Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

Prereq., APPM 3570 or equivalent. Same as APPM 4560. Prerequisites: Restricted to Graduate Students only. Usually offered every Fall.

Simulated packets arrivals with Bernoulli distribution and the packets’ size are in three different distributions which are deterministic, geometric and binomial respectively. The buffer size is ...

Capturing tail events, especially those that include the rare possibility of severe loss, is one of the important objectives of modern risk analysis. However, the past behavior of financial data is ...