Operations Research and Information Engineering
Operations Research and Information Engineering is the science of rational decision making and the study, design and integration of complex situations and systems with the goal of predicting system behavior and improving or optimizing system performance. It encompasses managerial decision making, mathematical and computer modeling and the use of information technology for informed decision-making.
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(2016-12-13)The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We ...
(2016-12-12)In this paper we provide three equivalent expressions for ruin probabilities in a Cram\'er-Lundberg model with gamma distributed claims. The results are solutions of integro-differential equations, derived by means of ...
(2016)We investigate partial maxima of the uniform AR(1) processes with parameter r geq 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained
(2016)We investigate what happens when an entire sample path of a smooth Gaussian process on a compact interval lies above a high level. Specifically, we determine the precise asymptotic probability of such an event, the ...
(2016-03)We consider a weighted stationary spherical Boolean model in R^d. Assuming that the radii of the balls in the Boolean model have regularly varying tails, we establish the asymptotic behaviour of the tail of the contact ...