Results 1 to 10 of about 1,112 (42)
Modern Stochastics: Theory and Applications, 2021 In the present paper the change of measures technique for compound mixed renewal processes, developed in Tzaninis and Macheras [ArXiv:2007.05289 (2020) 1–25], is applied to the ruin problem in order to obtain an explicit formula for the probability of ...
Spyridon M. Tzaninis
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The effect of propagation delay on the dynamic evolution of the Bitcoin blockchain
Digital Communications and Networks, 2020 This paper analyzes the selfish-mine strategy in the Bitcoin blockchain introduced in 2013 by I. Eyal and E. G. Sirer. This strategy could be used by a colluding pool of miners to earn more than their fair share of the mining revenue and in consequence ...
Moustapha BA
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A note on stable point processes occurring in branching Brownian motion [PDF]
, 2013 We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the translation by $x$.
Maillard, Pascal
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On the One dimensional Poisson Random Geometric Graph [PDF]
, 2010 Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given threshold.
Decreusefond, Laurent, Ferraz, Eduardo
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Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps [PDF]
, 2014 In this paper, we propose a stochastic process, which is a Cox-Ingersoll-Ross process with Hawkes jumps. It can be seen as a generalization of the classical Cox-Ingersoll-Ross process and the classical Hawkes process with exponential exciting function ...
Zhu, Lingjiong
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Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation [PDF]
, 2018 A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered.
Shaikhet, Leonid
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Consistency of a Uniform Kernel Estimator for Intensity of a Periodic Poisson Process with Unknown Period [PDF]
, 2008 A uniform kernel estimator for intensity of a periodic Poisson process with unknowm period is presented and a proof of its consistency is discussed. The result presented in this paper is a special case of that in [3].
MANGKU, I. W. (I)
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Counting processes with Bern\v{s}tein intertimes and random jumps [PDF]
, 2014 We consider here point processes $N^f(t)$, $t>0$, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bern\v{s}tein functions $f$ with L\'evy measure $\nu$.
Orsingher, Enzo, Toaldo, Bruno
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Overlap synchronisation in multipartite random energy models [PDF]
, 2017 In a multipartite random energy model, made of a number of coupled GREMs, we determine the joint law of the overlaps in terms of the ones of the single GREMs.
Genovese, Giuseppe, Tantari, Daniele
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, 2017 In this paper we show several connections between special functions arising from generalized COM-Poisson-type statistical distributions and integro-differential equations with varying coefficients involving Hadamard-type operators. New analytical results
Garra, Roberto +2 more
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