scientific article

Publication date: 23 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

generating functions branching processes Markov chains renewal theory stopping times Wiener-Hopf decompositions

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov processes (60Jxx) Stochastic processes (60Gxx) Special processes (60Kxx)

Related Items

Is network traffic approximated by stable Lévy motion or fractional Brownian motion? ⋮ Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains ⋮ Stochastic event-based LQG control: an analysis on strict consistency ⋮ Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes. ⋮ Invariant states and rates of convergence for a critical fluid model of a processor sharing queue. ⋮ A method for computing the autocovariance of renewal processes ⋮ Renewal reward perspective on linear switching diffusion systems in models of intracellular transport ⋮ Asymptotics for duration-driven long range dependent processes ⋮ The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function ⋮ Inferring average generation via division-linked labeling ⋮ Random record processes and state dependent thinning ⋮ Modeling neural activity with cumulative damage distributions ⋮ Exceedances of records ⋮ Stochastic thresholds in event-triggered control: a consistent policy for quadratic control ⋮ Series representation for semistable laws and their domains of semistable attraction ⋮ FKN formula and ground state energy for the spin boson model with external magnetic field ⋮ Limit velocity and zero-one laws for diffusions in random environment ⋮ Geodesic forests in last-passage percolation ⋮ Quasi-systematic sampling from a continuous population ⋮ Finitary isomorphisms of renewal point processes and continuous-time regenerative processes ⋮ The inspection paradox with random time ⋮ Comparison of level-crossing times for Markov and semi-Markov processes ⋮ On the service performance of alternative shipment consolidation policies ⋮ Brownian crossings via regeneration times ⋮ Patterns of buffer overflow in a class of queues with long memory in the input stream ⋮ Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues ⋮ The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin ⋮ The Istanbul option: Where the standard European option becomes Asian ⋮ Some significant improvements for interval process model and non-random vibration analysis method ⋮ A note on the inflated-parameter binomial distribution ⋮ POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks ⋮ Optimizing block-based maintenance under random machine usage ⋮ Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities ⋮ Coherent random permutations with biased record statistics ⋮ Optimal securitization of credit portfolios via impulse control ⋮ Stochastic modeling of damage evolution in composites under environmental ageing ⋮ Cover times for Markov-generated binary sequences of length two ⋮ On a risk model with claim investigation ⋮ Branching process approach for epidemics in dynamic partnership network ⋮ Estimation for nonhomogeneous Poisson processes from aggregated data ⋮ High level excursion set geometry for non-Gaussian infinitely divisible random fields ⋮ On the single item fill rate for a finite horizon. ⋮ Function-indexed empirical processes based on an infinite source Poisson transmission stream ⋮ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. ⋮ A Poisson approximation with applications to the number of maxima in a discrete sample ⋮ Analysis of a defective renewal equation arising in ruin theory ⋮ Stochastic modelling of the eukaryotic heat shock response ⋮ Limits of on/off hierarchical product models for data transmission ⋮ Stationary equilibria of mean field games with finite state and action space ⋮ Effective behavior of cooperative and nonidentical molecular motors ⋮ Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts ⋮ Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models ⋮ On a class of stochastic models with two-sided jumps ⋮ Does the ratio of Laplace transforms of powers of a function identify the function? ⋮ Efficient simulation of tail probabilities of sums of correlated lognormals ⋮ Consecutive customer losses in oscillating \(GI^X/M//n\) systems with state dependent services rates ⋮ Continuity theorems for the \(M/M/1/n\) queueing system ⋮ Distribution theory of \(\delta\)-record values: case \(\delta \geq 0\) ⋮ From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations ⋮ Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process ⋮ A note on a limit interchange for many-server queues ⋮ Stationary Gaussian Markov processes as limits of stationary autoregressive time series ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ Faster estimates of the mean of bounded random variables ⋮ Ratios of ordered points of point