Results 1 to 10 of about 1,179 (57)
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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Edge fluctuations for random normal matrix ensembles [PDF]
Random Matrices. Theory and Applications, 2018 A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed.
David García-Zelada
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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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Complete convergence theorem for stationary heavy tailed sequences [PDF]
, 2015 For a class of stationary regularly varying and weakly dependent multivariate time series (Xn), we prove the so-called complete convergence result for the space–time point processes of the form Nn = ∑n i=1 δ(i/n,Xi/an).
Bojan Basrak, A. Tafro
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Hawkes process modelling for chemical reaction networks in a random environment
bioRxiv, 2023 Cellular processes are open systems, situated in a heterogeneous context, rather than operating in isolation. Chemical reaction networks (CRNs) whose reaction rates are modelled as external stochastic processes account for the heterogeneous environment ...
Mark Sinzger-D’Angelo, H. Koeppl
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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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Free area estimation in a partially observed dynamic germ‐grain model
International Journal of Stochastic Analysis, Volume 15, Issue 4, Page 287-307, 2002., 2002 The estimation problem of the expected local fraction of free area function S for a partially observed dynamic germ‐grain model is presented. Properties of the estimators are proved by martingale and product integral methods. Confidence bounds are provided.
Marcello De Giosa, Rosa Maria Mininni
wiley +1 more source
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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Palm theory for random time changes
International Journal of Stochastic Analysis, Volume 14, Issue 1, Page 55-74, 2001., 2001 Palm distributions are basic tools when studying stationarity in the context of point processes, queueing systems, fluid queues or random measures. The framework varies with the random phenomenon of interest, but usually a one‐dimensional group of measure‐preserving shifts is the starting point.
Masakiyo Miyazawa +2 more
wiley +1 more source
A POINT PROCESS APPROACH FOR SPATIAL STOCHASTIC MODELING OF THUNDERSTORM CELLS
, 2018 In this paper we consider two different approaches for spatial stochastic modeling of thunderstorms. Thunderstorm cells are represented using germ-grain models from stochastic geometry, which are based on Cox or doubly-stochastic cluster processes.
Bjoern Kriesche, R. Hess, V. Schmidt
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