00944nam 2200325 450 9900004831002033160048310USA010048310(ALEPH)000048310USA01004831020010530d1974----km-y0itay0103----baengUS||||||||001yyComputers and programminga system/360-370 assembler language approachReino HannulaBostonHoughton Mifflin Co.1974XII, 476 p.ill.23 cm2001001.6424HANNULA,Reino111050ITsalbcISBD990000483100203316001.6424 HAN5248001.642400105866BKSCIPATTY9020010530USA01155320020403USA011657PATRY9020040406USA011633Computers and programming888438UNISA05618nam 2200685Ia 450 991078212060332120230617010806.01-281-89874-09786611898748981-270-271-7(CKB)1000000000537784(EBL)1679794(SSID)ssj0000227882(PQKBManifestationID)11176530(PQKBTitleCode)TC0000227882(PQKBWorkID)10269755(PQKB)10743826(MiAaPQ)EBC1679794(WSP)00005548(Au-PeEL)EBL1679794(CaPaEBR)ebr10255571(CaONFJC)MIL189874(OCoLC)879024118(EXLCZ)99100000000053778420041012d2004 uy 0engur|n|---|||||txtccrProbability, finance and insurance[electronic resource] proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 /editors, Tze Leung Lai, Hailiang Yang, Siu Pang YungSingapore ;River Edge World Scientificc20041 online resource (252 p.)Description based upon print version of record.981-238-853-2 Includes bibliographical references.Preface; List of Participants; CONTENTS; Limit theorems for moving averages; 1. Introduction; 2. Strong limit theorems for moving averages; 3. Large deviation approximations for logarithmic window sizes; 4. Window sizes associated with moderate deviation approximations; 5. Maxima and boundary crossing probabilities of asymptotically Gaussian random fields; References; On large deviations for moving average processes; 1. Introduction; 2. Main results; 3. A priori estimation; 4. Proofs of Theorem 2.1 and Theorem 2.2; 5. Proofs of Theorem 2.3 Corollary 2.16. Proofs of Propositions 2.1 2.2 and Theorem 2.47. Appendix: proof of Lemma 3.3; References; Recent progress on self-normalized limit theorems; 1. Introduction; 2. Self-normalized saddlepoint approximations; 3. Limit distributions of self-normalized sums; 4. Weak invariance principle for self-normalized partial sum processes; 5. Darling-Erdos theorems for self-normalized sums; 6. Large and moderate deviations for self-normalized empirical processes; 7. Cramer type large deviations for independent random variables; 8. Exponential inequalities for self-normalized processes; ReferencesLimit theorems for independent self-normalized sums1. Introduction; 2. Asymptotic Normality; 3. Uniform Berry-Esseen Bounds; 4. Non-Uniform Berry-Esseen Bounds; 5. Exponential Non-Uniform Berry-Esseen Bounds; 6. Edgeworth Expansions; 7. Moderate Deviations; 8. Large Deviations; 9. Saddlepoint Approximations; 10. LIL for Partial Sums; 11. LIL for Increments of Partial Sums; 12. Summary; References; Phase changes in random recursive structures and algorithms; 1. Phase changes related to the Poisson distribution; 2. Phase changes related to Quicksort; 3. Conclusions; ReferencesIterated random function system: convergence theorems1. Introduction; 2. Stochastic stability and ergodic theorem; 3. Central limit theorem and quick convergence: Poisson equation approach; References; Asymptotic properties of adaptive designs via strong approximations; 1. Introduction; 2. Play-the-Winner rule and Markov chain adaptive designs; 3. Randomized play-the-Winner rule and generalized Polya urn; 4. Doubly adaptive biased coin designs; 5. The drop-the-loss rule; 6. The minimum asymptotic variance; References; Johnson-Mehl tessellations: asymptotics and inferences; 1. Introduction2. Asymptotics3. Statistics; References; Rapid simulation of correlated defaults and the valuation of basket default swaps; 1. Introduction; 2. Hazard rate model and calibration; 3. Pricing basket default swaps; 4. Conclusion; Appendix A. Explicit solution of the jump CIR generating function; Appendix B. Copula Functions; References; Optimal consumption and portfolio in a market where the volatility is driven by fractional Brownian motion; 1. Introduction; 2. General Results; 3. Some Particular Utility Functions; 4. Conclusion; ReferencesMLE for change-point in ARMA-GARCH models with a changing driftThis workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings InvestmentsMathematicsCongressesFinanceMathematical modelsCongressesInsuranceStatistical methodsCongressesInvestmentsMathematicsFinanceMathematical modelsInsuranceStatistical methods332.015192Lai T. L614538Yang Hailiang1531944Yung Siu Pang1531945MiAaPQMiAaPQMiAaPQBOOK9910782120603321Probability, finance and insurance3777924UNINA01804nam0 22003853i 450 UMC066818220251003044431.0888965407420130417d2005 ||||0itac50 baitaitz01i xxxe z01nz01ncRDAcarrierCatalogo delle opere di arte contemporanea dell'Università degli Studi di BariLivia SemerariBariAdriatica editricec2005251 p.in gran parte ill.38 cmArteSec. 20.-21.Collezioni [della] Università degli Studi <Bari>FIRNAPC303928N709.04BELLE ARTI E ARTI DECORATIVE. 1900-199922709.040074457511BELLE ARTI E ARTI DECORATIVE. 1900-1999. Musei, collezioni, esposizioni. Bari22709.049BELLE ARTI E ARTI DECORATIVE. 1990-199923Belle artiArti figurativeRaccolte <Collezioni>ArteBelle artiArteArti figurativeCollezioniRaccolte <Collezioni>Semerari, LiviaVEAV023003070473880ITIT-00000020130417IT-BN0095 IT-NA0079 NAP BNS.C. $NAP 01POZZO LIB.Vi sono collocati fondi di economia, periodici di ingegneria e scienze, periodici di economia e statistica e altri fondi comprendenti documenti di economia pervenuti in dono. UMC0668182Biblioteca Centralizzata di Ateneo1 v. 01POZZO LIB.F. BENCARDINO 324 01 0000085915E VMA 1 v.B 2023062320221128 01 BNCatalogo delle opere di arte contemporanea dell'Universita degli Studi di Bari1531730UNISANNIO