Factorial moment espansion for stochastic systems
From MaRDI portal
Publication:1890705
DOI10.1016/0304-4149(94)00071-ZzbMATH Open0816.60042MaRDI QIDQ1890705FDOQ1890705
Authors: Bartlomiej Blaszczyszyn 
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Recommendations
- scientific article
- On moment-dissipative stochastic dynamical systems
- On Moment Matching for Stochastic Systems
- Moments of Random Variables: A Systems-Theoretic Interpretation
- Random moment analysis of stochastic hierarchical systems
- A coordinate-free approach to the method of moments in the theory of multidimensional stochastic systems
- System-size expansion of the moments of a master equation
- Exponential moments for numerical approximations of stochastic partial differential equations
- Generalized moment estimation of stochastic differential equations
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)
Cites Work
- An introduction to the theory of point processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A continuous polling system with general service times
- Finiteness of waiting-time moments in general stationary single-server queues
- Title not available (Why is that?)
- Title not available (Why is that?)
- Analyticity of Poisson-driven stochastic systems
- A formal approach to queueing processes in the steady state and their applications
- On the Characteristics of the General Queueing Process, with Applications to Random Walk
- Some remarks on conditional distributions for point processes
- Reduction of n-th moment measures and the special case of the third moment measure of stationary and isotropic planar point processes
- Open Queueing Systems in Light Traffic
- Light Traffic Approximations in Queues
- Queues in series in light traffic
- Light traffic approximations in general stationary single-server queues
- Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- On inversion formulae forn-fold Palm distributions of point processes in LCS-spaces
Cited In (16)
- Differentiability of functionals of Poisson processes via coupling. With applications to queueing theory
- Factorial moments of point processes
- Central limit theorem for exponentially quasi-local statistics of spin models on Cayley graphs
- Perturbation analysis of functionals of random measures
- Taylor-series expansion for multivariate characteristics of classical risk processes
- Title not available (Why is that?)
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
- Taylor series expansions for Poisson-driven (max,+)-linear systems
- A note on expansion for functionals of spatial marked point processes
- Perturbation analysis and Malliavin calculus
- A coordinate-free approach to the method of moments in the theory of multidimensional stochastic systems
- Perturbation analysis of Poisson processes
- A new look at transient versions of Little's law, and M/G/1 preemptive last-come-first-served queues
- Expansion formulae for characteristics of cumulative cost in finite horizon production models
- A multiscale maximum entropy moment closure for locally regulated space-time point process models of population dynamics
This page was built for publication: Factorial moment espansion for stochastic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1890705)
