Results 11 to 20 of about 203,041 (311)
On stochastic integration for volatility modulated Levy-driven Volterra processes [PDF]
, 2013 10.08.12 KB. Copyright belongs with authors submitted to arXiv under CC licence. Ok to add to Spiral.This paper develops a stochastic integration theory with respect to volatility modulated Lévy-driven Volterra () processes.
Barndorff-Nielsen, OE +3 more
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MEXIT : Maximal un-coupling times for stochastic processes [PDF]
, 2018 Classical coupling constructions arrange for copies of the same Markov process started at two dif- ferent initial states to become equal as soon as possible.
Rosenthal, Jeff S. +13 more
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The number of overtakes in an M/M/2 queue
Operations Research Perspectives, 2018 The phenomenon of overtaking in queueing systems and queueing networks has been addressed by several authors with various motivations in the last decades. Nevertheless, up to now, for the relatively simple M/M/2/FCFS queue, the distribution of the number
Hendrik Baumann, Berenice Anne Neumann
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The expected discrimination frequency for two-server queues
Operations Research Perspectives, 2018 Fairness measures for queues were introduced for measuring the individual satisfaction of human customers with respect to the waiting experience. The measure which performs best in some sense is the expected discrimination frequency (DF).
Berenice Anne Neumann, Hendrik Baumann
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A posteriori error estimation for stochastic static problems [PDF]
, 2014 To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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Communications, 2018 Errata: Communications - Scientific Letters of the University of Zilina, Vol. 20, No.1, 2018, "On Frequency Estimation for Partially Observed System with Small Noises in State and Observation Equations", pp. 67-72. The third author should have the number
Oleg V. Chernoyarov +2 more
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Cognition as a Mechanical Process
NeuroSci, 2021 Cognition is often defined as a dual process of physical and non-physical mechanisms. This duality originated from past theory on the constituent parts of the natural world.
Robert Friedman
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Markov processes of cubic stochastic matrices: Quadratic stochastic processes
Linear Algebra and its Applications, 2019 We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic matrices satisfying an analogue of the Kolmogorov-Chapman equation (KCE).
J.M. Casas, M. Ladra, U.A. Rozikov
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Runoff as a Stochastic Process
International Journal of Mathematics and Computers in Simulation, 2022 Runoff stationary critical flow is investigated as a stochastic process by means of two routing simulation models, a stream confluence, which has beens interpreted as a Marcus- Lushnikov coalescence process, and a channel splitting model, which has ben interpreted as a Markov chain over a regular tree.
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Domains and stochastic processes
Theoretical Computer Science, 2020 arXiv admin note: substantial text overlap with arXiv:1607 ...
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