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Mathematics, 2023 The non-Markovian systems represent almost all stochastic processes, except of a small class having the Markov property; it is a real challenge to analyze these systems. In this article, we present a general method of analyzing non-Markovian systems. The
Gabriel Ciobanu
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On the nature of Phase-type Poisson distributions [PDF]
Annals of Actuarial Science, 2013 AbstractMatrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a physical interpretation as extensions of PH distributions, and we name this restricted familyPhase-type Poisson ...
Hautphenne, Sophie +2 more
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Deterministic and stochastic oscillations of fractal type during cooling of the melt [PDF]
Геосистемы переходных зон, 2021 A "single-phase" model of melt crystallization in the Penrose–Fife representation for temperature distributions under non-isothermal conditions is considered. The boundary conditions are assumed to be nonlinear and dynamic, i.e.
Igor B. Krasnyuk, Andrey E. Zabolotin
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Phase-type distributions in population genetics [PDF]
Theoretical Population Biology, 2018 Abstract Probability modelling for DNA sequence evolution is well established and provides a rich framework for understanding genetic variation between samples of individuals from one or more populations. We show that both classical and more recent models for coalescence (with or without recombination) can be described in terms of the ...
Hobolth, Asger +2 more
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A generalized class of correlated run shock models
Dependence Modeling, 2018 In this paper, a generalized class of run shock models associated with a bivariate sequence {(Xi, Yi)}i≥1 of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X1, X2, ...
Yalcin Femin +2 more
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The Algebraic Degree of Phase-Type Distributions [PDF]
Journal of Applied Probability, 2010 This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator?
Fackrell, Mark +3 more
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Journal of Telecommunications and Information Technology, 2013 Currently it is assumed that requirements of the information society for delivering multimedia services will be satisfied by the Next Generation Network (NGN) architecture, which includes elements of the IP Multimedia Subsystem (IMS) solution.
Sylwester Kaczmarek, Maciej Sac
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Aerosol extinction-to-backscatter ratio derived from passive satellite measurements [PDF]
Atmospheric Chemistry and Physics, 2013 Spaceborne reflectance measurements from the POLDER instrument are used to study the specific directional signature close to the backscatter direction.
F.-M. Bréon
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Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model
Risks, 2022 In this paper we consider a risk model with two independent classes of insurance risks in the presence of a multi-layer dividend strategy. We assume that both of the claim number processes are renewal processes with phase-type inter-arrival times.
Apostolos D. Papaioannou, Lewis Ramsden
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Modelling of non‐Markovian queuing systems
Technological and Economic Development of Economy, 2006 The purpose of this paper is to suggest a method and software for evaluating queuing approximations. A numerical queuing model with priorities is used to explore the behaviour of exponential phase‐type approximation of service‐time distribution.
Giedrius Mickevičius +1 more
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