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Estimating the variance of the predictor in stochastic Kriging
2016
Simulation modelling practice and theory
We study the correct estimation of the true variance of the predictor in stochastic Kriging (SK). ...
Because macroreplications of practical simulation models are computationally expensive, we next formulate two bootstrap methods that use a single macroreplication: (i) a distribution-free method that resamples ...
Macroreplications for M/M/1 simulation The M/M/1 simulation model is a basic building block of many practical simulation models. ...
doi:10.1016/j.simpat.2016.03.008
fatcat:deiz64tq35hzlbkxmwhfxmalf4
Probabilistic models for drug dissolution. Part 1. Review of Monte Carlo and stochastic cellular automata approaches
2006
Simulation modelling practice and theory
After introducing the area of modelling drug dissolution, with its different features and needs, we report and examine the existing Direct MC and Stochastic Cellular Automata modelling efforts used to ...
In this paper, we investigate how MC-based methods are used in the field of Drug Delivery, indicating what aspects of the complex problems of drug dissolution and design can benefit from this particular ...
Percolation theory is a statistical theory, which deals with the formation of clusters, and supposes the existence of a regular lattice underlying the system [4] . ...
doi:10.1016/j.simpat.2006.01.004
fatcat:zo4e7ia4ubcdzpbahps5zra4ei
Simulation of Stochastic Hybrid Systems using probabilistic boundary detection and adaptive time stepping
2010
Simulation modelling practice and theory
Stochastic Hybrid Systems (SHS) are an ideal modeling paradigm for biochemical systems because they combine continuous and discrete dynamics in a stochastic framework. ...
Modeling and simulation of biochemical systems are important tasks because they can provide insights into complicated systems where traditional experimentation is expensive or impossible. ...
An early stochastic model of the water/electrolyte balance system is presented in [8] , and a non-stochastic model with experimental results is presented in [9] . ...
doi:10.1016/j.simpat.2010.05.021
fatcat:3ffmv2tlkvga5naorwdleza7hi
Holding time estimation for reactions in stochastic event-based simulation of complex biological systems
2008
Simulation modelling practice and theory
The parametric nature of the model makes it generic and useful for diverse studies. 23 ...
This method can incorporate the effects of the recently identified stochastic resonance of a biological system and is 12 computationally capable to process the dynamic interactions of different pathways ...
Ghosh et al. / Simulation Modelling Practice and Theory xxx (2007) xxx-xxx
SIMPAT 593
No. of Pages 25, Model 3+
25 September 2007 Disk Used
ARTICLE IN PRESS
The velocity distribution of the ...
doi:10.1016/j.simpat.2007.09.002
fatcat:r34bzwv3gncxbmillxi5d6itwm
Practical approaches to the estimation of the ruin probability in a risk model with additional funds
2015
Modern Stochastics: Theory and Applications
We deal with a generalization of the classical risk model when an insurance company gets additional funds whenever a claim arrives and consider some practical approaches to the estimation of the ruin probability ...
We compare results of these approaches with statistical estimates obtained by the Monte Carlo method for selected distributions of claim sizes and additional funds. ...
In this paper, we consider some practical approaches to the estimation of the ruin probability. ...
doi:10.15559/15-vmsta18
fatcat:tbjesqpnfrf73hwujb2wirqpdq
Simulations of Technology-induced and Crisis-led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment
2015
Educational Sciences Theory & Practice
This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. ...
Simulations for expected employment indicate that increases in the levels of technology utilization in education could lead to improved perceptions of employment prospects and potentially help to increase ...
To establish the connection between the logistic function and the one we derived from our model, we will present two definitions and a result (theorem) from the topological chaos theory, which we will ...
doi:10.12738/estp.2015.2.2363
fatcat:7nsoncbnxfey7gr74rxigrtmhy
Facilitation of Proactive Decision Making by Using Models Incorporating Stochastic Integrals
2023
Communications in Mathematics and Applications
In addition, the paper provides interpretations of these stochastic models in strategic thinking, proactive global decision making, cindynics, systemics and other very significant practical disciplines ...
Moreover, stochastic discounting models are suitable for the description of situations in various practical disciplines. ...
Moreover, the main practical contributions of stochastic integrals in the discipline of probability theory are the developments of principal components for the formulations of stochastic models [2, 7] ...
doi:10.26713/cma.v14i1.1846
fatcat:ithyg3xdgjctnfrak3yhnotktm
Essentials of stochastic finance, by Albert N. Shiryaev
2000
Journal of Applied Mathematics and Stochastic Analysis
There was and still is a big "public noise" about applications of stochastics to financial business. ...
