Results 21 to 30 of about 2,455,160 (79)
MAP + MAP/M2/N/∞ Queueing System with Absolute Priority and Reservation of Servers
Mathematical Problems in Engineering, Volume 2014, Issue 1, 2014., 2014 We consider a multiserver queueing system with an infinite buffer and two types of customers. The flow of customers is described by two Markovian arrival processes (MAPs). Type 1 customers have absolute priority over type 2 customers. If the arriving type 1 customer encounters all servers busy, but some of them provide service to type 2 customers ...
Bin Sun +4 more
wiley +1 more source
International Journal of Stochastic Analysis, Volume 16, Issue 3, Page 209-231, 2003., 2003 Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst‐case design settings, the disturbance is considered random with imprecisely known probability distribution.
Phil Diamond +2 more
wiley +1 more source
Random walk in random environment with asymptotically zero perturbation [PDF]
, 2006 We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on \Z+={0,1,2,…}, with reflection at the origin, where the random environment is subject to a vanishing perturbation.
Menshikov, Mikhail V., Wade, Andrew
core +2 more sources
Every composition operator is (mean) asymptotically Toeplitz [PDF]
, 2006 Nazarov and Shapiro recently showed that, while composition operators on the Hardy space H2 can only trivially be Toeplitz, or even “Toeplitz plus compact,” it is an interesting problem to determine which of them can be “asymptotically Toeplitz.” I show ...
Shapiro, Joel H., Joel H Shapiro
core +1 more source
Small sets and Markov transition densities [PDF]
, 2002 The theory of general state-space Markov chains can be strongly related to the case of discrete state-space by use of the notion of small sets and associated minorization conditions. The general theory shows that small sets exist for all Markov chains on
Montana, Giovanni +2 more
core +1 more source
CLTs and asymptotic variance of time-sampled Markov chains [PDF]
, 2011 For a Markov transition kernel P and a probability distribution μ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel Pμ = Σkμ(k)Pk.
Łatuszyński, Krzysztof +3 more
core +1 more source
Estimation and Inference for Higher‐Order Stochastic Volatility Models With Leverage
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1064-1084, November 2025.ABSTRACT Statistical inference—estimation and testing—for stochastic volatility models is challenging and computationally expensive. This problem is compounded when leverage effects are allowed. We propose efficient, simple estimators for higher‐order stochastic volatility models with leverage [SVL(p)$$ (p) $$], based on a small number of moment ...
Md. Nazmul Ahsan +2 more
wiley +1 more source
Continuous-Time Asymptotically Quasi-Toeplitz Markov Chains
, 2005 We introduce into consideration and study continuous-time multi-dimensional asymp-totically quasi-toeplitz Markov chains. Sufficient conditions for stability are proved and algorithm for calculation of the steady state probabilities is ...
Klimenok, V., Dudin, A.
core +1 more source
Markov chain Monte Carlo for integrated face image analysis [PDF]
, 2014 This PhD thesis is about the integration of different methods to fit a statistical model of human faces to a single image. I propose to take a probabilistic view on the problem and implement and evaluate an integrative framework for face image ...
Schönborn, Sandro
core +1 more source
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation [PDF]
, 2014 Approximate Bayesian computation has emerged as a standard computational tool when dealing with intractable likelihood functions in Bayesian inference. We show that many common Markov chain Monte Carlo kernels used to facilitate inference in this setting
Łatuszyński, Krzysztof, Lee, Anthony
core +1 more source