Basics of Applied Stochastic Processes
From MaRDI portal
Publication:3549477
Recommendations
Cited in
(55)- A general method for analysis and valuation of drawdown risk
- The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case
- Controlling variability in split-merge systems and its impact on performance
- On signalling and estimation limits for molecular birth-processes
- Renewal reward perspective on linear switching diffusion systems in models of intracellular transport
- Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients
- On a central limit theorem in renewal theory
- An analytical method for cost analysis in multi-stage supply chains: a stochastic network model approach
- Stochastic reaction networks within interacting compartments
- Optimal sequencing of heterogeneous, non-instantaneous interventions
- Stochastic-Process Limits
- A restless bandit model for resource allocation, competition, and reservation
- Markov-modulated processes and semigenerative phenomena
- Computing stationary expectations in level-dependent QBD processes
- On the mean residence time in stochastic lattice-gas models
- scientific article; zbMATH DE number 2062342 (Why is no real title available?)
- Bounded truncation error for long-run averages in infinite Markov chains
- Pure jump models for pricing and hedging VIX derivatives
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
- The overflow probability asymptotics in a single-class retrial system with general retrieve time
- Condition-based maintenance policies under imperfect maintenance at scheduled and unscheduled opportunities
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis
- Approximate adaptive uniformization of continuous-time Markov chains
- \(K\)-th record values and their basic properties
- Effective behavior of cooperative and nonidentical molecular motors
- Fluid computation of passage-time distributions in large Markov models
- Characterization of the Pólya-Aeppli process
- Secure high-rate transaction processing in bitcoin
- Admissibility analysis of stochastic singular systems with Poisson switching
- New results for a thinned renewal process
- Applied stochastic processes.
- A general approach for lookback option pricing under Markov models
- Multi-stage optimization for periodic inspection planning of geo-distributed infrastructure systems
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- An infinite-server queue influenced by a semi-Markovian environment
- The evolution of a spatial stochastic network
- Convergence of direct recursive algorithm for identification of Preisach hysteresis model with stochastic input
- Age of information in IoT-based networked control systems: a MAC perspective
- Feedback control of switched stochastic systems using randomly available active mode information
- Service-time ages, residuals, and lengths in an \(\mathrm{M}/\mathrm{GI}/\infty \) service system
- A journey in the world of stochastic processes
- Regime switching optimal growth model with risk sensitive preferences
- The stationary distribution of a Markov jump process glued together from two state spaces at two vertices
- Moments of the forward recurrence time in a renewal process
- The minimum positional error incurred by any connectivity-based positioning algorithm for mobile wireless systems
- Resource competition in virtual network embedding
- Limit theorems for longest monotone subsequences in random Mallows permutations
- A blockchain prediction model on time, value, and purchase based on Markov chain and queuing theory in stock trade
- Optimal stock portfolio selection with a multivariate hidden Markov model
- scientific article; zbMATH DE number 7662452 (Why is no real title available?)
- Oblivious parallel RAM: improved efficiency and generic constructions
- A new look at Markov processes of \(\mathrm{G}/\mathrm{M}/1\)-type
- Catalan numbers recurrence as a stationary state equation of the probabilistic cellular automaton
- Asymptotic expansions for the stationary moments of a modified renewal-reward process with dependent components
- Solution of master equations by fermionic-duality: time-dependent charge and heat currents through an interacting quantum dot proximized by a superconductor
This page was built for publication: Basics of Applied Stochastic Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3549477)
