Results 11 to 20 of about 1,112 (42)
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 +2 more
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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
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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
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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
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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
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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
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The limit theorems on extreme order statistics and partial sums of i.i.d. random variables
Open MathematicsThis 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
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Limit theorems for random point measures generated by cooperative sequential adsorption
, 2006 We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity of the model is
J. W. Evans +6 more
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Deconvolution of point processes [PDF]
, 2012 The superposition of two independent point processes can be described by multiplication of their probability generating functionals (p.g.fl.s). The inverse operation, which can be viewed as a deconvolution, is defined by dividing the superposed process ...
Clark, Daniel Edward
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