Doubly stochastic Poisson processes
From MaRDI portal
Publication:1231333
DOI10.1007/BFb0077758zbMath0339.60053MaRDI QIDQ1231333
Publication date: 1976
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Stochastic processes (60G99) Prediction theory (aspects of stochastic processes) (60G25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items (95)
Limit theorems for queuing systems with regenerative doubly stochastic input flow ⋮ Modeling high-frequency non-homogeneous order flows by compound Cox processes ⋮ First passage times over stochastic boundaries for subdiffusive processes ⋮ Spatial Cox processes in an infinite-dimensional framework ⋮ Limit theorems for an infinite-server queuing system ⋮ Bounds for convergence rate in laws of large numbers for mixed Poisson random sums ⋮ On the antigenic diversity threshold model for AIDS ⋮ A remark on the spectral domain of nonstationary processes ⋮ Asymptotic behavior of generalized risk processes ⋮ Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes ⋮ A micro-level claim count model with overdispersion and reporting delays ⋮ Stratified structure of the Universe and Burgers' equation -- a probabilistic approach ⋮ Random record processes and state dependent thinning ⋮ Finite Horizon Decision Timing with Partially Observable Poisson Processes ⋮ A model of imperfect preventive maintenance with dependent failure modes ⋮ Weibull renewal processes ⋮ A general theorem on the limit behavior of superpositions of independent random processes with applications to Cox processes ⋮ CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY ⋮ Precise large deviations for sums of random variables with consistently varying tails ⋮ Langevin picture of subdiffusion with infinitely divisible waiting times ⋮ Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts ⋮ Product representations for random variables with Weibull distributions and their applications ⋮ A note on mixture representations for the Linnik and Mittag-Leffler distributions and their applications ⋮ A note on functional limit theorems for compound Cox processes ⋮ Boundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transport ⋮ Unnamed Item ⋮ State estimation for Cox processes on general spaces ⋮ Improved criteria for distributional convergence of point processes ⋮ STATIONARY MARKOVIAN ARRIVAL PROCESSES: RESULTS AND OPEN PROBLEMS ⋮ Relationships between characteristics in periodic Poisson queues ⋮ Stability conditions for retrial queueing systems with regenerative input flow ⋮ On Cox processes and credit risky securities ⋮ Subexponential Asymptotics for Steady State Tail Probabilities in a Single-Server Queue with Regenerative Input Flow ⋮ Estimation and filtering on a doubly stochastic poisson process ⋮ Age-based inventory control in a multi-echelon system with emergency replenishments ⋮ Queueing systems with different service disciplines ⋮ Compound Poisson Process with a Poisson Subordinator ⋮ A Cox model for gradually disappearing events ⋮ Probability density of the interval duration between events in the generalized MAP with its incomplete observability ⋮ Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions ⋮ Log-Gaussian Cox processes in infinite-dimensional spaces ⋮ Lundberg inequalities in a diffusion environment ⋮ Ergodic properties of Poisson processes with almost periodic intensity ⋮ Bounds and inequalities for single server loss systems ⋮ Central limit theorems for point processes ⋮ Time-changed Poisson processes ⋮ Two frameworks for pricing defaultable derivatives ⋮ Asymptotic analysis of queueing models based on synchronization method ⋮ Stability analysis of a multi-server model with simultaneous service and a regenerative input flow ⋮ Limit theorems for queueing systems with various service disciplines in heavy-traffic conditions ⋮ Some comments on the inverse problem for thinned renewal processes ⋮ Coupling method for asymptotic analysis of queues with regenerative input and unreliable server ⋮ Bayesian prediction in doubly stochastic Poisson process ⋮ On intensities of perturbed random measures on Hausdorff spaces ⋮ State estimation of long-range correlated non-equilibrium systems: media estimation ⋮ Limit Theorems for Semi-Markov Queues and Their Applications ⋮ Adaptive Cascade ⋮ Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations ⋮ Characterizations of multiparameter Cox and Poisson processes by the renewal property ⋮ Unnamed Item ⋮ Generalized negative binomial distributions as mixed geometric laws and related limit theorems ⋮ Applied Stochastic Geometry: A Survey (Invited Paper) ⋮ Cox risk model with correlated classes of business ⋮ Probabilities of Large Deviations for a Queue with Regenerative Input Flow ⋮ On double-boundary non-crossing probability for a class of compound processes with applications ⋮ A class of approximations of ruin probabilities ⋮ Utility indifference pricing of derivatives written on industrial loss indices ⋮ Limit theorems for queueing systems with doubly stochastic Poisson arrivals (heavy traffic conditions) ⋮ Estimating doubly stochastic Poisson process with affine intensities by Kalman filter ⋮ Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions ⋮ Limit theorems for the fractional nonhomogeneous Poisson process ⋮ Statistische Analyse des homogenen und des inhomogenen Poissonprozesses ⋮ Queues with nonstationary inputs ⋮ A renewal-process-type expression for the moments of inverse subordinators ⋮ Stability conditions for a multiserver queueing system with a regenerative input flow and simultaneous service of a customer by a random number of servers ⋮ Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues ⋮ A method for computing total downtime distributions in repairable systems ⋮ Stochastic Models of Transport Flows ⋮ Max-compound Cox processes. I ⋮ Unnamed Item ⋮ EPSTA: The coincidence of time-stationary and customer-stationary distributions ⋮ The permanental process ⋮ The asymptotic behavior of extrema of compound Cox processes with nonzero means ⋮ Unnamed Item ⋮ Generalized Poisson measures on topological spaces and applications ⋮ Negative binomial distributions for point processes ⋮ Some aspects of modern population mathematics ⋮ Anomalous pulsation ⋮ An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums ⋮ The fair value of guaranteed annuity options ⋮ Light traffic approximations in general stationary single-server queues ⋮ State estimation for Cox processes with unknown probability law ⋮ Inference for thinned point processes, with application to Cox processes ⋮ Double Telegraph Processes and Complete Market Models ⋮ Affine processes for dynamic mortality and actuarial valuations
This page was built for publication: Doubly stochastic Poisson processes