Results 1 to 10 of about 48 (48)

Applications of a change of measures technique for compound mixed renewal processes to the ruin problem

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
doaj   +1 more source

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
doaj   +1 more source

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

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, Gert Nieuwenhuis, Karl Sigman   +2 more
wiley   +1 more source

Two‐step procedures in Palm theory

International Journal of Stochastic Analysis, Volume 14, Issue 1, Page 75-92, 2001., 2001
Random time changes (RTCs) are right‐continuous and non‐decreasing random functions passing the zero‐level at 0. The behavior of such systems can be studied from a randomly chosen time‐point and from a randomly chosen level. From the first point of view, the probability characteristics are described by the time‐stationary distribution P.
Gert Nieuwenhuis
wiley   +1 more source

The structure distribution in a mixed Poisson process

International Journal of Stochastic Analysis, Volume 9, Issue 4, Page 489-496, 1996., 1996
We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in applications, e.g., in insurance where such processes are very popular. This article is dedicated to the memory of Roland L. Dobrushin.
Jozef L. Teugels, Petra Vynckier
wiley   +1 more source

Lajos Takács and his work

International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 215-237, 1994., 1994
This paper, written in honor of the 70th birthday of Lajos Takács, addresses his life and work, and includes some personal observations and appreciation of his contributions. In particular, it includes a short biography, an informal discussion of some of his major research areas (queueing, fluctuations, waiting time processes, and random rooted trees),
Jewgeni H. Dshalalow, Ryszard Syski
wiley   +1 more source

On Markovian traffic with applications to TES processes

International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 373-396, 1994., 1994
Markov processes are an important ingredient in a variety of stochastic applications. Notable instances include queueing systems and traffic processes offered to them. This paper is concerned with Markovian traffic, i.e., traffic processes whose inter‐arrival times (separating the time points of discrete arrivals) form a real‐valued Markov chain.
David L. Jagerman, Benjamin Melamed
wiley   +1 more source

On revelation transforms that characterize probability distributions

International Journal of Stochastic Analysis, Volume 6, Issue 4, Page 345-357, 1993., 1993
A characterization of exponential, geometric and of distributions with almost‐lack‐of‐memory property, based on the “revelation transform of probability distributions” and “relevation of random variables” is discussed. Known characterizations of the exponential distribution on the base of relevation transforms given by Grosswald et al. [4], and Lau and
S. Chukova, B. Dimitrov, J.-P. Dion
wiley   +1 more source

The limit theorems on extreme order statistics and partial sums of i.i.d. random variables

Open Mathematics
This article proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
Li Gaoyu, Ling Chengxiu, Tan Zhongquan
doaj   +1 more source