processes with regularly varying intensity measures ⋮ Local behaviour of Airy processes ⋮ Szasz analytic functions and noncompact Kähler toric manifolds ⋮ Runs tests for assessing volatility forecastability in financial time series ⋮ On exponential ergodicity of multiclass queueing networks ⋮ Smoothed nonparametric estimation in window censored semi-Markov processes ⋮ A probabilistic approach to the Fibonacci sequence ⋮ Patterns generated by \(m\)th-order Markov chains ⋮ Refinements of two-sided bounds for renewal equations ⋮ A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium ⋮ Site-percolation threshold of carbon nanotube fibers--fast inspection of percolation with Markov stochastic theory ⋮ Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex ⋮ Specialized nursery pollination mutualisms as evolutionary traps stabilized by antagonistic traits ⋮ Almost sure consensus for multi-agent systems with two level switching ⋮ Critical Brownian multiplicative chaos ⋮ Degree growth rates and index estimation in a directed preferential attachment model ⋮ On corrected phase-type approximations of the time value of ruin with heavy tails ⋮ Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model ⋮ Variance estimation in the central limit theorem for Markov chains ⋮ Ruin probabilities in perturbed risk models ⋮ Condition-based maintenance optimization based on matrix algebra ⋮ Rough invariance principle for delayed regenerative processes ⋮ Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process ⋮ Sample path properties of the average generation of a Bellman-Harris process ⋮ Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities ⋮ The variance of the average depth of a pure birth process converges to 7 ⋮ A Markov model for single-leg air cargo revenue management under a bid-price policy ⋮ Stochastic approximation with random step sizes and urn models with random replacement matrices having finite mean ⋮ Convergence of point processes with weakly dependent points ⋮ On the optimality equation for average cost Markov decision processes and its validity for inventory control ⋮ How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails ⋮ Approximation algorithms for the normalizing constant of Gibbs distributions ⋮ Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory ⋮ Penalized isotonic regression ⋮ Sluggish consumers: An evolutionary solution to the Bertrand paradox. ⋮ On a special case of the quadratic assignment problem with an application to storage-and-retrieval devices ⋮ Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator ⋮ Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion ⋮ Frequency-domain analysis of aperiodic control loops with identically distributed delays ⋮ Global structure of semi-infinite geodesics and competition interfaces in Brownian last-passage percolation ⋮ Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations ⋮ Tighter bounds on transient moments of stochastic chemical systems ⋮ Unnamed Item ⋮ Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour ⋮ Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations ⋮ Sojourning With the Homogeneous Poisson Process ⋮ Joint Distributions of Counts of Strings in Finite Bernoulli Sequences ⋮ RENEWAL SEQUENCES WITH PERIODIC DYNAMICS ⋮ A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL ⋮ Delay-Join the Shortest Queue Routing for a Parallel Queueing System with Removable Servers ⋮ Connections Between Bernoulli Strings and Random Permutations ⋮ The distribution of the first \(\beta\) point in the classical risk model with interest ⋮ AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE ⋮ Splitting tessellations in spherical spaces ⋮ Cloud shade by dynamic logistic modeling ⋮ Uncertainty propagation in finite deformations--A spectral stochastic Lagrangian approach ⋮ STOCHASTIC SETUP-COST INVENTORY MODEL WITH BACKORDERS AND QUASICONVEX COST FUNCTIONS ⋮ Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains ⋮ Periodic threshold-type dividend strategy in the compound Poisson risk model ⋮ A note on the convexity of ruin probabilities ⋮ A Monte Carlo simulation method for non-random vibration analysis ⋮ Another characterization of homogeneous Poisson processes ⋮ Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations ⋮ Pricing catastrophe risk in life (re)insurance ⋮ On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ⋮ Analysis of IBNR claims in renewal insurance models ⋮ Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies ⋮ Some bounds for the renewal function and the variance of the renewal process ⋮ Consistency of Hill estimators in a linear preferential attachment model ⋮ A stochastic differential equation SIS model on network under Markovian switching ⋮ A record-values property of a renewal process with random inspection time ⋮ Stochastic