The following pages link to Stochastic Models (Q2746220):
Displayed 50 items.
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- On the Accuracy of the OPC Approximation for a Symmetric Overflow Loss Model (Q2841132) (← links)
- Subexponential Asymptotics of the Stationary Distributions of GI/G/1-Type Markov Chains (Q2841133) (← links)
- Equilibrium Distributions of Discrete Phase Type (Q2841134) (← links)
- A Risk Model Based on Markov Chains with Marked Transitions (Q2841135) (← links)
- Lipschitz-Killing Curvatures of the Excursion Sets of Skew Student's<i>t</i>Random Fields (Q2841136) (← links)
- Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- Fixation Time for an Evolutionary Model (Q2854348) (← links)
- Transition of the Degree Sequence in the Random Graph Model of Cooper, Frieze, and Vera (Q2854349) (← links)
- The Israeli Queue with Priorities (Q2854350) (← links)
- Tail Probability of the Supremum of a Random Walk with Stable Steps and a Nonlinear Negative Drift (Q2854351) (← links)
- On Some Properties of Bivariate Exponential Distributions (Q2904310) (← links)
- Finite Horizon Decision Timing with Partially Observable Poisson Processes (Q2904311) (← links)
- Some Exact and Asymptotic Solutions to Single Server Models of Dynamic Storage (Q2904312) (← links)
- BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- Combined Analysis of Transient Delay Characteristics and Delay Autocorrelation Function in the<b><i>G</i></b><b><i>e</i></b><b><i>o</i></b><sup><b><i>X</i></b></sup>/<b><i>G</i></b>/<b>1</b>Queue (Q2904315) (← links)
- Marcel F. Neuts (1935–2014) (Q2937467) (← links)
- Introduction to the Special Issue on the Eighth International Conference on Matrix-Analytic Methods in Stochastic Models (Q2937468) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Performance Analysis of Exponential Multi-Server Production Lines with Fluid Flow and Finite Buffers (Q2937471) (← links)
- Stochastic Bounds with a Low Rank Decomposition (Q2937472) (← links)
- A Tree-Structured Markovian Model of the Shipment Consolidation Process (Q2937474) (← links)
- Commuting Matrices in the Queue Length and Sojourn Time Analysis of MAP/MAP/1 Queues (Q2937475) (← links)
- Phase Type Distributions with Finite Support (Q2937476) (← links)
- Corrected Phase-Type Approximations of Heavy-Tailed Queueing Models in a Markovian Environment (Q2937477) (← links)
- Multi-class M/PH/1 queues with deterministic impatience times (Q2976119) (← links)
- The characteristic polynomial and the Laplace representations of MAP(2)s (Q2976120) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion (Q2976122) (← links)
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123) (← links)
- A computational algorithm for the loss probability in the M/G/1+PH queue (Q2976124) (← links)
- A delayed dual risk model (Q2976125) (← links)
- Asymptotic Hitting Distribution for a Reflected Random Walk in the Positive Quadrant (Q3006671) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Asymptotics of the Invariant Measure of a Generalized Markov Branching Process (Q3006674) (← links)
- Statistical Testing of Chargaff's Second Parity Rule in Bacterial Genome Sequences (Q3006675) (← links)
- A New Method for Deriving Waiting-Time Approximations in Polling Systems with Renewal Arrivals (Q3006676) (← links)
- A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations (Q3006677) (← links)
- An Approximation to the Distribution and the Moments of the Number of Events in Markovian Arrival Processes (Q3068087) (← links)
- Light-Tailed Asymptotics of Stationary Tail Probability Vectors of Markov Chains of M/G/1 Type (Q3068089) (← links)
- Heavy Traffic Analysis of a Simple Closed-Loop Supply Chain (Q3068090) (← links)
- Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091) (← links)
- The Single Server Queue with Synchronized Services (Q3068092) (← links)
- Recursions for the MMPP Score Vector and Observed Information Matrix (Q3068094) (← links)
- Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory (Q3094228) (← links)
- On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)