Results 41 to 50 of about 1,619 (185)
International Journal of Mathematics and Mathematical Sciences, 1992 The authors study the queueing process in a single-server queueing system with state dependent service and with the input modulated by a semi-Markov process embedded in the queueing process. It is also assumed that the server capacity is r≥1 and that any
Jewgeni H. Dshalalow, Gary Russell
doaj +1 more source
Entomologia Experimentalis et Applicata, EarlyView.Using a model that translates qualitative prey detection data (presence/absence in predator gut contents) into quantitative predation rates, we estimate species‐specific diets of nine carabid species across three cropping contexts (wheat, sugar beet, and fodder beet) for five prey types.
Marion Rosec +12 more
wiley +1 more source
Markovian Transition Counting Processes: An Alternative to Markov Modulated Poisson Processes
, 2021 Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very popular model is the \textit{Markov Modulated Poisson Process} (MMPP), however it is not the only option.
Asanjarani, Azam +2 more
openaire +2 more sources
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Extensions of Markov Modulated Poisson Processes and Their Applications to Deep Earthquakes [PDF]
, 2021 <p>The focus of this thesis is on the Markov modulated Poisson process (MMPP) and its extensions, aiming to propose appropriate statistical models for the occurrence patterns of main New Zealand deep earthquakes. Such an attempt might be beyond the scope of the MMPP and its extensions, however we hope its main patterns can be characterized by ...
openaire +1 more source
Properties Verification of MMPP and IPP ATM Cell Sources
Advances in Electrical and Electronic Engineering, 2007 The paper is aimed to using aided software tool designed by .NET Framework. By means this one is possible to gain statistical file for next processing by software tool STATISTICA.
Jan Zabka
doaj
Physics‐Supervised Autonomous Inverse Fracture Modeling via Generative Artificial Intelligence
Geophysical Research Letters, Volume 53, Issue 12, 28 June 2026.Abstract Fracture networks act as critical pathways for groundwater flow and transport, yet their characterization remains challenging due to subsurface inaccessibility and stochastic complexity. Traditional inversion methods are computationally expensive and often fail to capture fracture heterogeneity accurately.
Guodong Chen +5 more
wiley +1 more source
Markov modulated Poisson processes for stochastic modelling of background seismicity
, 2021 <p>We investigate the statistical properties of declustered catalogs as obtained from the application of two different data-driven declustering algorithms, namely the nearest-neighbor method and the stochastic declustering method (Benali et al., Stoch. Environ Res Risk Assess, 2020). The nearest-neighbor method partitions earthquakes into
Elisa Varini +2 more
openaire +4 more sources
On identifiability of MAP processes [PDF]
, 2008 Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs.
Lillo Rodríguez, Rosa Elvira +2 more
core