Journal: Stochastic Processes and Their Applications

Found 55 papers in total
Integrated consistency of smoothed probability density estimators for stationary sequences
Integrated consistency of smoothed probability density estimators for stationary sequences
1989,
Estimators of the form of the (marginal) probability density for a strictly stationary...
A fundamental matrix for regular semi-Markov processes
A fundamental matrix for regular semi-Markov processes
1989,
The paper extends the concept of the ‘fundamental matrix’ to semi-Markov...
The supercritical birth, death and catastrophe process: Limit theorems on the set of extinction
The supercritical birth, death and catastrophe process: Limit theorems on the set of extinction
1989,
The stationary conditional quasi-stationary distribution of the linear birth, death...
Residual risks and hedging strategies in Markovian markets
Residual risks and hedging strategies in Markovian markets
1989,
The authors prove two explicit formulae for the quadratic residual risk and for the...
On compactness of the space of policies in stochastic dynamic programming
On compactness of the space of policies in stochastic dynamic programming
1989,
For stochastic dynamic programming models with compact, history-dependent action sets,...
The convergence property of sample derivatives in closed Jackson queuing networks
The convergence property of sample derivatives in closed Jackson queuing networks
1989,
A stochastic system such as a queuing network can be specified by system parameters...
A LCFS finite buffer model with batch input and non-exponential services
A LCFS finite buffer model with batch input and non-exponential services
1989,
A finite last-come first-served queueing system is studied with batch input and...
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