Search Results - "Methodology and computing in applied probability" :: K.UTB vyhledávací portál

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Crossings States and Sets of States in Random Walks

by Abramov, Vyacheslav M.
Published in Methodology and computing in applied probability (01.03.2023)

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Comparisons of Multi-State Systems with Binary Components of Different Sizes

by Yi, He, Balakrishnan, Narayanaswamy, Cui, Lirong
Published in Methodology and computing in applied probability (01.12.2021)

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Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication

by Akar, Nail, Gursoy, Omer, Horvath, Gabor, Telek, Miklos
Published in Methodology and computing in applied probability (01.12.2021)

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Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process

by Avram, Florin, Goreac, Dan, Adenane, Rim, Solon, Ulyses
Published in Methodology and computing in applied probability (01.12.2022)

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A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo

by Han, Qiang, Ji, Shaolin
Published in Methodology and computing in applied probability (01.12.2022)

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Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process

by Akell, Hassan, Sajadi, Farkhondeh-Alsadat, Kazemi, Iraj
Published in Methodology and computing in applied probability (01.09.2023)

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Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity

by Gu, Ailing, He, Xinya, Chen, Shumin, Yao, Haixiang
Published in Methodology and computing in applied probability (01.09.2023)

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Modeling and Control of Data Transmission

by Tanhao, Huang, Siqi, Jian, Jinwen, Chen, Yanan, Dai
Published in Methodology and computing in applied probability (01.09.2023)

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Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs

by Nazarov, Anatoly, Sztrik, János, Kvach, Anna, Tóth, Ádám
Published in Methodology and computing in applied probability (01.09.2022)

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Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects

by Zheng, Famei, Hu, Guixin
Published in Methodology and computing in applied probability (01.09.2022)

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A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process

by Mandjes, Michel, Sollie, Birgit
Published in Methodology and computing in applied probability (01.09.2022)

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Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission

by Bushkova, Tatyana, Moiseeva, Svetlana, Moiseev, Alexander, Sztrik, János, Lisovskaya, Ekaterina, Pankratova, Ekaterina
Published in Methodology and computing in applied probability (01.09.2022)

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Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes

by Kharrat, Mohamed
Published in Methodology and computing in applied probability (01.06.2023)

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Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise

by Zhang, Xuekang, Deng, Shounian, Fei, Weiyin
Published in Methodology and computing in applied probability (01.06.2023)

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On Distribution of the Number of Peaks and the Euler Numbers of Permutations

by Fu, James C., Lee, Wan-Chen, Chang, Hsing-Ming
Published in Methodology and computing in applied probability (01.06.2023)

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Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays

by Ma, Yehan, Yeh, Arthur B., Chen, John T.
Published in Methodology and computing in applied probability (01.06.2023)

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Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems

by Zhou, Qihou
Published in Methodology and computing in applied probability (01.06.2023)

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Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process

by Dassios, Angelos, Zhang, Junyi
Published in Methodology and computing in applied probability (01.06.2023)

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The distribution of extended discrete random sums and its application to waiting time distributions

by Chadjiconstantinidis, S., Koutras, M. V., Milienos, F. S.
Published in Methodology and computing in applied probability (01.06.2023)

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Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components

by Yi, He, Balakrishnan, Narayanaswamy, Li, Xiang
Published in Methodology and computing in applied probability (01.03.2023)

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