Results 101 to 110 of about 102,876 (329)
On the rate of convergence for a class of Markovian queues with group services
Discrete and Continuous Models and Applied Computational Science, 2020 There are many queuing systems that accept single arrivals, accumulate them and service only as a group. Examples of such systems exist in various areas of human life, from traffic of transport to processing requests on a computer network. Therefore, our
Anastasia L. Kryukova
doaj +1 more source
The Canadian Journal of Chemical Engineering, EarlyView.Abstract Identification of firefighting strategies (i.e., which endangered units to suppress or cool first) in chemical and process plants falls under the domain of multi‐objective decision‐making (MODM), where not only the safety and integrity of the affected process plant but also the safety of on‐site and off‐site vulnerable targets matter.
Sina Khakzad, Nima Khakzad
wiley +1 more source
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
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International Journal of Applied Mathematics and Computer Science, 2018 In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains.
Zeifman Alexander +5 more
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Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
SimInf: An R Package for Data-Driven Stochastic Disease Spread Simulations
Journal of Statistical Software, 2019 We present the R package SimInf which provides an efficient and very flexible framework to conduct data-driven epidemiological modeling in realistic large scale disease spread simulations.
Stefan Widgren +3 more
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Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains
, 2015 We study properties of the Laplace transforms of non-negative additive functionals of Markov chains. We are namely interested in a multiplicative ergodicity property used in [18] to study bifurcating processes with ancestral dependence.
Hervé, Loïc, Pène, Françoise
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Adiabatic times for Markov chains and applications
, 2010 We state and prove a generalized adiabatic theorem for Markov chains and provide examples and applications related to Glauber dynamics of Ising model over Z^d/nZ^d.
A. Messiah +10 more
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A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
On the functional central limit theorem via martingale approximation
, 2011 In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors.
Gordin, Mikhail, Peligrad, Magda
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