Risk events for two random processes

Kód výsledku v IS VaVaI

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Risk events for two random processes

Popis výsledku v původním jazyce

The problem when a random variable exceeds some boundary is very often studied problem in many fields of science. The classical approach focuses on situation when random variable overlap a fix value. More general methods interested in situation with two random variables and the risk events occurs when the value of one random variable exceeds the value of the second random variable. This paper deals with a problem of exceeding for two random which are analysed in time. For two correlated random normal processes with systematically trend parts are studied statistical properties of their difference and statistical properties of cumulative variables. Although assumptions of models do not necessary correspond with the reality, the application of the real data show a possible application of this approach.

Název v anglickém jazyce

Risk events for two random processes

Popis výsledku anglicky

The problem when a random variable exceeds some boundary is very often studied problem in many fields of science. The classical approach focuses on situation when random variable overlap a fix value. More general methods interested in situation with two random variables and the risk events occurs when the value of one random variable exceeds the value of the second random variable. This paper deals with a problem of exceeding for two random which are analysed in time. For two correlated random normal processes with systematically trend parts are studied statistical properties of their difference and statistical properties of cumulative variables. Although assumptions of models do not necessary correspond with the reality, the application of the real data show a possible application of this approach.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Journal of Applied Mathematics

ISBN

978-1-5108-8214-0

ISSN

1337-6365

e-ISSN

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Počet stran výsledku

7

Strana od-do

1050-1056

Název nakladatele

Slovak University of Technology in Bratislava

Místo vydání

Bratislava

Místo konání akce

Bratislava

Datum konání akce

5. 2. 2019

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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