Results 21 to 30 of about 2,778 (137)
International Journal of Stochastic Analysis, Volume 1, Issue 1, Page 13-24, 1987., 1987 This paper isolates and studies a class of Markov chains with a special quasi‐triangular form of the transition matrix [so‐called Δm,n(Δ′m,n)‐matrix]. Many discrete stochastic processes encountered in applications (queues, inventories and dams) have transition matrices which are special cases of a Δm,n(Δ′m,n)‐matrix. Necessary and sufficient conditions
L. Abolnikov, A. Dukhovny
wiley +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
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Irrigation and Drainage, Volume 74, Issue 3, Page 1193-1214, July 2025.Abstract Rainfed agriculture is crucial for ensuring global food and water security, and supplementary irrigation is an effective means of improving the economic benefits in rainfed agricultural regions. This study proposes a novel uncertain optimization approach to optimize supplementary irrigation areas in rainfed agricultural regions.
Rongchao Shi, Xiaobei Han, Wenzhong Guo
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Probabilistic weighted Dirichlet process mixture with an application to stochastic volatility models
Canadian Journal of Statistics, Volume 53, Issue 2, June 2025.Abstract In this article, we propose a flexible Bayesian modelling framework and investigate the probabilistic weighted Dirichlet process mixture (pWDPM). The construction and properties of a probabilistic weight function are illustrated. The advantage of the pWDPM under the log‐squared transformed stochastic volatility (SV) model is demonstrated.
Peng Sun, Inyoung Kim, Ki‐Ahm Lee
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Concentration et fluctuations de processus stochastiques avec sauts
, 2006 CETTE THÈSE EST CONSTITUÉE DE DEUX PARTIES INDÉPENDANTES, LE PREMIER THÈME TRAITANT DU PHÉNOMÈNE DE CONCENTRATION DE LA MESURE POUR DES PROCESSUS DE NAISSANCE ET DE MORT, TANDIS QUE LE SECOND EST CONSACRÉ AUX FLUCTUATIONS DES INTÉGRALES STOCHASTIQUES ...
PRIVAULT, Nicolas, JOULIN, Aldéric
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Species‐rich old grasslands have beneficial effects on the health and gut microbiome of bumblebees
Functional Ecology, Volume 39, Issue 1, Page 308-319, January 2025.Read the free Plain Language Summary for this article on the Journal blog. Abstract Recent studies have shown that old, traditionally managed semi‐natural grasslands (SNGs) harbour specific plant assemblages characterized by high species richness, diversity, evenness and a great abundance and diversity of floral resources.
André Pornon +7 more
wiley +1 more source
Introduction to Kalman Filtering [PDF]
, 2005 This document is an introduction to Kalman optimal Filtering applied to linear systems. It is assumed that the reader is already aware of linear servo-loop theory, frequency-domain Filtering (continuous and discrete-time) and state-space approach to ...
Alazard, Daniel
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Processus stochastiques en temps long
, 2010 National audienceLes modélisations de phénomènes d'évolution aléatoire issus de la biologie, de l'informatique, et de la physique constituent un thème riche et incontournable des mathématiques appliquées actuelles. Ces modélisations mettent en oeuvre des
Chafai, Djalil
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Statistiques d'extrêmes et problèmes d'optimisation de processus stochastiques
, 2023 This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time random walks ...
de Bruyne, Benjamin
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Calcul asymptotique lié à l'étude de certains processus stochastiques
, 2009 Ce document de synthèse présente différents travaux de recherche centrés sur le comportement asymptotique de processus stochastiques. Ces travaux analysent des équations différentielles stochastiques ou des systèmes d'EDS dirigés par des mouvements ...
Herrmann, Samuel
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