Results 41 to 50 of about 100 (95)
Zeros of Gaussian Weyl-Heisenberg Functions and Hyperuniformity of Charge. [PDF]
J Stat Phys, 2022 Haimi A, Koliander G, Romero JL.
europepmc +1 more source
Large gap asymptotics for the generating function of the sine point process. [PDF]
Proc Lond Math Soc, 2021 Charlier C.
europepmc +1 more source
Jurnal Matematika dan Aplikasinya, Vol 4, No 2 (2005)
, 2005 . We construct and investigate a consistent kernel-type non parametric estimator of the global intensity of a cyclic Poisson process in the presence of linear trend.
Mangku, Wayan
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Goodness-of-fit tests for compound distributions with applications in insurance
, 2019 Goodness-of-fit procedures are provided to test the validity of compound models for the total claims, involving specific laws for the constituent components, namely the claim frequency distribution and the distribution of individual claim sizes.
Goffard, Pierre-Olivier +2 more
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One-dimensional loss networks and conditioned M/G/infinity queues
, 1998 We study one dimensional continuous loss networks with length distribution G and cable capacity C. We prove that the unique stationary distribution j L of the network for which the restriction on the number of calls to be less than C is imposed only in ...
Nancy Lopes Garcia, Pablo A. Ferrari
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The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes
We study the aggregate discounted claims process when the claim arrivals follow a renewal process, allowing for multiple arrivals or terminable arrivals. Under both cases, their Laplace transforms are derived, which consequently give the moments formulas
Zhehao Zhang
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On using the first difference in Stein-Chen method
, 1997 This paper investigates an alternative way of using the Stein-Chen method in Poisson approximations. There are three principal bounds stated in terms of reduced Palm probabilities for general point processes. The first two are for the accuracy of Poisson
Aihua Xia
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Perfect Metropolis-Hastings simulation of locally stable point processes
, 1999 In this paper we investigate the application of perfect simulation, in particular Coupling from The Past (CFTP), to the simulation of random point processes.
J. Møller +2 more
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Rare Events for Stationary Processes [PDF]
, 1997 Kielson (1979) and Aldous (1989) have given expressions for the asymptotics of the mean time until a rare event occurs. Here we extend these results beyond the Markovian setting using the theory for stationary point processes. We introduce two notions of
Baccelli, François +3 more
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Poisson approximations for Markov-driven point processes
An asymptotically finite bound is derived for the total variation distance between the distribution of N(t) and the Poisson distribution with mean EN(t) when N is a simple point process whose interpoint times are exponential with means determined by an ...
Blasikiewicz, M., Brown, Timothy C.
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