Μελέτη χρόνων διακοπής μέσω της ταυτότητας του Wald και εφαρμογές.

Κύρια επιδίωξη της εργασίας αυτής είναι η επισκόπηση (θεωρητική παρουσίαση και εφαρμογή) μεθόδων προσδιορισμού της κατανομής ενός χρόνου διακοπής ή ενός αθροίσματος διακοπής μέσω μιας γενικής μορφής της ταυτότητας του Wald που βασίζεται σε κατάλληλη αλλαγή του μέτρου πιθανότητας. Αρχικά θα πραγματοποιηθεί μια παρουσίαση βασικών εννοιών πιθανοτήτων και στοχαστικών ανελίξεων που είναι απαραίτητες για την διατύπωση των κυρίων αποτελεσμάτων, όπως π.χ. martingales, χρόνοι διακοπής, αλλαγή μέτρου πιθανότητας κλπ. Στο κύριο μέρος της εργασίας θα μελετηθούν συγκεκριμένες εφαρμογές χρόνων διακοπής και αθροισμάτων διακοπής σε διάφορες ερευνητικές περιοχές όπως π.χ. στην θεωρία χρεοκοπίας (χρόνος μέχρι την χρεοκοπία), θεωρία αξιοπιστίας (χρόνος μέχρι την αποτυχία ενός συστήματος), θεωρία ροών επιτυχιών και στατιστικών συναρτήσεων σάρωσης (χρόνος μέχρι την εμφάνιση συγκεκριμένων σχηματισμών αποτελεσμάτων) και γενικότερα χρόνοι εξόδου μιας στοχαστικής διαδικασίας από κατάλληλο σύνολο.The main aim of this work is the overview (theoretical presentation and methods for determining the distribution of a stopping time or a stop sum through a general form of Wald identity that is based on an appropriate change of probability measure. Initially, there will be a presentation of basic concepts of probabilities and stochastic process which are necessary for the formulation of the main results, such as e.g. martingales, stopping times, change of probability measure etc. In its main part specific applications of stopping times and stop sums in various research areas such as e.g. in ruin theory (time until ruin occurs), theory of reliability (time to failure of a system), runs and scans statistics theory (time until the appearance of specific pattern) and more generally exit times of a stochastic process from an appropriate set

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The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

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