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Duály a zúžení procesů přibuzných kontaktnímu procesu
Swart, Jan M.
This paper considers contact processes with additional voter model dynamics. For such models, results of Lloyd and Sudbury can be applied to find a self-duality, as well as dualities and thinning relations with systems of random walks with annihilation, branching, coalescence, and deaths. We show that similar relations, which are known from the literature for certain interacting SDE's, can be derived as local mean field limits of the relations of Lloyd and Sudbury.
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Johnsonův bod a Johnsonova disperze
Fabián, Zdeněk
New measures of central tendency and dispersion of continuous probability distributions were introduced. In this paper we show that the theory offer a simple and suitable description of heavy-tailed distributions, i.e. the distributions which may not have the mean and/or variance.
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Markovská vlastnost trhu s limitními objednávkami
Šmíd, Martin
We formulate a rigorousmathematical description of a limit order market (we describe the state of the market by means of atomic measures). Further, we state sufficient conditions for the evolution of the market to be Markov; in particular, all the agents should either trade randomly or use strategies dependent only on the current state of the market and on external random elements.
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Robustnost mediánového odhadu v Bernoulliově logistické regresi
Hobza, Tomáš ; Pardo, L.
In the paper the median estimator of the logistic regression parameters employing smoothed data in the discrete case is considered. Sensitivity of this estimator to contaminations of the logistic regression data is studied by simulations and compared with the sensitivity of some robust estimators previously introduced to logistic regression.
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Aproximace stochastických a robustních optimalizačních úloh
Houda, Michal
The paper deals with two wide areas of optimization theory: stochastic and robust programming. We specialize to different approaches when solving an optimization problem where some uncertainties in constraints occur. To overcome uncertainty, we can request the solution to be feasible to all but a small part of constraints. Both approaches gives us different methods to deal with this requirement. We try to find fundamental differencies between them and illustrate the differencies on a simple numerical example.
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Prague Stochastic 2006. Proceedings of the joint session of 7th Prague Symposium on Asymptotic Statistics and 15th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes
Prague Stochastics 2006,held in Prague from August 21 to 25, 2006, is an international scientific meeting that continues the tradition of organising Prague conferences on stochastics, established here five decades ago. Traditionally, the scope of the proceedings, as well as the conference itself, is quite extensive; the topics range from classical to very up-to date ones. It covers both methodological and applied statistics, theoretical and applied probability and, of course, topics from information theory. The printed part contains the plenary and invited papers, and the list of all contributions published in the volume. The CD disc, attached as an official part of the book with the same ISBN code, contains all accepted papers.
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