On First-Passage Times and Sojourn Times in Finite QBD Processes and Their Applications in Epidemics
Mathematics, 2020 In this paper, we revisit level-dependent quasi-birth-death processes with finitely many possible values of the level and phase variables by complementing the work of Gaver, Jacobs, and Latouche (Adv. Appl. Probab.
Antonio Gómez-Corral +3 more
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How successful are mutants in multiplayer games with fluctuating environments? Sojourn times, fixation and optimal switching [PDF]
Royal Society Open Science, 2018 Using a stochastic model, we investigate the probability of fixation, and the average time taken to achieve fixation, of a mutant in a population of wild-types. We do this in a context where the environment in which the competition takes place is subject
Joseph W. Baron, Tobias Galla
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Sojourn Times in a Queueing System with Breakdowns and General Retrial Times
Mathematics, 2021 This paper centers on a discrete-time retrial queue where the server experiences breakdowns and repairs when arriving customers may opt to follow a discipline of a last-come, first-served (LCFS)-type or to join the orbit.
Ivan Atencia, José Luis Galán-García
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The analysis of batch sojourn-times in polling systems [PDF]
Queueing Systems, 2016 We consider a cyclic polling system with general service times, general switch-over times, and simultaneous batch arrivals. This means that at an arrival epoch, a batch of customers may arrive simultaneously at the different queues of the system. For the
J. V. D. Gaast, I. Adan, R. Koster
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Predicting sojourn times across dementia disease stages, institutionalization, and mortality. [PDF]
Alzheimers Dement, 2023 Inferring the timeline from mild cognitive impairment (MCI) to severe dementia is pivotal for patients, clinicians, and researchers. Literature is sparse and often contains few patients. We aim to determine the time spent in MCI, mild‐, moderate‐, severe
Tate AE +12 more
europepmc +2 more sources
Sojourn times of Gaussian and related random fields [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2023 . This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of ...
K. Dȩbicki +3 more
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Clustered multistate models with observation level random effects, mover-stayer effects and dynamic covariates: modelling transition intensities and sojourn times in a study of psoriatic arthritis. [PDF]
J R Stat Soc Ser C Appl Stat, 2018 In psoriatic arthritis, it is important to understand the joint activity (represented by swelling and pain) and damage processes because both are related to severe physical disability.
Yiu S, Farewell VT, Tom BDM.
europepmc +3 more sources
International Journal of Stochastic Analysis, 2014 Let ((u), u >_ 0} be a stochastic process with state space A U B where A and B are disjoint sets. Denote by/(t) the total time spent in state B in the interval (0, t).
L. Takács
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Approximation of Sojourn Times of Gaussian Processes [PDF]
Methodology and Computing in Applied Probability, 2017 We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes X, in both continuous- and discrete-time framework. All results obtained here are new for the discrete-time case. In the continuous-time case,
K. Dȩbicki, Z. Michna, Xiaofan Peng
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Sojourn Times of Gaussian Processes with Trend [PDF]
Journal of Theoretical Probability, 2018 We derive exact tail asymptotics of sojourn time above the level u≥0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek ...
K. Dȩbicki, Peng Liu, Z. Michna
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