On Hitting Probabilities for an Annihilating Particle Model

Estimating hitting probabilities of an interacting particle system on a graph

We consider the problem of estimating hitting probabilities related to a class of interacting particle systems. These systems, in which two types of particles — ‘electrons’ and ‘holes’ — move on a graph, are simplified versions of models describing charge transport in disordered materials. The probability of interest is the probability that an electron reaches a certain region of the graph befo...

Hitting probabilities and large deviations

Let ”Yn•n∈Z+ be a sequence of random variables in R d and let A ⊂ Rd: Then P”Yn ∈ A for some n• is the hitting probability of the set A by the sequence ”Yn•. We consider the asymptotic behavior, as m → ∞, of P”Yn ∈ mA; some n• = P”hitting mA• whenever (1) the probability law of Yn/n satisfies the large deviation principle and (2) the central tendency of Yn/n is directed away from the given set ...

Hitting probabilities for Brownian motion on Riemannian manifolds

An Annihilating –branching Particle Model for the Heat Equation with Average Temperature Zero

We consider two species of particles performing random walks in a domain in R with reflecting boundary conditions, which annihilate on contact. In addition there is a conservation law so that the total number of particles of each type is preserved: When the two particles of different species annihilate each other, particles of each species, chosen at random, give birth. We assume initially equa...

an application of equilibrium model for crude oil tanker ships insurance futures in iran

با توجه به تحریم های بین المملی علیه صنعت بیمه ایران امکان استفاده از بازارهای بین المملی بیمه ای برای نفتکش های ایرانی وجود ندارد. از طرفی از آنجایی که یکی از نوآوری های اخیر استفاده از بازارهای مالی به منظور ریسک های فاجعه آمیز می باشد. از اینرو در این پایان نامه سعی شده است با استفاده از این نوآوری ها با طراحی اوراق اختیارات راهی نو جهت بیمه گردن نفت کش های ایرانی ارائه نمود. از آنجایی که بر...