stochastic processes

  1. A

    Erlang's loss system, the B-formula - Problem

    Hello, Here's how the problem goes "The loss in the group of s = 30 channels is B(30, y) = 0.2. What would be the loss in the selective selection of traffic of the same intensity if in the previous situation you used a) the first 15 common channels b) the last 15 common channels". The part that...
  2. B

    Stochastic process with logX

    I want to build a process in the form d(logX) = .... dW, how to express it as dX=...? The only way which comes to my mind is dX=exp(.....dW), can not simplify further? Is there a literature for these kind of SDE?
  3. E

    Hazard rate of the Pareto distribution

    I need to calculate the hazard rate of the Pareto distribution. I know that the residual life distribution looks at the remaining waiting time given that you have already waited for a certain amount of time x, and the hazard rate can be thought of as the likelihood of the wait time ending...
  4. sepinaz

    Can we model the experiments as a stochastic process and estimate the sample size?

    I have an image with the size `5575x9440` and I'm implementing a modified version of the algorithm used in this paper on it, but because the code performance is low right now, I have divided the image to `52628` submatrices of the size `25x40 (1000 pixels)` and my first experiments show that...
  5. B

    Probability Density Function of the derivative of a stochastic process

    Dear all; What is the expression of the PDF of the derivative of a stochastic process? My problem is completely general and theoretical, so, let's assume that all statistics of the stochastic process are given (e.g. pdf, higher order statistics, and so on). In other words, if we know...