Displaying similar documents to “The regenerative process with rare event appears on the second phase.”

Probabilistic properties of the continuous double auction

Martin Šmíd (2012)

Kybernetika

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In this paper we formulate a general model of the continuous double auction. We (recursively) describe the distribution of the model. As a useful by-product, we give a (recursive) analytic description of the distribution of the process of the best quotes (bid and ask).

Non-fragile sampled data H filtering of general continuous Markov jump linear systems

Mouquan Shen, Guangming Zhang, Yuhao Yuan, Lei Mei (2014)

Kybernetika

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This paper is concerned with the non-fragile sampled data H filtering problem for continuous Markov jump linear system with partly known transition probabilities (TPs). The filter gain is assumed to have additive variations and TPs are assumed to be known, uncertain with known bounds and completely unknown. The aim is to design a non-fragile H filter to ensure both the robust stochastic stability and a prescribed level of H performance for the filtering error dynamics. Sufficient conditions...