Francisco Germán Badía Blasco, M.ª Dolores Berrade Ursúa, Clemente A. Campos (2002)
Qüestiió
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The unrevealed failures of a system are detected only by inspection. In this work, an inspection policy along with a maintenance procedure for multiunit systems with dependent times to failure is presented. The existence of an optimum policy is also discussed.
Alejandro Balbás, Miguel Mirás, María José Muñoz (1998)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Jan Gadomski (2009)
Control and Cybernetics
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H. Kesten, M. V. Kozlov, F. Spitzer (1975)
Compositio Mathematica
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Viliam Makiš (1985)
Kybernetika
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Elena Kosygina, Thomas Mountford (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We consider excited random walks (ERWs) on ℤ with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [15] have shown that when the total expected drift per site, , is larger than 1 then ERW is transient to the right and, moreover, for >4 under the averaged measure it obeys the Central Limit Theorem. We show that when ∈(2, 4] the limiting behavior of an appropriately centered and scaled excited...
Stanisław Trybuła (2000)
Applicationes Mathematicae
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The problems of minimax mutual prediction are considered for binomial and multinomial random variables and for sums of limited random variables with unknown distribution. For the loss function being a linear combination of quadratic losses minimax mutual predictors are determined where the parameters of predictors are obtained by numerical solution of some equations.
Remigijus Leipus, Alfredas Račkauskas (1999)
Applicationes Mathematicae
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We consider multidimensional tree-based models of arbitrage-free and path-independent security markets. We assume that no riskless investment exists. Contingent claims pricing and hedging problems in such a market are studied.