21 search results - page 4 / 5 » On the Tails of the Distribution of the Sum of Lognormals |
ALMOB
2007
13 years 7 months ago
2007
Background: The optimal score for ungapped local alignments of infinitely long random sequences is known to follow a Gumbel extreme value distribution. Less is known about the imp...
WSC
2000
13 years 9 months ago
2000
This paper deals with estimating small tail probabilities of the steady-state waiting time in a GI/GI/1 queue with heavy-tailed (subexponential) service times. The problem of esti...
CORR
2002
Springer
13 years 7 months ago
2002
Springer
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
STOC
2007
ACM
14 years 8 months ago
2007
ACM
We investigate balls-and-bins processes where m weighted balls are placed into n bins using the "power of two choices" paradigm, whereby a ball is inserted into the less...
NIPS
2004
13 years 9 months ago
2004
It has been demonstrated that basic aspects of human visual motion perception are qualitatively consistent with a Bayesian estimation framework, where the prior probability distri...