Results 111 to 120 of about 11,571 (197)

One Dimensional Reduction of a Renewal Equation for a Measure-Valued Function of Time Describing Population Dynamics. [PDF]

Acta Appl Math, 2021
Franco E, Gyllenberg M, Diekmann O.
europepmc   +1 more source

Pointwise monotonicity of heat kernels. [PDF]

Rev Mat Complut, 2023
Alonso-Orán D, Chamizo F, Martínez ÁD, Mas A.   +3 more
europepmc   +1 more source

Hedging error in Lévy models with a Fast Fourier Transform approach [PDF]

We measure, in terms of expectation and variance, the cost of hedging a contingent claim when the hedging portfolio is re-balanced at a discrete set of dates.
Marco Nicolosi, Flavio Angelini
core  

Tail Probability and Singularity of Laplace-Stieltjes Transform of a Heavy Tailed Random Variable

, 2009
In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the singularity at the real point of the axis of convergence and the asymptotic decay of the tail probability.
openaire   +2 more sources

Mitigating long queues and waiting times with service resetting. [PDF]

PNAS Nexus, 2022
Bonomo OL, Pal A, Reuveni S.
europepmc   +1 more source

General $n$-dimensional Tauberian problems with application to the Laplace- and Stieltjes transforms

, 2002
A general theorem on the closure of translates in certain weighted spaces in $R^n$ is proved and as a consequence a general $n$-dimensional Tauberian theorem.
Frennemo, Lennart
core  

Distributional Properties of means of Random Probability Measures [PDF]

The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics.
Antonio Lijoi, Igor Pruenster
core   +2 more sources

Single-server queueing system with external and internal customers [PDF]

Bulletin of the Polish Academy of Sciences: Technical Sciences, 2018
O. Tikhonenko, M. Ziółkowski
doaj   +1 more source

Output stream analysis in a queueing model with working vacation mechanism as a power reduction strategy. [PDF]

PLoS One
Kobielnik M, Kempa WM.
europepmc   +1 more source

Quantification of system resilience through stress testing using a predictive analysis of departure dynamics in a [Formula: see text] queue with multiple vacation policy. [PDF]

Sci Rep
Marjasz R, Kempa WM, Kovtun V.
europepmc   +1 more source