ABSTRACT: Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for ...

The hazard produced by natural phenomena on infrastructure and urban populations has been widely studied in the last 50 years. Researchers have recognised that the real danger posed by these phenomena ...

A method is presented for the calculation on a machine of the moments of a probability distribution, necessitating little more than n additions and n references to memory for each moment, instead of ...

In this thesis, I study the information-theoretic aspects of black holes using ideas and tools from quantum information theory, such as the one-shot entropies and quantum de Finetti theorem, and from ...

Abstract: A new multi-target tracking algorithm, termed as the Gaussian sum convolution probability hypothesis density (GSCPHD) filter, is proposed. The filter is calculated by a bank of convolution ...