Regenerative renewal processes
I. Kopocińska (1988)
Applicationes Mathematicae
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I. Kopocińska (1988)
Applicationes Mathematicae
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Kunze, M., Monteiro Marques, Manuel D.P. (1997)
Journal of Convex Analysis
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Jean Picard (2010)
ESAIM: Probability and Statistics
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The density of real-valued Lévy processes is studied in small time under the assumption that the process has many small jumps. We prove that the real line can be divided into three subsets on which the density is smaller and smaller: the set of points that the process can reach with a finite number of jumps (Δ-accessible points); the set of points that the process can reach with an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process...
Rahimov, Ibrahim, Hasan, Husna (2000)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Miroslav M. Ristić, Biljana Č. Popović (2001)
Publications de l'Institut Mathématique
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André Arnold (1988)
Banach Center Publications
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M. M. Sysło (1974)
Applicationes Mathematicae
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Bernard Maisonneuve (1981)
Séminaire de probabilités de Strasbourg
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Lingjiong Zhu (2014)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we prove a process-level, also known as level-3 large deviation principle for a very general class of simple point processes, i.e. nonlinear Hawkes process, with a rate function given by the process-level entropy, which has an explicit formula.
Semerdjieva, Maria, Krastev, Evgeniy (2012)
Serdica Journal of Computing
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ACM Computing Classification System (1998): D.0, D.2.11. This paper formulates a realistic case study of a public procurement process, where the national legal system is taken in consideration. Business Process Modeling Notation (BPMN) is used for encoding processes related to the analysis of public procurement tasks. Critical elements in the public procurement process that affect time, quality and cost are identified at the organizational, process execution and system levels....