Found 97029 papers in total
Asymptotic periodicity of the variances and covariances of the state sizes in non-homogeneous Markov systems
1988,
In this paper the authors study the asymptotic periodicity of the sequence of means, variances and...
First-passage-time density and moments of the Ornstein-Uhlenbeck process
1988,
A detailed study of the asymptotic behavior of the first-passage-time p.d.f. and its moments is carried...
The transient behaviour of the simple random walk in the plane
1988,
For the simple two-dimensional random walk on the vertices of a rectangular lattice, the asymptotic forms...
Hitting times of decreasing sets for regenerative processes
1988,
Let { X ( t ): t ≥0} be a regenerative process with excursion process { Y ( u ):0• u < T , T }...
On higher-dimensional analogues of the arc-sine law
1988,
The arc-sine laws form one of the cornerstones of classical one-dimensional fluctuation theory. In higher...
A simple proof of the multivariate random time change theorem for point processes
1988,
A simple proof of the multivariate random time change theorem of Meyer is given. This result includes...
A note on cumulative shock models
1988,
A shock model in which the time intervals between shocks are in the domain of attraction of a stable law...
On solutions of a stochastic integral equation of the Volterra type with applications for chemotherapy
1988,
This paper deals with the existence of solutions of a stochastic integral equation of the Volterra type...
On the dependence structure of hitting times of univariate processes
1988,
Some concepts of dependence have recently been introduced by Ebrahimi to explore the structural properties...
On higher moments of the population size in a subcritical branching process
1988,
Let { Z ( t ), t ≥0} be an age-dependent subcritical branching process. The paper shows that if the...
Sample-path derivations of the excess, age, and spread distributions
1988,
The familiar limiting distributions of excess, age, and spread are derived on sample paths, where these...
On the range of a constrained random walk
1988,
The authors study statistical properties of the range (¸= number of distinct sites visited) of a...
Honest Bernoulli excursions
1988,
For simple random walk on the integers, consider the chance that the walk has traveled distance k from its...
Generalised mixtures of exponential distributions
1988,
An attempt has been made to generalise the concept of exponential mixture to the multivariate case through...
Assessing the effects of machine breakdowns in stochastic scheduling
1988,
In most scheduling problems discussed in the literature it is assumed that the machine (i.e. key resource)...
Markov chains with rare transitions and simulated annealing
1989,
We consider ‘approximately stationary’ Markov chains in which the entries of the one-step...
Martingale inequalities, interpolation and NP-complete problems
1989,
In a previous work, the authors showed how to use martingale inequalities in the probabilistic
Gamma processes
1989,
The Beta-Gamma transformation is described and is used to define a very simple first-order autoregressive...
A probabilistic model for reciprocity failure at an n-atom developable silver speck in a photographic emulsion
1989,
The paper studies probabilistic models for high and low intensity reciprocity failure in the photographic...
Extreme value theory for processes with periodic variances
1989,
Suppose { X n , n ≥1} is a stationary sequence satisfying the D and D' mixing conditions given by...
Simple two dimensional models for the spread of a disease
1989,
A simple two dimensional stochastic model is proposed to model the spread of a disease amongst a fixed...
Pareto processes
1988,
An autoregressive process ARP(1) with Pareto-distributed inputs, analogous to those of Lawrence and Lewis,...
The distributional structure of finite moving-average processes
1988,
Analysis of time-series models has, in the past, concentrated mainly on second-order properties, i.e. the...
On the general bilinear time series model
1988,
A sufficient condition is derived for the existence of a strictly stationary solution of the general...
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