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Full-Text Articles in Probability

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell May 2010

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

Byron E. Bell

The 1905 wave equation of Albert Einstein is a model that can be used in many areas, such as physics, applied mathematics, statistics, quantum chaos and financial mathematics, etc. I will give a proof from the equation of A. Einstein’s paper “Zur Elektrodynamik bewegter Körper” it will be done by removing the variable time (t) and the constant (c) the speed of light from the above equation and look at the factors that affect the model in a real analysis framework. Testing the model with SDSS-DR5 Quasar Catalog (Schneider +, 2007). Keywords: direction cosine, apparent magnitudes of optical light; ultraviolet …


Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow Jan 2010

Economic Risk Assessment Using The Fractal Market Hypothesis, Jonathan Blackledge, Marek Rebow

Conference papers

This paper considers the Fractal Market Hypothesi (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources. Most financial risk management systems are still based on the Efficient Market Hypothesis which often fails due to the inaccuracies of the statistical models that underpin the hypothesis, in particular, that financial data are based on stationary Gaussian processes. The FMH considered in this paper assumes that financial data are non-stationary and statistically self-affine so that a risk analysis can, in principal, be applied at any time scale …


Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn Jan 2010

Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn

Articles

The concepts of randomness, unpredictability, complexity and entropy form the basis of modern cryptography and a cryptosystem can be interpreted as the design of a key-dependent bijective transformation that is unpredictable to an observer for a given computational resource. For any cryptosystem, including a Pseudo-Random Number Generator (PRNG), encryption algorithm or a key exchange scheme, for example, a cryptanalyst has access to the time series of a dynamic system and knows the PRNG function (the algorithm that is assumed to be based on some iterative process) which is taken to be in the public domain by virtue of the Kerchhoff-Shannon …


Probability Models For Blackjack Poker, Charlie H. Cooke Jan 2010

Probability Models For Blackjack Poker, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

For simplicity in calculation, previous analyses of blackjack poker have employed models which employ sampling with replacement. in order to assess what degree of error this may induce, the purpose here is to calculate results for a typical hand where sampling without replacement is employed. It is seen that significant error can result when long runs are required to complete the hand. The hand examined is itself of particular interest, as regards both its outstanding expectations of high yield and certain implications for pair splitting of two nines against the dealer's seven. Theoretical and experimental methods are used in order …


The Joint Distribution Of Bivariate Exponential Under Linearly Related Model, Norou Diawara, Kumer Pial Das Jan 2010

The Joint Distribution Of Bivariate Exponential Under Linearly Related Model, Norou Diawara, Kumer Pial Das

Mathematics & Statistics Faculty Publications

In this paper, fundamental results of the joint distribution of the bivariate exponential distributions are established. The positive support multivariate distribution theory is important in reliability and survival analysis, and we applied it to the case where more than one failure or survival is observed in a given study. Usually, the multivariate distribution is restricted to those with marginal distributions of a specified and familiar lifetime family. The family of exponential distribution contains the absolutely continuous and discrete case models with a nonzero probability on a set of measure zero. Examples are given, and estimators are developed and applied to …


Linear Dependency For The Difference In Exponential Regression, Indika Sathish, Norou Diawara Jan 2010

Linear Dependency For The Difference In Exponential Regression, Indika Sathish, Norou Diawara

Mathematics & Statistics Faculty Publications

In the field of reliability, a lot has been written on the analysis of phenomena that are related. Estimation of the difference of two population means have been mostly formulated under the no-correlation assumption. However, in many situations, there is a correlation involved. This paper addresses this issue. A sequential estimation method for linearly related lifetime distributions is presented. Estimations for the scale parameters of the exponential distribution are given under square error loss using a sequential prediction method. Optimal stopping rules are discussed using concepts of mean criteria, and numerical results are presented.


The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell Dec 2009

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

Byron E. Bell

No abstract provided.