Country: Israel

Found 261 papers in total
On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
On the existence of quasi-stationary distributions in denumerable R-transient Markov chains
1992,
Let be a transient Markov chain which, when restricted to the state space , is...
Estimation of the derivative of a stationary measure with respect to a control parameter
Estimation of the derivative of a stationary measure with respect to a control parameter
1992,
The paper deals with a problem which arises in the Monte Carlo optimization of steady...
On strict stationarity and ergodicity of a non-linear ARMA model
On strict stationarity and ergodicity of a non-linear ARMA model
1992,
Two recent papers by Petruccelli and Woolford and Chan et al. showed that the key...
Applications of the key renewal theorem: Crudely regenerative processes
Applications of the key renewal theorem: Crudely regenerative processes
1992,
Limit statements obtainable by the key renewal theorem are of the form EX t...
On the weak convergence of sequences of circuit processes: A probabilistic approach
On the weak convergence of sequences of circuit processes: A probabilistic approach
1992,
The asymptotic behaviour of sequences of Markov processes whose finite distributions...
A new continuous-time search model
A new continuous-time search model
1991,
The paper studies a search model in which offers of random size are received randomly...
n-Point, win-by-k games
n-Point, win-by-k games
1989,
Consider a sequence of Bernoulli trials between players A and B in which player A wins...
An extremal Markovian sequence
An extremal Markovian sequence
1989,
The paper considers an independent and identically distributed sequence { Y n } with...
Insensitivity of processes with interruptions
Insensitivity of processes with interruptions
1989,
The theory of insensitivity within generalised semi-Markov processes is extended to...
Resolvent operators of Markov processes and their applications in the control of a finite dam
Resolvent operators of Markov processes and their applications in the control of a finite dam
1989,
The resolvent operators of the following two processes are obtained: (a) the bivariate...
Linear growth in near-critical population-size dependent multitype Galton-Watson processes
Linear growth in near-critical population-size dependent multitype Galton-Watson processes
1989,
The paper considers a multitype population-size-dependent branching process in...
On weak lumpability in Markov chains
On weak lumpability in Markov chains
1989,
The authors analyse the conditions under which the aggregated process constructed from...
A discrete-time storage process with a general release rule
A discrete-time storage process with a general release rule
1989,
A discrete-time storage system with a general release rule and stationary non-negative...
A note on the multitype Markov branching process
A note on the multitype Markov branching process
1989,
The paper considers a supercritical, p- dimensional Markov branching process (MBP)....
Poisson theorem for non-homogeneous Markov chains
Poisson theorem for non-homogeneous Markov chains
1989,
This paper gives necessary and sufficient conditions for the convergence in...
Quasi-ergodicity for non-homogeneous continuous-time Markov chains
Quasi-ergodicity for non-homogeneous continuous-time Markov chains
1989,
The paper considers a non-homogeneous continuous-time Markov chain X(t) with countable...
On the extinction of the S-I-S stochastic logistic epidemic
On the extinction of the S-I-S stochastic logistic epidemic
1989,
The authors obtain an approximation to the mean time to extinction and to the...
Sojourn times in finite Markov processes
Sojourn times in finite Markov processes
1989,
Sojourn times of Markov processes in subsets of the finite state space are considered....
Some explicit results for correlated random walks
Some explicit results for correlated random walks
1989,
In a correlated random walk (CRW) the probabilities of movement in the positive and...
Shepp statistic for Markov chains application to a long-run average cost criterion
Shepp statistic for Markov chains application to a long-run average cost criterion
1989,
This paper is a generalization to Markov chains of the work of Shepp in the i.i.d....
The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
1989,
The aims of this paper are twofold. The first is to study the rate of convergence of...
NBUE and NWUE properties of increasing Markov processes
NBUE and NWUE properties of increasing Markov processes
1989,
Consider a device that deteriorates in time according to an increasing Markov process...
On a Daley-Kendall model of random rumours
On a Daley-Kendall model of random rumours
1990,
Suppose that a certain population consists of N individuals. One member initially...
Stationary distributions for piecewise-deterministic Markov processes
Stationary distributions for piecewise-deterministic Markov processes
1990,
The paper shows that the problem of existence and uniqueness of stationary...
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