Results 251 to 260 of about 4,895,065 (306)

Unconditional <i>de novo</i> generation and functional validation of synthetic promoters with a diffusion model. [PDF]

Synth Syst Biotechnol
Lin C, Zhu Z, Wang X, Wang Y.
europepmc   +1 more source

From visibility graphs to cognition. [PDF]

Front Netw Physiol
Gautam S, Grigolini P.
europepmc   +1 more source

Stochastic threshold dynamics of an HIV model with latent cell activation under mean-reverting environmental noise. [PDF]

Infect Dis Model
Cao Z, Jiang Y, Shi Z, Jiang D, Wei S, Zhou Y.   +5 more
europepmc   +1 more source

Stationary distribution of absolute autoregression [PDF]

Kybernetika, 2005
Summary: A procedure for the computation of the stationary density of the absolute autoregression (AAR) model driven by white noise with symmetrical density is described. This method is used for deriving explicit formulas for the stationary distribution and further characteristics of AAR models with given distribution of white noise.
Jirí Andel, Pavel Ranocha
openaire   +4 more sources

Some of the next articles are maybe not open access.

Related searches:

Stationary distribution of stochastic population systems

Systems and Control Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xuerong Mao
exaly   +6 more sources

Stationary Distribution of a Stochastic Process

Journal of Mathematical Sciences, 2018
Summary: We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Lotov, V. I., Okhapkina, E. M.
openaire   +1 more source

Moments for stationary and quasi-stationary distributions of markov chains

Journal of Applied Probability, 1985
A necessary and sufficient set of conditions is given for the finiteness of a general moment of the R -invariant measure of an R -recurrent substochastic matrix. The conditions are conceptually related to Foster's theorem. The result extends that of [8], and is illustratively applied to the single and multitype subcritical Galton–Watson process to find
Seneta, E., Tweedie, R. L.
openaire   +1 more source

EPSTA: The coincidence of time-stationary and customer-stationary distributions

Queueing Systems, 1989
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dieter König, Volker Schmidt
openaire   +2 more sources

Testing whether the uniform distribution is a stationary distribution

Information Processing Letters, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sourav Chakraborty 0001, Akshay Kamath, Rameshwar Pratap   +2 more
openaire   +1 more source