Problémy stochastické optimalizace za neurčitosti, kvantitativní metody, simulace, aplikace na ohodnocení plynových zásobníků
This dissertation deals with heavy-tailed distributions and the problematics of stochastic dominance for stable distributions. In terms of stochastic dominance in the setup of stable distributions, we prove novel results which are mostly based on the domain of attraction of stable distributions. We...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
2016
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| Online Access: | http://www.nusl.cz/ntk/nusl-353460 |