Results 71 to 80 of about 1,619 (185)
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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Departure processes from MAP/PH/1 queues
, 1999 A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
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Analysis of Single-Molecule Fluorescence Spectroscopic Data with a Markov-Modulated Poisson Process
, 2009 We present a photon‐by‐photon analysis framework for the evaluation of data from single‐molecule fluorescence spectroscopy (SMFS) experiments using a Markov‐modulated Poisson process (MMPP).
Herten, Dirk-Peter; id_orcid +7 more
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IET CommunicationsIn order to solve the network congestion problem caused by burst service flows in heterogeneous cognitive radio networks (Het‐CRN), a two‐stage dual‐threshold random early detection (TD‐RED) control mechanism is proposed here.
Jie Yan +4 more
doaj +1 more source
Insurance claims modulated by a hidden marked point process
, 2007 Recently Markov-modulated compound Poisson models have gained its popularity in modelling insurance claims in the actuarial science literature. A Markov-modulated compound Poisson model can provide a realistic and flexibile way to model aggregate ...
Elliott, RJ +8 more
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Double-observer line transect surveys with Markov-modulated Poisson process models for animal availability [PDF]
, 2015 We develop maximum likelihood methods for line transect surveys in which animals go undetected at distance zero, either because they are stochastically unavailable while within view or because they are missed when they are available.
Borchers, D. L. +4 more
core +1 more source
, 1991 [[abstract]]The transient behavior of a Markov-modulated Poisson arrival queue is studied under overload control. The queue has finite or infinite buffer capacity with multiple exponential servers.
Lee,Duan-Shin +3 more
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Computational Methods for Complex Stochastic Systems: A Review of Some Alternatives to MCMC. [PDF]
, 2008 We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situations they can be difficult to implement; and suffer from problems such as
Fearnhead, Paul, Paul Fearnhead
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Applications of hidden Markov models in financial modelling [PDF]
, 2008 This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
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Approximation of a class of Markov-modulated Poisson processes with a large state-space.
, 1989 Many queueing systems have an arrival process that can be modeled by a Markov-modulated Poisson process. The Markov-modulated Poisson process (MMPP) is a doubly stochastic Poisson process in which the arrival rate varies according to a finite state ...
Sitaraman, Hariharakrishnan.
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