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Phase-Tagged Fluctuation Analysis of Cumulative Shock Reliability Systems with Phase-Type Inter-Shock Times

open access: yesMathematics
We develop a closed-form analysis of the joint distribution for cumulative shock reliability systems with phase-type inter-shock times. The analytical literature on shock-driven reliability has hitherto been split into two largely separate traditions ...
Lotfi Tadj
doaj   +1 more source

Coupon Bond Valuation with a Non-Affine Discount Yield Model [PDF]

open access: yes
I report a closed form for the Laplace transform of the Ahn Gao (RFS, 1999) discount function and show how this can be used for pricing non-zero coupon bond prices, including hybrid fixed/variable rate instruments.
Peter D Spencer
core  

Response time analysis in terms of laplace-stieltjes transform for cloud computing system with hysteretic control and limited simultaneous activations

open access: yes, 2020
In the paper, cloud computing system with dynamic scaling is analyzed in terms of multiserver queuing system with hysteretic control of active server numbers based on queue length thresholds, and noninstantaneous server activation.
Gorbunova A., Samouylov K., Sopin E.
core  

Applications of Laplace transform for evaluating occupation time options and other derivatives [PDF]

open access: yes
The present thesis provides an analysis of possible applications of the Laplace Transform (LT) technique to several pricing problems. In Finance this technique has received very little attention and for this reason, in the first chapter we illustrate ...
Fusai, Gianluca
core  

Pointwise monotonicity of heat kernels. [PDF]

open access: yesRev Mat Complut, 2023
Alonso-Orán D   +3 more
europepmc   +1 more source

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