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Compound Poisson Process with a Poisson Subordinator [PDF]
Journal of Applied Probability, 2015 A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials, and investigate in detail both the special cases in which the compound Poisson process has exponential jumps and ...
Di Crescenzo, Antonio +2 more
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A multivariate control chart for monitoring trivariate Poisson processes with spatial correlation
Xibei Gongye Daxue Xuebao, 2022 The multivariate and discrete data are commonly used to monitor product defects and epidemic diseases. It is difficult to model their complex structure and design a suitable control chart to monitor them in the area of statistical process control.
WU Cang, SI Shubin
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JTAM (Jurnal Teori dan Aplikasi Matematika), 2022 In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed.
Muhammad Wiranadi Utama +2 more
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STOCHASTIC OPTIMAL CONTROL OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM [PDF]
Journal of Engineering Science (Chişinău), 2020 In this paper, we considered the problem of optimally controlling a twodimensional dynamical system until it reaches either of two boundaries. We consider a controlled dynamical system (X(t), Y(t)) which is a generalization of the classic twodimensional ...
Lefebvre, Mario
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Multiservice Loss Models for Cloud Radio Access Networks
IEEE Access, 2021 In this paper, a cloud radio access network (C-RAN) is considered where the remote radio heads (RRHs) are separated from the baseband units which form a common pool of computational resource units.
Iskanter-Alexandros Chousainov +3 more
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A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
Mathematics, 2021 In this paper, we propose a new weak second-order numerical scheme for solving stochastic differential equations with jumps. By using trapezoidal rule and the integration-by-parts formula of Malliavin calculus, we theoretically prove that the numerical ...
Yang Li +3 more
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InPrime, 2022 This article discusses the estimation for the expected value, also called the mean function, of a compound periodic Poisson process with a power function trend. The aims of our study are, first, to modify the existing estimator to produce a new estimator
Nurul Indah Safitri +2 more
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Two-way communication retrial queue with unreliable server and multiple types of outgoing calls
Discrete and Continuous Models and Applied Computational Science, 2020 Retrial queue under consideration is the model of call center operator switching between input and outgoing calls. Incoming calls form a Poisson point process.
Anatoly A. Nazarov +2 more
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Studia Geotechnica et Mechanica, 2021 The paper focuses on the problem of optimising the cooperation between a dynamic vibration absorber (DVA) and a structure. The authors analyse a road beam bridge equipped with a working platform (deck) used to service pipelines installed on the structure.
Grosel Jacek, Podwórna Monika
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Jambura Journal of Mathematics, 2021 ABSTRAK Penduga yang konsisten dari fungsi distribusi dan fungsi kepekatan peluang waktu tunggu dari proses Poisson periodik dibahas dalam artikel ini. Tidak ada asumsi bentuk parametrik tertentu dari fungsi intensitas proses Poisson periodik.
Fatimah Azzahra, I Wayan Mangku
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