Results 11 to 20 of about 120 (114)
Existence of stationary distributions for a class of nonlinear time series models in random environment domain [PDF]
Journal of Inequalities and Applications, 2011 In this paper, we study the problem of a variety of nonlinear time series model Xn+1 = F(Xn, en+1(Zn+1)) in which {Zn+1} is a Markov chain with finite state space, and for every state i of the Markov chain, {en(i)} is a sequence of independent and ...
Xu Yong, Wang Yueheng, Zhu Enwen
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Persisting randomness in randomly growing discrete structures: graphs and search trees [PDF]
Discrete Mathematics & Theoretical Computer Science, 2015 The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values.
Rudolf Grübel
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Variance and Covariance of Several Simultaneous Outputs of a Markov Chain [PDF]
Discrete Mathematics & Theoretical Computer Science, 2016 The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded.
Sara Kropf
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The expected number of inversions after n adjacent transpositions [PDF]
Discrete Mathematics & Theoretical Computer Science, 2009 We give a new expression for the expected number of inversions in the product of n random adjacent transpositions in the symmetric group S_{m+1}. We then derive from this expression the asymptotic behaviour of this number when n scales with m in various ...
Mireille Bousquet-Mélou
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The number of overtakes in an M/M/2 queue
Operations Research Perspectives, 2018 The phenomenon of overtaking in queueing systems and queueing networks has been addressed by several authors with various motivations in the last decades. Nevertheless, up to now, for the relatively simple M/M/2/FCFS queue, the distribution of the number
Hendrik Baumann, Berenice Anne Neumann
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COVER TIME FOR THE FROG MODEL ON TREES
Forum of Mathematics, Sigma, 2019 The frog model is a branching random walk on a graph in which particles branch only at unvisited sites. Consider an initial particle density of $\unicode[STIX]{x1D707}$ on the full $d$-ary tree of height $n$.
CHRISTOPHER HOFFMAN +2 more
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Random motions, classes of ergodic Markov chains and beta distributions
We consider classes of discrete time Markov chains with continuous state space, the interval (0, 1). These chains arise as stochastic models of phenomena in areas such as population theory, motion of particles in a random environment, etc. We exploit the
Stoyanov J; Pirinsky C
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Recursive estimation of the claim rates and sizes in an insurance model
International Journal of Stochastic Analysis, Volume 2004, Issue 3, Page 245-259, 2004., 2004 It is a common fact that for most classes of general insurance, many possible sources of heterogeneity of risk exist. Premium rates based on information from a heterogeneous portfolio might be quite inadequate. One way of reducing this danger is by grouping policies according to the different levels of the various risk factors involved.
Lakhdar Aggoun
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International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 62, Page 3957-3962, 2003., 2003 Since coming to the attention of the general news media several years ago, the paradoxical combination of two losing games into a winning game by J. M. R. Parrondo has been the subject of numerous numerical investigations and simulations. This note provides a clear statement of the nature of the paradox together with a straightforward analysis and ...
Geoffrey C. Berresford +1 more
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Filtering and predicting the cost of hidden perished items in an inventory model
International Journal of Stochastic Analysis, Volume 15, Issue 3, Page 235-245, 2002., 2002 This paper is concerned with a discrete time, discrete state inventory model for items of changing quality. Items are assumed to be in one of a finite number, M, of quality classes that are ordered in such a way that Class 1 contains the best quality and the last class contains the pre‐perishable quality.
Lakhdar Aggoun, Lakdere Benkherouf
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