Results 51 to 60 of about 29,061,826 (65)
Nonidentifiability of the Two-State Markovian Arrival Process
, 2010 In this paper we consider the problem of identifiability for the two-state Markovian arrival process (MAP2). In particular, we show that the MAP2 is not identifiable, providing the conditions under which two different sets of parameters induce identical ...
Pepa Ramírez-Cobo +2 more
core +1 more source
EIGENVALUE EXPRESSION FOR A BATCH MARKOVIAN ARRIVAL PROCESS [PDF]
, 1995 Consider a batch Markovian arrival process (BMAP) as the counting process of an underlying Markov process representing the state of environment. Such a process is useful for representing correlated inputs for example.
Shoichi Nishimura, Hajime Sat
core
Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model [PDF]
In this paper, a class of forward rate dependent Markovian transformations of the Heth-Jarrow-Morton [HJM92] term structure model are obtained by considering volatility processes that are solutions of linear ordinary differential equations.
Oh-Kang Kwon, Carl Chiarella
core
Spatial Synchronous Markovian Arrival Orocess (Spatial SynchMAP)
This paper introduces and analyzes the Spatial Synchronous Markovian Arrival Process (Spatial SynchMAP), a novel extension of classical Markovian arrival processes that simultaneously captures temporal dynamics through a finite state space {1, ...,K ...
Dinata Syalam Ali Wira
core
Some of the next articles are maybe not open access.
Related searches:
Related searches:
A redundant n-system under shocks and repairs following Markovian arrival processes
Reliability Engineering and System Safety, 2014Montoro-Cazorla Delia +1 more
exaly
Shock models under a Markovian arrival process
Mathematical and Computer Modelling, 2009Rafael Perez Ocon
exaly
The first two moment matrices of the counts for the markovian arrival process
Stochastic Models, 1992exaly