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"ABSTRAKIt is proved that any random sequence can be exhibited as the output of a stochastic dynamical system driven by white noise. Further refinements are obtained for Markov, stationary, and ergodic sequences. This settles some open problems in stochastic realization theory posed by Willems and Van Schuppen."

"This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with deep implications to the geometric function theory), the boundedness of two-dimensional Hilbert transform and a more general class of Fourier multipliers, the theory of rank-one convex and quasiconvex functions, and more. The book is divided into a few separate parts. In the introductory chapter present motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales, discrete-time sub- and supermartingales, continuous time processes, the square and maximal functions. Each chapter contains additional bibliographical notes included for reference.​ "

"The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on the background of Solvency II complete this volume. Numerous examples and a parallel treatment of discrete and continuous approaches help the reader to implement the theory directly in practice."

"This book covers the history and recent developments of stochastic computing. Stochastic computing (SC) was first introduced in the 1960s for logic circuit design, but its origin can be traced back to von Neumanns work on probabilistic logic. In SC, real numbers are encoded by random binary bit streams, and information is carried on the statistics of the binary streams. SC offers advantages such as hardware simplicity and fault tolerance. Its promise in data processing has been shown in applications including neural computation, decoding of error-correcting codes, image processing, spectral transforms and reliability analysis.There are three main parts to this book. The first part, comprising Chapters 1 and 2, provides a history of the technical developments in stochastic computing and a tutorial overview of the field for both novice and seasoned stochastic computing researchers. In the second part, comprising Chapters 3 to 8, we review both well-established and emerging design approaches for stochastic computing systems, with a focus on accuracy, correlation, sequence generation, and synthesis. The last part, comprising Chapters 9 and 10, provides insights into applications in machine learning and error-control coding. "

"There has been increasing role of Foreign Direct Investment (FDI) in developing countries since the 1980s. Interestingly, FDI is not only expected to bring direct effects, but also indirect effects or "spillovers" to a hosti economy. This paper aims to investigate FDI spillovers in the Indonesia's chemical industry, whether domestic firms benefit or not from foreign invesment. A stochastic production frontier approach is adopted to a firm level panel data for the periode of 1998-2000. There are three important findings. First, there is a clear hierarchy of technical efficiency of chemical firms based on their ownership status. Foreign owned firms have the highest level of technical efficiency, followed by joint ventures and domestic firms. Second, even though this paper confirms positive spillovers in the industry, the magnitude is relatively small. It shows that the Indonesian chemical industry has not yet been able to take full advantage of foreign presence. Third, a wider technology gap between domestic and foreign firms results in a higher spillovers. Findings of this paper imply that more FDI inflow into the Indonesia's chemical industry may benefit the industry. However, understanding the process of how the foreign presence affects domestic firms is important to take full advantage of the foreign presence."

"Model Stokastik Taksonomi User Equilibrium (STUE) adalah salah satu alternatif model pemilihan rule yang diharapkan dapat menjawab tantangan dunia teknik transportasi dalam mencari model rute optimal yang ampuh dan efisien, terutama metoda yang berprospek bagi implementasi komputer berkinerja tinggi yang dapat menjadi solusi bagi pencarian rute optimal dalam jaringan transportasi yang berskala besar dan bersifat kompleks. Model STUE adalah model pemilihan rute yang mempertimbangkan efek Stokastik dan batasan kapasitas. Efek Stokastik berarti mempertimbangkan faktor persepsi pengguna jalan terhadap waktu tempuh sekumpulan rute optimal. Batasan kapasitas berarti ada hubungan antara waktu tempuh dengan arus lalu lintas. Fungsi multinomial logit path dan konsep reliability digunakan dalam mengembangkan model STUE ini. Konsistensi penggunaan analisis secara multi path dalam peneyelesaiaan model stokastik menjadikan model STUE lebih fleksibel, efisien dan efektif dalam penyelesaian masalah optimasi jaringan dengan bantuan pengembangan program komputer. Dalam penelitian ini diuraikan mengenai teori-teori yang mendasari pengembangan model, algoritma model, algoritma program komputer serta aplikasinyapada jaringan. Pengembangan program komputer yang menggunakan bahasa visual basic dibuat untuk keperluan akademis maupun praktis. Untuk aplikasi model digunakan jaringan Kota Bogor. Hasil model ditampilkan, baik untuk keperluan akademis seperti: nilai konvergensi, fungsi tujuan, maupun untuk tujuan praktis seperti, arus lalu lintas pada ruas jalan.

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Stochastic Taxonomy of User Equilibrium (STUE) is one of the alternative model route choice of expected can answer transportation technique world challenge in searching optimasi route model which is effective and efficient, especially method which is have prospect to computer implementation have high performance to able to become solution to searching of optimal route in big scale transportation network and complex. Model STUE is considering effect of stochastic and capacity restraint. Effect of stochastic mean to consider factor perception of user to travel time a set of optimal route. Capacity restrain mean there is relation between travel time with traffic/low. Function of Multinomial path logit and concept of reliability used in developing model of STUE. Consistency usage of analysis by multi path in saving of model of stochastic make model of STUE more flexible, effective and efficient in solving of the problem of network optimasi constructively development of computer program. In this research will be elaborated theorys to base on development of model, model algorithm, computer program algorithm and also its application at network . Development of computer program using visual basic language, made for practical and also academic. For application model to used town network of Bogor. The results model presented, to academic need result value ofconvergen, objective function , and also to be practical like, link traffic flow."

"Stochastic frontier model merupakan salah satu metode penilaian kinerja organisasi publik melalui pengukuran efisiensi teknis. Model ini diaplikasikan pada 15 KPP Pratama di Kantor Wilayah DJP Jakarta Pusat selama tahun 2005-2008, untuk mengukur efisiensi KPP Pratama tersebut melalui output yang dihasilkan berupa penerimaan pajak. Hasil estimasi model menunjukkan bahwa perbedaan efisiensi teknis antara KPP Pratama tersebut dipengaruhi oleh variabel input dan variabel in-efisiensi.

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Stochastic frontier model is one method of assessing the performance of public organizations that measuring technical efficiency. This model was applied for 15 tax offices in Central Jakarta Regional Office for period of 2005-2008, to measuring efficiency of tax offices in collecting tax revenue as their output. Result of estimation was indicating that the difference of technical efficiency between tax offices were influenced by input variable and inefficiency variable components."

"Dalam penelitian ini dilakukan analisis kinerja pada 12 perusahaan di sektor pertambangan dengan menggunakan balanced panel data. Juga aditeliti tentang pengaruh explanatory variable pada kinerja efisiensi pekerjaan. Variabel tsb adalah size, hutang jangka panjang, umur perusahaan, ownership dan sub sektor pertambangan. Variabel ownership dibagi antara perusahaan milik pemerintah RI dan milik , sedangkan sub-sektor pertambangan dibagi menjadi kelompok energi dan non energiswasta"