The motivation to write this book came a few years back when a colleague from one of the engineering departments (University of Louisiana at Lafayette) approached us with a problem that required modeling a real life data set which looked highly posi
The theory and practice of finance draws heavily on probability theory. All MBA programs prepare finance majors for their career in the profession by requiring one generalist course in probability theory and statistics attended by all business major
This monograph primarily concerns the use of power method polynomials in the context of simulating univariate and multivariate nonnormal distributions with specified cumulants and correlation matrices.
This chapter aims to introduce the reader to the construction, prior mod- elling, estimation and evaluation of mixture distributions in a Bayesian paradigm. We will show that mixture distributions provide a flexible, para- metric framework for stati
The Inversion of Multiscale Convolution Approximation and Average of Distributions It develops two kinds of inversion formulas of the multiscale convolution approximation which is defined by a convolution kernel. The average of distributions is cons
Autonomous vehicles operating in real-world industrial environments have to overcome numerous challenges, chief among which are the creation of consistent 3D world models and the simultaneous tracking of the vehicle pose with respect to the created
Empirical distributions of Chinese stock returns at different microscopic timescales，顾高峰，陈炜，We study the distributions of event-time returns and clock-time returns at different microscopic timescales using ultra-high-frequency data extracted from the
