Some remarks on the Rayleigh process

From MaRDI portal
Publication:3732689

DOI10.2307/3214182zbMath0598.60085OpenAlexW2324969287MaRDI QIDQ3732689

Amelia G. Nobile, Virginia Giorno, Laura Sacerdote, Luigi M. Ricciardi

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214182




Related Items (25)

A multispecies birth-death-immigration process and its diffusion approximationThe stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real casesDiffusion approximation to a queueing system with time-dependent arrival and service ratesAnalysis of reflected diffusions via an exponential time-based transformationDiffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approachA copula-based method to build diffusion models with prescribed marginal and serial dependenceLarge and moderate deviations in testing Rayleigh diffusion modelStochastic Integrate and Fire Models: A Review on Mathematical Methods and Their ApplicationsA cumulant approach for the first-passage-time problem of the Feller square-root processThe first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal modelSolution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrumThe gambler's ruin problem for a Markov chain related to the Bessel processA stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulationJoint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent BoundariesTrend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and applicationDirac(-Pauli), Fokker-Planck equations and exceptional Laguerre polynomialsModerate Deviation for Parameter Estimation in the Rayleigh Diffusion ProcessPolynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting timesHypothesis Testing in a Rayleigh Diffusion ModelSpectral gaps and exponential integrability of hitting times for linear diffusionsSequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion processTime-inhomogeneous Feller-type diffusion process with absorbing boundary conditionOn the excursion theory for linear diffusionsBounds for the transition density of time-homogeneous diffusion processesGENERALIZED RAYLEIGH AND JACOBI PROCESSES AND EXCEPTIONAL ORTHOGONAL POLYNOMIALS




This page was built for publication: Some remarks on the Rayleigh process