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Maschinelles Lernen in der Versicherung
Series: De Gruyter STEM
In Linear Systems with Spatio-Temporal Dynamics

Abstract

In this work, we propose a new method for calculating the mathematical expectation of nonlinear functionals from random processes. The method is based on using Wiener chaos expansion and approximate formulas, exact for functional polynomials of given degree. Examples illustrating approximation accuracy are considered.

Abstract

In this paper, we consider the Bayesian inference of M/M/𝑅 queue with 𝑅 heterogeneous servers with service rates μ1,μ2,,μR, where μ1>μ2>>μR. Assuming multivariate gamma prior distribution for service rates and gamma prior distribution for arrival rate 𝜆, we derive the conditional posterior densities of mean arrival rate and mean service rates. We apply the Markov chain Monte Carlo method and compute the Bayes estimates and credible interval for the M/M/3 queue, as a particular case of the M/M/𝑅 queue under squared error loss function, entropy loss function and linex loss function corresponding to a different set of hyperparameters.

Abstract

In this paper, to construct a confidence interval (general and shortest) for quantiles of normal distribution in one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we propose a confidence interval for the ratio of quantiles based on the generalized pivotal quantity, and we introduce a simple method for extracting its percentiles, based on which a shorter confidence interval can be created. Also, we provide general and shorter confidence intervals using the method of variance estimate recovery. The performance of five proposed methods will be examined by using simulation and examples.

Abstract

Monte Carlo algorithms are developed to simulate the electron transport in semiconductors. In particular, the drift velocity in GaN semiconductors is calculated, and a comparison with experimental measurements is discussed. Explicit expressions for the scattering probabilities and distributions of the scattering angle of electrons on polar optical and intervalley phonons, and acoustic deformation potential as well are given. A good agreement of the simulation results and the experimental measurements reveals that the M-L valley is located at 0.7 eV higher than the Γ-valley. This value agrees with other experimental studies, while it is lower compared to ab initio calculations.