The run probabilities of tes processes

DOI10.1080/15326349408807324zbMATH Open0806.60024OpenAlexW2079796331MaRDI QIDQ4314756FDOQ4314756

Authors: David L. Jagerman, Benjamin Melamed 

Publication date: 14 February 1995

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349408807324

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zbMATH Keywords

numerical approximationsTES processesrun probabilitiesMonte Carlo simulation statisticsSokolov approximation methodology

Mathematics Subject Classification ID

General second-order stochastic processes (60G12)

Cited In (2)

• On Markovian traffic with applications to TES processes
• MARM processes. I: General theory

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