Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function

Verfasser / Beitragende:
[Christos Skiadas, Charilaos Skiadas]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/4(2015-12-01), 973-982
Format:
Artikel (online)
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024 7 0 |a 10.1007/s11009-014-9410-y  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s11009-014-9410-y 
245 0 0 |a Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function  |h [Elektronische Daten]  |c [Christos Skiadas, Charilaos Skiadas] 
520 3 |a Weexplore a method for finding the State H(t) of a Stochastic System when the first exit time or hitting time probability density function g(t) is given. The task is to find an analytic form for the state H(t) of the system thus providing a very flexible tool important in many scientific fields. The finding of this analytic form was done with the cost of an error function f(t) which we estimate in this paper by using stochastic simulations starting from the simpler linear case for H(t), then with the quadratic and higher order functions. Finally, an application to the mortality data for females in USA the year 2000 is made. We thus estimate the state of the population system or the health state of the population. 
540 |a Springer Science+Business Media New York, 2014 
690 7 |a Stochastic modeling  |2 nationallicence 
690 7 |a First exit time probability density function  |2 nationallicence 
690 7 |a Hitting time model  |2 nationallicence 
690 7 |a Health State Function  |2 nationallicence 
690 7 |a Inverse Gaussian  |2 nationallicence 
690 7 |a Life Table Data  |2 nationallicence 
700 1 |a Skiadas  |D Christos  |u ManLab, Technical University of Crete, Chania, Crete, Greece  |4 aut 
700 1 |a Skiadas  |D Charilaos  |u Department of Mathematics and Computer Science, Hanover College, Indiana, USA  |4 aut 
773 0 |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/4(2015-12-01), 973-982  |x 1387-5841  |q 17:4<973  |1 2015  |2 17  |o 11009 
856 4 0 |u https://doi.org/10.1007/s11009-014-9410-y  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s11009-014-9410-y  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Skiadas  |D Christos  |u ManLab, Technical University of Crete, Chania, Crete, Greece  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Skiadas  |D Charilaos  |u Department of Mathematics and Computer Science, Hanover College, Indiana, USA  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/4(2015-12-01), 973-982  |x 1387-5841  |q 17:4<973  |1 2015  |2 17  |o 11009