Light tail asymptotics in multidimensional reflecting processes for queueing networks
Queueing network, Reflecting random walk, Semi-martingale reflecting Brownian motion, Stationary distribution, Tail asymptotic, Tail decay rate, Large deviations, Light tail, Stability, Stationary inequality, Server collaboration, Join the shortest queue,
Masakiyo Miyazawa
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Discrete Models of Time-Fractional Diffusion in a Potential Well [PDF]
, 2005 Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin ...
Abdel-Rehim, E., Gorenflo, R.
core
, 2002 We derive the explicit formulas of the probability generating functions of the first hitting times of simple random walks on graphs with congestion points using group representations. 2000 Mathematics Subject Classification: 60G50, 60B15, 60K30, 05A15. 1.
Mihyun Kang
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Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments [PDF]
Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the entire environment is resampled along a fixed sequence of times, called the "cooling sequence", and is kept fixed in between those ...
Da Costa, Conrado +2 more
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Time spent in a ball by a critical branching random walk
International audienceWe study a critical branching random walk on Z d. We focus on the tail of the time spent in a ball, and our study, in dimension four and higher, sheds new light on the recent result of Angel, Hutchcroft and Jarai [AHJ21], in ...
Schapira, Bruno, Asselah, Amine
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Favorite Sites of a Persistent Random Walk. [PDF]
J Math Anal Appl, 2021 Ghosh A, Noren S, Roitershtein A.
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On Schur-convexity of expectation of weighted sum of random variables with applications
, 2008 . We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights.
Holger Boche, Eduard, A. Jorswieck
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Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor
In this paper a multi-factor generalization of Ho–Lee model is proposed. In sharp contrast to the classical Ho–Lee, this generalization allows for those movements other than parallel shifts, while it still is described by a recombining tree, and is a ...
Hiroki Aoki +2 more
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Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
, 2020 International audienceWe consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state ...
Woo, Jae-Kyung, Rabehasaina, Landy
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Does Counting Different Life Stages Impact Estimates for Extinction Probabilities for Tsetse (Glossina spp)? [PDF]
Bull Math Biol, 2021 Are EB, Hargrove JW, Dushoff J.
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