model for barrier crossings and fluctuations in local timescale ⋮ Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump ⋮ Global solutions of aggregation equations and other flows with random diffusion ⋮ An Analysis of a Large-Scale Machine Repair Model ⋮ Models of sensor operations for border surveillance ⋮ Why is Kemeny’s constant a constant? ⋮ Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times ⋮ The long-run distribution of births across environments under environmental stochasticity and its use in the calculation of unconditional life-history parameters ⋮ Disturbance attenuation for Markov jump linear system over an additive white Gaussian noise channel ⋮ On the Gerber–Shiu function with random discount rate ⋮ Non-existence of bi-infinite geodesics in the exponential corner growth model ⋮ The influence of dependence on data network models ⋮ A new derivation of the randomness parameter ⋮ Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals ⋮ ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY ⋮ Application of Markov chains in managing human potentials ⋮ On Erlang(2) Risk Process Perturbed by Diffusion ⋮ Stochastic ordering for birth–death processes with killing ⋮ On the Time Value of Ruin ⋮ UNIFORM CONVERGENCE TO A LAW CONTAINING GAUSSIAN AND CAUCHY DISTRIBUTIONS ⋮ Objective Bayesian Analysis of Skew‐t Distributions ⋮ Tail behavior of random products and stochastic exponentials ⋮ Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis ⋮ TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS ⋮ Stability of join-the-shortest-queue networks ⋮ Analysis of \(GI^{X}/ M(n)// N\) systems with stochastic customer acceptance policy ⋮ Particular Fuzzy Numbers and their Application to Regular 2×2 Fuzzy Markov Chains: Uncertain Probabilities ⋮ Optimal and Near-Optimal (s,S) Inventory Policies for Levy Demand Processes ⋮ Activity rates with very heavy tails ⋮ Discrete Lundberg-type bounds with actuarial applications ⋮ On the time value of absolute ruin with debit interest ⋮ Ruin probability with certain stationary stable claims generated by conservative flows ⋮ Quantitative speeds of convergence for exposure to food contaminants ⋮ A translated renewal model with cost optimization applications ⋮ Nonparametric methods in reliability ⋮ A Diffusion Approximation for Markov Renewal Processes ⋮ Overall availability and risk analysis of a general robot–safety device system ⋮ Inferences on a life distribution by sampling from the ages or the ages at death ⋮ Rate of convergence in the law of large numbers for supercritical general multi-type branching processes ⋮ Unnamed Item ⋮ Ruin probabilities for risk models with ordered claim arrivals ⋮ Utility indifference pricing of derivatives written on industrial loss indices ⋮ On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times ⋮ Stochastic ordering for continuous-time processes ⋮ LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL ⋮ Higher-order expansions for compound distributions and ruin probabilities with subexponential claims ⋮ Functionals of Markovian Branching D-BMAPS ⋮ A study of counts of Bernoulli strings via conditional Poisson processes ⋮ Stationary limits of shot noise processes ⋮ Crack STIT tessellations: characterization of stationary random tessellations stable with respect to iteration ⋮ Waiting time distributions of competing patterns in higher-order Markovian sequences ⋮ Level-crossing ordering of semi-Markov processes and markov chains ⋮ Data network models of burstiness ⋮ Multi-Stage Semi-Markov Models for Recovery Process ⋮ Mapping Return Values of Extreme Wind Speeds ⋮ Unnamed Item ⋮ Weak Convergence of Finite-Dimensional Distributions of the Number of Empty Boxes in the Bernoulli Sieve ⋮ Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. ⋮ GLOBAL ANALYSIS OF THE SHADOW GIERER-MEINHARDT SYSTEM WITH GENERAL LINEAR BOUNDARY CONDITIONS IN A RANDOM ENVIRONMENT ⋮ Similarity-based model for ordered categorical data ⋮ Platform modelling and scheduling game with multiple intelligent cloud-computing pools for big data ⋮ Quantum-computing with AI & blockchain: modelling, fault tolerance and capacity scheduling ⋮ Building mean field ODE models using the generalized linear chain trick & Markov chain theory ⋮ A unifying approach to the analysis of business with random gains ⋮ Some results on the compound Markov binomial model ⋮ An evolution model with event-based extinction ⋮ Semiparametric estimation with recurrent event data under informative monitoring ⋮ Quantifying gene expression variability arising from randomness in cell division times ⋮ Alternating renewal processes with instantaneous rewards ⋮ Late levels of nested occupancy scheme in random environment ⋮ Gerber-Shiu analysis with two-sided acceptable levels

This page was built for publication: