The following pages link to (Q3998410):
Displaying 50 items.
- The structure of US food demand (Q299482) (← links)
- Modeling perceptual discrimination in dynamic noise: time-changed diffusion and release from inhibition (Q396229) (← links)
- Sustained positive consumption in a model of stochastic growth: the role of risk aversion (Q413517) (← links)
- On tightness of the skew random walks (Q428332) (← links)
- Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365) (← links)
- Reasoning about conditional probabilities in a higher-order-logic theorem prover (Q545151) (← links)
- Harmonic measure of the planar Cantor set from the viewpoint of graph theory (Q686301) (← links)
- Asymptotic series in dynamics of fluid flows: diffusion versus bifurcations (Q718715) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems (Q741949) (← links)
- Birth-multiple catastrophe processes (Q880251) (← links)
- The Poisson shot noise model of visual short-term memory and choice response time: normalized coding by neural population size (Q894097) (← links)
- From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time (Q972198) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Empirical comparison of Markov and quantum models of decision making (Q1044202) (← links)
- Stochastic processes on random domains (Q1089991) (← links)
- Fundamental derivations form decision field theory (Q1196912) (← links)
- A class of \(U\)-statistics and asymptotic normality of the number of \(k\)- clusters (Q1206454) (← links)
- Asymptotic normality for random sums of linear processes (Q1209666) (← links)
- Rotation number of a system of single oscillators in definite and white noise perturbed cases (Q1289780) (← links)
- Optimal bank portfolio choice under fixed-rate deposit insurance (Q1313161) (← links)
- Singular stationary measures are not always fractal (Q1314316) (← links)
- Influence of time-dependent stochastic heterogeneity on the radiation response of a cell population (Q1336351) (← links)
- Bootstrapping binomial confidence intervals (Q1344186) (← links)
- Ergodicity of nonlinear first order autoregressive models (Q1345087) (← links)
- Limit theorems for some doubly stochastic processes (Q1359788) (← links)
- Dynamic stochastic models for decision making under time constraints. (Q1374067) (← links)
- Simple matrix methods for analyzing diffusion models of choice probability, choice response time, and simple response time (Q1404966) (← links)
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
- Availability of a periodically inspected system under perfect repair (Q1589682) (← links)
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales (Q1593610) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Some bivariate stochastic models arising from group representation theory (Q1615892) (← links)
- Analysis of a predator-prey model with Lévy jumps (Q1628102) (← links)
- Discrete stochastic processes and applications (Q1704456) (← links)
- The stationary distribution of competitive Lotka-Volterra population systems with jumps (Q1725066) (← links)
- Waiting time distributions of runs in higher order Markov chains (Q1768130) (← links)
- The waiting time for a second mutation: an alternative to the Moran model (Q1782683) (← links)
- Survey of decision field theory (Q1867818) (← links)
- The nearest neighbor random walk on subspaces of a vector space and rate of convergence (Q1890740) (← links)
- Stochastic processes and target zones revisited (Q1925674) (← links)
- Uniqueness of maximum likelihood estimators for a backup system in a condition-based maintenance (Q1953807) (← links)
- An expectation maximization algorithm to model failure times by continuous-time Markov chains (Q1958812) (← links)
- The Ehrenfest model: A path-integral for spin. (Q1968029) (← links)
- Sharp conditions for the existence of a stationary distribution in one classical stochastic chemostat (Q2007515) (← links)
- Markov chains in random environment with applications in queuing theory and machine learning (Q2029806) (← links)
- ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence (Q2036086) (← links)
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution (Q2138227) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
