Country: United Kingdom

Found 17295 papers in total
On the inverse of the first hitting time problem for bidimensional processes
1997,
Bidimensional processes defined by dx(t) = ρ(x,y)dt and dy(t) = m(x,y)dt +...
First-passage-time densities for time-non-homogeneous diffusion processes
1997,
In this paper we study a Volterra integral equation of the second kind, including two...
Average case behavior of random search for the maximum
1997,
This paper is a study of the error in approximating the global maximum of a Brownian...
Extremes for shot noise processes with heavy tailed amplitudes
1997,
Extreme value results for a class of shot noise processes with heavy tailed amplitudes...
A power-law model and other models for long-range dependence
1997,
It is becoming increasingly recognized that some long series of data can be adequately...
Detailed probabilistic analysis of the integrated three-valued telegraph signal
1997,
In this paper the integrated three-valued telegraph process X = X(t), t ≧ 0 is...
Limit theorems for the total size of a spatial epidemic
1997,
We study the long-term behaviour of a sequence of multitype general stochastic...
Coherent structures and unimodality
1997,
This paper is concerned with the preservation of unimodality under coherent structures...
Stochastic comparison of point random fields
1997,
We give an alternative proof of a point-process version of the...
Two chain-transformations and their applications to quantiles
1997,
We describe two chain-transformations which explain and extend identities for order...
On the rate of Poisson process approximation to a Bernoulli process
1997,
This note gives the rate for a Wasserstein distance between the distribution of a...
On the rate of convergence for extremes of mean square differentiable stationary normal processes
1997,
Let &zetacn;( t ); t ≧ 0 be a normalized continuous mean square differentiable...
Limit motion of an Ornstein–Uhlenbeck particle on the equilibrium manifold of a force field
1997,
In this paper we consider a position–velocity Ornstein–Uhlenbeck process...
Market area of rail–truck terminals: Pertinence of the spatial theory
1997,
The comparison of transport modes cannot neglect space or location. Road and rail...
On defining long-range dependence
1997,
Long-range dependence has usually been defined in terms of covariance properties...
Automobile ownership and government policy: The economics of Singapore's vehicle quota scheme
1997,
Rapid growth in real income in many countries of South-East Asia has led to large...
Preservation of multivariate stochastic orders under multivariate Poisson shock models
1997,
Consider two systems, labeled system 1 and system 2, each with m components. Suppose...
A simple detection scheme for delay-inducing freeway incidents
1997,
This paper describes a freeway incident detection scheme that does not rely on...
Reliability analysis for systems in a random environment
1997,
We consider some important systems in reliability theory situated in a random...
Designing signal-controlled junctions for group-based operation
1997,
A mathematical framework for describing an individual signal-controlled junction is...
Multivariate age replacement
1997,
Age replacement policy is commonly used in order to reduce the number of in-service...
Simulation support tool for real-time dispatching control in public transport
1998,
In practice punctuality of transit service has been a chronic operational problem...
Spectral factorization of periodically correlated MA(1) processes
1998,
The spectral factorization problem, i.e. the problem of obtaining all possible MA...
Estimating the effects of carrier transit-time performance on logisitics cost and service
1998,
Joint determination of an appropriate transportation mode and an optimal inventory...
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