Probability theory

A.W.F. and Cavalli-Sforza L.L. (1965). A method for cluster analysis. Biometrics, 21: 362-375. Escofier B. et J. Pagès (1990). Analyses factorielles simples et multiples. 2-ème édition, Dunod, Paris, 266 p. Estabrook G.F.(1967). An information theory model for character analysis. Taxon 16 : 86-97. Everitt B.(1974). Cluster analysis. 122 p. Heinemann Educational Books, London. Fages R.(1978). La notion de dispersion en classification automatique. Communication aux Journées de Statistique. Nice

uncertainty operating environment”. Journal of Engineering and Applied Science, 1999, 46(2), pp. 237-256. [40] Gross D., Harris C.M., Lechner, J.A., (1971). “Stochastic Inventory Models with Bulk Demand and State-Depend Leadtimes”. Journal of Applied Probability, 8, pp. 521-534. 143 [41] Gross D., Harris C.M., (1973). “Continuous-Reviews (s, S) Inventory Models with StateDepend Leadtimes”. Management Science, 19, pp. 567-574. [42] Guo Y., Ganeshan R., (1995). “Are more suppliers better?”. Journal

de la matrice de transition Q de cette chaˆ et ´valuer la e ıne e n e vitesse de convergence de Q vers sa probabilit´ invariante. 122 R´f´rences ee [1] N. Bouleau et D. Lepingle, Numerical methods for stochastic processes, Wiley Series in Probability and Mathematical statistics 1994. [2] Brent, R.P., Uniform random number generators for supercomputers, Proc. Fifth Australian Supercomputer Conference, Melbourne, December 1992, 95-104. Also Technical Report TR-CS-92-02, March 1992. [3] Catoni

uncertainty operating environment”. Journal of Engineering and Applied Science, 1999, 46(2), pp. 237-256. [40] Gross D., Harris C.M., Lechner, J.A., (1971). “Stochastic Inventory Models with Bulk Demand and State-Depend Leadtimes”. Journal of Applied Probability, 8, pp. 521-534. 143 [41] Gross D., Harris C.M., (1973). “Continuous-Reviews (s, S) Inventory Models with StateDepend Leadtimes”. Management Science, 19, pp. 567-574. [42] Guo Y., Ganeshan R., (1995). “Are more suppliers better?”. Journal of

disponible sur : http://www.stanford.edu/~duffie/BIS.pdf Fender (I.) et Kiff (J.) (2004) “CDO rating methodology: some thoughts on model risk and its implications”, document de travail de la BRI n° 163, novembre Fisher (I.) (1933) “The debt-deflation theory of great depressions”, Econometrica, 1, p. 337-357, octobre Fond monétaire international (2008) “Structured finance: issues of valuation and disclosure”, Global Financial Stability Report, chap. 2, p. 54-85, avril Fond monétaire international (2007)

ind´ependantes. 122 Bibliographie S. Bernstein. The Theory of Probabilities. Gastehizdat OPublishing House, Moscow, 1946. R. Bhattacharya and R. Ranga Rao. Normal Approximation and Asymptotic Expansions. Wiley, New York, 1976. H. Chernoff. A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. Ann. Math. Statistics, 23 :493–507, 1952. L. Devroye, L. Gyorfi, and G. Lugosi. A Probabilistic Theory of Pattern Recognition. Springer, New York, 1996. Trevor

the risks of gravity which are modelled in an independent way by the approaches LDA and the Bayesian networks respectively. It treats problems of lack of data, of threshold of collections, estimation of conditional probability and aggregation of the risks. It also approaches the theory of the extreme values to model the risks of gravity. Modélisation du risque opérationnel dans l’assurance 6 / 180 Centre d’Études Actuarielles Institut des Actuaires TABLE DES MATIÈRES 1 Introduction

energy system, it is necessary to track the maximum power point of the input source, a study established under MATLAB/Simulink platform. - To improve photovoltaic energy conversion efficiency, a new Maximum Power Point Tracker (MPPT) using fuzzy set theory is proposed. It’s based on linguistic rules applied to control step-up converter for MPPT. - For the wind system, the maximizing is assured while considering the optimal power curve as load characteristic, with the knowledge of the turbine

disputes between States, on the one hand, and private parties, on the other. Generally speaking, this is an area of investment practice that has prompted a broad range of legal issues, and a substantial number of approaches to tackle them. While in theory this issue is of importance for both the host State and the foreign investor, in practice it has more significance for the foreign investor. When a foreign investor enters the territory of a host country, that investor is usually inclined to seek

are spoilage microorganisms. The acid reduction observed in wine was still related to precipitation of tartaric acid, although in 1891, Hermann Müller-Thurgau 3 had already postulated that the acid reduction could be due to bacterial activity. His theory was confirmed by Koch 4 and Seiffert 5 in 1898 and 1901. In 1913, Müller-Thurgau and Osterwalder, with their epoch-making investigation into lactic acid bacteria (LAB) in wine 6, explained the bacterial degradation of malic acid to lactic acid and