At the core lies a deep interconnection between two seemingly quite different areas Stochastic Calculus and Financial Stock Markets. Stochastic Calculus art. ...
Theory of Arbitrage in Stochastic Financial Models. Discrete Time. Theory of Pricing in Stochastic Financial Models. Discrete Time. Theory of Arbitrage in Stochastic Financial Models. ...
doi:10.1155/s1048953300000113
fatcat:bvphoau6qncpzkdeztshyf7ygy
Wiley Series in Probability and Statistics
[chapter]
2011
Statistical Texts for Mixed Linear Models
Applied Probability and Statistics Section ...
and Modeling SEBER and WILD • Nonlinear Regression RYAN • Statistical Methods for Quality Improvement SERFLING • Approximation Theorems of Mathematical Statistics SCHUSS • Theory and Applications of Stochastic ...
THOMPSON • Sampling TIJMS • Stochastic Modeling and Analysis: A Computational Approach TIJMS • Stochastic Models: An Algorithmic Approach TITTERINGTON, SMITH, and MAKOV • Statistical Analysis of Finite ...
doi:10.1002/9781118164860.scard
fatcat:zgoym2s2hbemdotabwm5otrvqe
Wiley Series in Probability and Statistics
[chapter]
2011
Wiley Series in Probability and Statistics
in computerized practice to rigorous treatment of theoretical approaches. ...
The Wiley Series in Probability and Statistics is well established and authoritative. It covers many topics of current research interest in both pure and applied statistics and probability theory. ...
Analysis of Reliability and Life Data Statistical Methods for Reliability Data MEERSCHAERT and SCHEFFLER • Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice ...
doi:10.1002/9781118165614.scard
fatcat:qkbqvyebubdfxjgcadjvikqu6e
Upper-Formers' Stochastic Culture: Essential Features, Formation Technology
2016
Indian Journal of Science and Technology
Methods: Philosophical and cultural approaches have been used to construct a structural-functional model of stochastic culture of the pupil's personality. ...
The results of experimental work confirmed the hypothesis about the effectiveness of the developed model of upper-formers' stochastic culture formation (the model was introduced in more than 70 secondary ...
abstraction and planning skills, etc.; construction and application of the simplest math-• ematical models in practice; assessment of stochastics beauty, demonstration of • interest to the etymology of ...
doi:10.17485/ijst/2016/v9i19/93905
fatcat:qcfdedsijvhf3lyjwdpowv2cpy
Advanced Stochastic Control Systems with Engineering Applications
2014
Abstract and Applied Analysis
Acknowledgments We would like to express appreciation to the authors for their excellent contributions and patience in assisting us. ...
The hard work of all reviewers on these papers is also very greatly acknowledged.
Ming Liu Peng Shi Hamid Reza Karimi Shen Yin Xiaojie Su ...
Meanwhile, novel and updated developed theories and results are required to be investigated for application of stochastic systems in practical engineering. ...
doi:10.1155/2014/320412
fatcat:l24ltb7dh5gcrjtctiwgk5oyci
Wiley Series in Probability and Statistics
[chapter]
2008
Exploration and Analysis of DNA Microarray and Protein Array Data
The Elements of Stochastic Processes with Applications to the Natural Sciences BALAKRISHNAN and KOUTRAS . ...
in computerized practice to rigorous treatment of theoretical approaches. ...
Experiments with Mixtures, Designs, Models, and the Analysis of Mixture COVER and THOMAS . Elements of Information Theory COX Planning of Experiments C E S S I E . ...
doi:10.1002/9780470317129.oth1
fatcat:mqisr44b5vbmvomw7qhpsdcrku
Wiley Series in Probability and Statistics
[chapter]
2005
Mixed Models
in computerized practice to rigorous treatment of theoretical approaches. ...
The Elements of Stochastic Processes with Applications to the Natural Sciences BALAKRISHNAN and KOUTRAS . Runs and Scans with Applications BARNETT . ...
Stochastic Processes for Insurance ROSENBERGER and LACHIN . Randomization in Clinical Trials: Theory and Practice ROSS . ...
doi:10.1002/0471728438.scard
fatcat:la5cgyqeqvasbazwu2tpbiadqm
Stochastic Modelling for Systems Biology. * Darren J. Wilkinson
2007
Briefings in Bioinformatics
Chapter 6 covers the basic theory, models, and methods behind standard Gillespie simulations of reaction chemistry. ...
Specifically, while stochastic models are emerging as perhaps the preferred method for modelling cellular and subcellular biochemistry in research practice, they remain unfamiliar to most of those who ...
doi:10.1093/bib/bbm001
fatcat:ttsuzuvbybdgnhsr6j2hetz5oi
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