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Estimating the variance of the predictor in stochastic Kriging

Jack P.C. Kleijnen, Ehsan Mehdad
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

Ana Barat, Heather J. Ruskin, Martin Crane
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

Derek D. Riley, Xenofon Koutsoukos, Kasandra Riley
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

Preetam Ghosh, Samik Ghosh, Kalyan Basu, Sajal Das
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

Yuliya Mishura, Olena Ragulina, Oleksandr Stroyev
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

Ahmet Kara
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

Panagiotis T. Artikis, Constantinos T. Artikis
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

Jordan Stoyanov
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

Sergey Viktorovich Shcherbatykh, Anna Yuryevna Rogacheva
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

Ming Liu, Peng Shi, Hamid Reza Karimi, Shen Yin, Xiaojie Su
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

R. Schwartz
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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