Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...

All sorts of physical processes in this analog world exhibit some degree of randomness. Think of noise, for example. Many noisy processes are described by Gaussian probability distributions. We should ...

An algorithm for the decomposition of a mixture of Gaussian components is given, partially in Algol-60 language, and experiences with its use on a digital computer are described. The algorithm ...

This paper compares methods for computing the distribution of loss from defaults in a credit portfolio. The methods are applied in the Gaussian copula framework for credit risk and take advantage of ...