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» Bounds on marginal probability distributions
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EOR
2010
125views more  EOR 2010»
13 years 8 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
EOR
2007
108views more  EOR 2007»
13 years 7 months ago
Probability density functions based weights for ordered weighted averaging (OWA) operators: An example of water quality indices
This paper explores the application of ordered weighted averaging (OWA) operators to develop water quality index, which incorporates an attitudinal dimension in the aggregation pr...
Rehan Sadiq, Solomon Tesfamariam
WCNC
2010
IEEE
13 years 11 months ago
Performance Bounds for AF Multi-Hop Relaying over Nakagami Fading
Abstract—This paper presents a new upper bound on the endto-end signal-to-noise ratio (SNR) of channel-assisted amplifyand-forward (AF) multi-hop relay networks. The harmonic mea...
Gayan Amarasuriya, Chintha Tellambura, Masoud Arda...
TIT
2002
72views more  TIT 2002»
13 years 7 months ago
Universal codes for finite sequences of integers drawn from a monotone distribution
We offer two noiseless codes for blocks of integers Xn = (X1, . . . , Xn). We provide explicit bounds on the relative redundancy that are valid for any distribution F in the class...
Dean P. Foster, Robert A. Stine, Abraham J. Wyner
BMCBI
2007
154views more  BMCBI 2007»
13 years 8 months ago
Bounds on the distribution of the number of gaps when circles and lines are covered by fragments: Theory and practical applicati
Background: The question of how a circle or line segment becomes covered when random arcs are marked off has arisen repeatedly in bioinformatics. The number of uncovered gaps is o...
John Moriarty, Julian R. Marchesi, Anthony Metcalf...