Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues [PDF]
Queueing systems, 2016 A univariate Hawkes process is a simple point process that is self-exciting and has a clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history of the point
Xuefeng Gao, Lingjiong Zhu
semanticscholar +1 more source
Study on metal accumulation in aquatic plants of Cuciurgan cooling reservoir
E3S Web of Conferences, 2014 The biomass of plants from the Cuciurgan cooling reservoir of the Moldovan Thermal Power Plant is dependent on the reservoir thermofication and bore considerable modifications.
Zubcov Elena +3 more
doaj +1 more source
Study on metal accumulation in aquatic plants of Cuciurgan cooling reservoir
E3S Web of Conferences, 2013 The biomass of plants from the Cuciurgan cooling reservoir of the Moldovan Thermal Power Plant is dependent on the reservoir thermofication and bore considerable modifications.
Zubcov E. +3 more
doaj +1 more source
Markov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance [PDF]
, 2006 We show by explicit closed form calculations that a Hurst exponent H that is not 1/2 does not necessarily imply long time correlations like those found in fractional Brownian motion.
Alejandro-Quinones +29 more
core +2 more sources
Adaptive Planning for Markov Decision Processes with Uncertain Transition Models via Incremental Feature Dependency Discovery [PDF]
, 2012 Solving large scale sequential decision making problems without prior knowledge of the state transition model is a key problem in the planning literature. One approach to tackle this problem is to learn the state transition model online using limited observed measurements.
Geramifard, Alborz +3 more
openaire +3 more sources
The multifaceted behavior of integrated supOU processes: the infinite variance case [PDF]
, 2020 The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure.
Grahovac, Danijel +2 more
core
Evolution of the Size Distribution of an Emulsion under a Simple Shear Flow
Fluids, 2018 Understanding the rheology of immiscible liquids mixtures, as well as the role played by its micro-structures are important criteria for the production of new materials and processes in industry.
Jairo M. Leiva, Enrique Geffroy
doaj +1 more source
Scientia Marina, 2005 Characteristics of temperature-dependent metabolic adaptation as well as their implications for associated changes in energy budgets are analysed based on comparisons of fish and invertebrates from various latitudinal clines in northern and southern ...
Hans O. Pörtner +2 more
doaj +1 more source
Transformed Lévy processes as state-dependent wear models
Advances in Applied Probability, 2019 Many wear processes used for modeling accumulative deterioration in a reliability context are nonhomogeneous Lévy processes and, hence, have independent increments, which may not be suitable in an application context.
Ji Hwan Cha, S. Mercier
semanticscholar +1 more source
Nonextensive entropy approach to space plasma fluctuations and turbulence [PDF]
, 2006 Spatial intermittency in fully developed turbulence is an established feature of astrophysical plasma fluctuations and in particular apparent in the interplanetary medium by in situ observations.
Baumjohann, W. +2 more
core +2 more sources