Non-Stationary Data By Anindya Banerjee, Juan J. ...
A considerable part of the vast development in Mathematical Finance over
the last two decades was determined by the application of stochastic methods.
These were therefore chosen as the focus of the 2003 School on “Stochastic
Methods in Finance”. The growing interest of the mathematical community in
this field was also reflected by the extraordinarily high number of applications
for the CIME-EMS School. It was attended by 115 scientists and researchers,
selected from among over 200 applicants. The attendees came from all continents:
85 were Europeans, among them 35 Italians.
Driven by the necessity to incorporate the observed stylized features of asset
prices, continuous-time stochastic modeling has taken a predominant role
in the financial literature over the past two decades. Most of the proposed
models are particular cases of a stochastic volatility component driven by a
Wiener process superposed with a pure-jump component accounting for the
This research monograph concerns the design and analysis of discrete-time
approximations for stochastic differential equations (SDEs) driven by Wiener
processes and Poisson processes or Poisson jump measures. In financial and
actuarial modeling and other areas of application, such jump diffusions are
often used to describe the dynamics of various state variables. In finance these
may represent, for instance, asset prices, credit ratings, stock indices, interest
rates, exchange rates or commodity prices.
The binomial asset pricing model provides a powerful tool to understand arbitrage pricing theory
and probability theory. In this course, we shall use it for both these purposes.
In the binomial asset pricing model, we model stock prices in discrete time, assuming that at each
step, the stock price will change to one of two possible values. Let us begin with an initial positive
stock price S0. There are two positive numbers, d and u, with