Results 21 to 30 of about 49 (49)

Moment-based approximation for a renewal reward process with generalized gamma-distributed interference of chance

open access: yesDemonstratio Mathematica
This study investigates the renewal reward process under the assumption that the random variables describing the discrete interference of chance follow a generalized gamma distribution.
Yazır Tülay   +3 more
doaj   +1 more source

Evolution of a Two-Type Bellman–Harris Process Generated by a Large Number of Particles [PDF]

open access: yes, 2015
2010 Mathematics Subject Classification: 60J80; 60E10; 60J85 ...
Vatutin, V. A.   +2 more
core  

Approximate formulas for stationary characteristics of a renewal-reward process in a strip

open access: yesDemonstratio Mathematica
This study examines a modification of a renewal-reward process in a strip. First, the study proves that this process is ergodic under certain conditions. Then, the exact formulas are obtained for the ergodic distribution and moments of the process in the
Khaniyev Tahir   +2 more
doaj   +1 more source

Branching Processes in Autoregressive Random Environment [PDF]

open access: yes, 2009
2000 Mathematics Subject Classification: 60J80, 60K05.We consider the model of alternating branching processes where two Markov branching processes act alternately at random observation and treatment times. The sequences of cycles (observation, treatment)
Mayster, Penka
core  

Limit Theorems for Some Classes of Alternating Regenerative Branching Processes [PDF]

open access: yes, 2017
[Mitov Kosto V.; Митов Косто В.]; [Yanev Nikolay M.; Janev N. M.; Janev Nikolaj; Янев Николай М.]In this paper we propose and study three new classes of alternating regenerative (AR) branching processes.
Mitov, Kosto V., Yanev, Nikolay M.
core  

Renewal Processes of Mittag-Leffler and Wright Type [PDF]

open access: yes, 2005
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the ...
Gorenflo, Rudolf   +3 more
core  

Subordinated Markov Branching Processes and Lévy Processes [PDF]

open access: yes, 2014
[Mayster Penka; Майстер Пенка]We consider the jump structure of the subordinated Lévy processes and subordinated Markov branching processes. Subordination provides a method of constructing a large subclass of Markov or Lévy processes Y (t) = X(T (t ...
Mayster, Penka
core  

untitled

open access: yes, 2020
This paper is a survey of results presented in the recent book Introduction The book mentioned above presents new methods of asymptotic analysis of nonlinearly perturbed stochastic processes and systems with random lifetimes.
D S Silvestrov, M Gyllenberg
core  

A characterization of the Brownian ratchet by a Skorohod-type equation [PDF]

open access: yes, 2014
We formulate using a Skorohod-type equation a process with the following properties and call it a Brownian ratchet with the integer-valued moving boundary(BRIMB).
Itomoto, Masahiko, Isozaki, Yasuki
core  

Bounds of moment generating functions of some life distributions

open access: yes
Life distributions, moment generating functions, Laplace transformation, Poisson shock model, residual life time, stationary life time, Primary 60K05, 60K10, Secondary: 62N05,
Ibrahim Ahmad, A. Mugdadi
core   +1 more source

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