A new stochastic model and its diffusion approximation

DOI10.1214/15-BJPS303MaRDI QIDQ519732zbMATH OpenFDO

Authors Shai Covo, Amir Elalouf

Publication date 5 April 2017

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1485334825

zbMATH Keywords

biconvex covariance functionBrownian bridgediffusion approximationGaussian processinfinite server queueinhomogeneous Brownian sheetnonpositively correlated increments

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22)

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(8)

• A stochastic formulation of the Bass model of new-product diffusion
• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• Approach to Stationarity of the Bernoulli–Laplace Diffusion Model
• Une généralisation du modèle de diffusion de Bernoulli–Laplace
• A stochastic approach to enhanced diffusion
• A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis
• A method for identifying diffusive trajectories with stochastic models

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