Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

Predicting how complex stochastic systems respond to small external perturbations is central in physics, climate science, and engineering. We combine the generalized fluctuation–dissipation theorem ...

Charles Institute of Dermatology, School of Medicine, University College Dublin, Dublin 4 D04 V1W8, Ireland ...

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 ...

When is it appropriate to completely reinvent the wheel? To an outsider, that seems to happen a lot in category theory, and probability theory isn’t spared from this treatment. We’ve had a useful ...

Abstract: The problem of evaluating compound probability distributions where one of the involved distributions is normal, frequently occurring when modelling communication channels in indoor ...