Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Ceren Vardar-Acar"'
Publikováno v:
Risks, Vol 7, Iss 1, p 18 (2019)
As is well-known, the benefit of restricting Lévy processes without positive jumps is the “ W , Z scale functions paradigm„, by which the knowledge of the scale functions W , Z extends immediately to other risk control problems. The same is true
Externí odkaz:
https://doaj.org/article/4461c38ebb3f4a07838c8b5e35d42955
Publikováno v:
ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.454-525. ⟨10.1051/ps/2019022⟩
ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.454-525. ⟨10.1051/ps/2019022⟩
In the last years there appeared a great variety of identities for first passage problems of spectrally negative Lévy processes, which can all be expressed in terms of two “q-harmonic functions” (or scale functions)WandZ. The reason behind that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01659b37bbc399e81e726269de4adfbe
https://doi.org/10.1051/ps/2019022
https://doi.org/10.1051/ps/2019022
Publikováno v:
Turkiye Klinikleri Journal of Biostatistics. 12:158-167
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d4710c8cc87437106cbb70c51ea25e7
https://doi.org/10.5336/biostatic.2020-74887
https://doi.org/10.5336/biostatic.2020-74887
Publikováno v:
Journal of Theoretical Probability
Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Lévy process taken up to an independent exponential time T. As a result, mainly the distributions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fbbe18491291a986b9eff5619c2cdb48
https://doi.org/10.1007/s10959-020-01014-z
https://doi.org/10.1007/s10959-020-01014-z
Publikováno v:
INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019.
In this study, we first discretize the fractional Brownian motion in time and observe multivariate Gaussian random variables (mGrv) to have a fractional Gaussian noise (fGn). Afterwards, we have discretized this discrete time process in space using a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a32f18aa6b6b7b364d925a8eebaf7327
https://doi.org/10.1063/5.0026598
https://doi.org/10.1063/5.0026598
Publikováno v:
Stochastic Processes and their Applications
Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative Lévy process as well as of a one-dimensional diffusion; see e.g. Kyprianou and Ott (2014); Ott (2014); Ott (2013); Alvarez and Matomäk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a5202eb58e1bc9d49bba28e3fd7370b
Publikováno v:
Journal of Oral and Maxillofacial Surgery. 79:1236.e1-1236.e7
Purpose We investigated the confidence levels of undergraduate dental students who used dental anesthesia simulators and patient reports of undergraduate dental students' confidence levels in delivering anesthesia injections, in comparison with under
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25a875f0fe98ee2bd69459cc8ba528b8
https://doi.org/10.1016/j.joms.2021.02.006
https://doi.org/10.1016/j.joms.2021.02.006
Autor:
Ceren Vardar-Acar, Hakan Demirtas
Publikováno v:
Monte-Carlo Simulation-Based Statistical Modeling ISBN: 9789811033063
This chapter is concerned with the assessment of correlational magnitude changes when a subset of the continuous variables that may marginally or jointly follow nearly any distribution in a multivariate setting is dichotomized or ordinalized. Statist
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac971bc57f4f4a795a62efcf36138403
https://doi.org/10.1007/978-981-10-3307-0_4
https://doi.org/10.1007/978-981-10-3307-0_4
Autor:
Ceren Vardar-Acar, Mine Caglar
Publikováno v:
Statistics and Probability Letters
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with H >= 1/2 and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over [0, t] behaves like the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f8766641bbeb251f436e0351133f089
https://doi.org/10.1016/j.spl.2013.09.008
https://doi.org/10.1016/j.spl.2013.09.008
Autor:
Mustafa Versan Kok, Ceren Vardar Acar
Publikováno v:
Energy Sources, Part A: Recovery, Utilization, and Environmental Effects. 30:189-199
In this study, application of different enhanced tertiary oil recovery methods were applied considering fluid properties and reservoir characteristics of the heavy oil field. Effect of different oil and inflation rates were analyzed considering proje
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b41428a6abfeddb6180e89896134b0d
https://doi.org/10.1080/15567030601100621
https://doi.org/10.1080/15567030601100621