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 ...

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 ...

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

This is the newest member of the spatstat package family. It contains code for estimation of univariate probability distributions. You are viewing the GitHub ...

It has been known for a long time that (1) when graphs of income amount on income relative rank for two income distributions intersect twice, three “transfer groups” are generated, with the poorest ...