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Showing 1 to 6 of 6 for “"Poisson approximation"”.
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Towards the quark gluon plasma via MHV techniques
… results. By comparing the MHV and the standard Poisson approximation of uncorrelated multiple emission results, we see that there is significant difference between the two methods.
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European and American Option Pricing with a Geometric Markov Renewal Process Underlying Asset Model
… processes, Geometric Brownian Motion, and GMRP approximation techniques are presented. We discuss the Aase trading model, with a MATLAB implementation. We discuss the Black-Scholes and binomial Cox-Ross-Rubinstein formulas for European and American options. We present results on Fixed Time …
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Four Problems in Probability and Optimization
… exact results within the scaling window using Poisson approximation. In the chapters on combinatorial optimization, we consider the $K_i$-cover problem and the max cut problem. We show that a family of facets arising from $K_i$-$p$-holes is valid on the $i/2$ theta body. We also prove an …
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Stochastic modelling for control and interconnections of biological systems
… lation methods computationally expensive and approximation methods inaccurate in the low copy number regime. The Conditional Poisson Approximation CPA method allows the approximation of the stationary behaviour of these stochastic systems, accounting for the inherent discreteness and …
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Discrete Small Sample Asymptotics
… the natural numbers may often be approximated by Poisson variables. Just as normal approximations may be improved by saddlepoint methods, Poisson approximations may be substantially improved by tilting, expansion, and other related methods. This work will develop and examine the use of these …
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A Limit Theorem in Cryptography.
… Δ<em>y</em>) tends to a Poisson distribution with parameter ½ as <em>m</em> → ∞ for all Δ<em>x</em>,Δ<em>y</em> ∈ (<b>Z</b>/<em>q</em><b>Z</b>)<sup><em>m</em></sup> - 0. We give a proof of this theorem using the Stein-Chen method: As <em>q<sup>m</sup></em> approaches …