Results 21 to 30 of about 568,969 (316)
Revista Colombiana de Estadística, 2013 The univariate and bivariate compound Poisson process (CPP and BCPP, respectively) ensure a better description than the homogeneous Poisson process for clustering of events.
GAMZE ÖZEL
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JTAM (Jurnal Teori dan Aplikasi Matematika), 2022 In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama +2 more
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On large deviations for compound mixed Poisson process
Lietuvos Matematikos Rinkinys, 2013 This paper is designated for normal approximation to the distribution function of the compound mixed Poisson process taking into consideration large deviations both in the Cramér and power Linnik zones.
Aurelija Kasparavičiūtė +1 more
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A Note on a Modified Parisian Ruin Concept
Risks, 2023 Traditionally, Parisian ruin is said to occur when the insurer’s surplus process has stayed below level zero continuously for a certain grace period. Inspired by this concept, in this paper we propose a modification by assuming that once a grace period ...
Eric C. K. Cheung, Jeff T. Y. Wong
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Bivariate compound Poisson risk processes with shocks
AIP Conference Proceedings, 2023 The work is presented on Fourteenth Conference of the Euro-American Consortium for Promoting the Application of Mathematics in Technical and Natural Sciences, Albena, Bulgaria, June 22-27 ...
Jordanova, Pavlina +2 more
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Properties of Poisson processes directed by compound Poisson-Gamma subordinators [PDF]
Modern Stochastics: Theory and Applications, 2018 Published at https://doi.org/10.15559/18-VMSTA101 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)
Khrystyna Buchak, Lyudmyla Sakhno
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Time-dependent solutions for a stochastic model of gene expression with molecule production in the form of a compound Poisson process. [PDF]
Physical Review E, 2016 We study a stochastic model of gene expression, in which protein production has a form of random bursts whose size distribution is arbitrary, whereas protein decay is a first-order reaction.
Jakub Jędrak, A. Ochab-Marcinek
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Large deviations for processes on half-line: Random walk and compound Poisson process [PDF]
Sibirskie Elektronnye Matematicheskie Izvestiya, 2016 We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation on $[0,\infty)$
F. Klebaner, A. Mogulskii
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Theorems on large deviations for the sum of random number of summands
Lietuvos Matematikos Rinkinys, 2010 In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i =
Aurelija Kasparavičiūtė +1 more
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Modern Stochastics: Theory and Applications, 2020 Generalizing earlier work of Delbaen and Haezendonck for given compound renewal process S under a probability measure P we characterize all probability measures Q on the domain of P such that Q and P are progressively equivalent and S remains a compound ...
Nikolaos D. Macheras +1 more
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