Talk:Poisson process

Talk:Poisson process - Factbites
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Topic: Talk:Poisson process

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In the News (Thu 31 Dec 09)

Northern Trust

Marvin Harrison

Peter Chernin

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Hugh Jackman

	caesar: 2001, September 28th, 2.00 pm (s.t.) to 3.15 pm
		For the mean-CaR problem we make use of an approximation of the Lévy process as a sum of a drift term, a Brownian motion and a compound Poisson process.
		Certain relations between a Lévy process and its stochastic exponential are investigated.
		The department of stochastics of the university of Bonn and the project group financial engineering of the research center caesar are inviting to a talk on
	www.caesar.de /index.php?id=1253&type=98

	Statistical Laboratory Seminars
		Variation analysis technique developed for Poisson processes gives rise to new steepest descent algorithms that may be useful for numerical estimation of the optimal configuration in the cases when analytical results are hardly achievable.
		Proteins are the result of a long evolutionary process; in order to understand their properties, we have to address this evolutionary heritage.
		A hidden Markov model (HMM) consists of a non-observable finite state Markov chain $(X_n)$ and an observable process $(Y_n)$ such that the distribution of $Y_n$ is governed by $X_n$.
	www.statslab.cam.ac.uk /Seminars/statsemmich1998.html

	graduaste seminar 05.05.2000
		We first present a model based on Poisson demand processes and a deterministic based approximation for the cycle partition.
		The common facility can be thought as a focused factory or a production stage where one or more production resources addressing similar processing requirements are grouped.
		The talk is concluded with computational results based on exact and approximate solutions of the model.
	www.ie.metu.edu.tr /seminar/sem0505.htm

	SEMINAR IN MATHEMATICAL STATISTICS AND PROBABILITY
		Also we determine the explicit stopping boundaries for the Wald s sequential probability ratio test which is optimal in the variational formulation of the sequential testing problem and remark some facts about the solution of variational disorder problem for the case of compound Poisson process with exponential jumps.
		In the talk we will consider the following two problems of statistical sequential analysis for natural exponential families of Levy processes in both Bayesian and variational formulations: Wald's sequential hypotheses testing problem and Kolmogorov-Shiryaev's problem of quickest disorder (change-point) detection.
		We give sufficient conditions for solutions of free-boundary problems to be solutions of the initial Bayesian problems in rater general case of natural exponential families.
	www.math.ku.dk /cal/events/1263.htm (213 words)

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Topic: Talk:Poisson process

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In the News (Thu 31 Dec 09)