GitHub

Fast Generation of von Mises-Fisher Distributed Pseudo-Random Vectors

Generates pseudo-random vectors that follow an arbitrary von Mises-Fisher distribution on a sphere. This method is fast and efficient when generating a large number of pseudo-random vectors. Functions ...
IEEE

Sample-based Prophet for Online Ride-sharing with Fairness

Abstract: The prosperity of industrialization urges modern ride-sharing platforms to gain profit from efficient management of their resources. Although ride-sharing allows sharing costs and promotes ...
archive

On maximal tail probability of sums of nonnegative, independent and identically distributed random variables

Due to a planned power outage on Friday, 1/14, between 8am-1pm PST, some services may be impacted. A line drawing of the Internet Archive headquarters building façade. An illustration of a magnifying ...
Scientific Research Publishing

K. Nidhin and C. Chandran, “Limit Theorems of General Functions of Independent and Identically Distributed Random Variables,” Statistics and Probability Letters, Vol. 79 ...

ABSTRACT: We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution ...
Scientific Research Publishing

Importance of Generalized Logistic Distribution in Extreme Value Modeling ()

We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution and ...
IEEE

Evaluating the sampling distance to achieve independently and identically distributed data from generalized Hénon map

Abstract: The paper analyzes, by original statistical, methods the minimum sampling distance that enables to extract statistically independent data sets from the generalized Hénon Map. For the ...