Random evolutions processes induced by discrete time Markov chains.
Keepler, M. (1998)
Portugaliae Mathematica
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Displaying similar documents to “On system reliability under random load of elements”
Random evolutions processes induced by discrete time Markov chains.
Some Random Time Dilations of a Markov Process.
Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
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Optimal stopping of a random length sequence of maxima over a random barrier
Z. Porosiński (1988)
Applicationes Mathematicae
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Quermass-interaction process with convex compact grains
Kateřina Helisová, Jakub Staněk (2016)
Applications of Mathematics
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The paper concerns an extension of random disc Quermass-interaction process, i.e. the model of discs with mutual interactions, to the process of interacting objects of more general shapes. Based on the results for the random disc process and the process with polygonal grains, theoretical results for the generalized process are derived. Further, a simulation method, its advantages and the corresponding complications are described, and some examples are introduced. Finally, a short comparison...
On coincidences in renewal streams
I. Kopocińska, B. Kopociński (1987)
Applicationes Mathematicae
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Random walks on finite groups and rapidly mixing Markov chains
David J. Aldous (1983)
Séminaire de probabilités de Strasbourg
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A linear programming approach to error bounds for random walks in the quarter-plane
Jasper Goseling, Richard J. Boucherie, Jan-Kees van Ommeren (2016)
Kybernetika
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We consider the steady-state behavior of random walks in the quarter-plane, in particular, the expected value of performance measures that are component-wise linear over the state space. Since the stationary distribution of a random walk is in general not readily available we establish upper and lower bounds on performance in terms of another random walk with perturbed transition probabilities, for which the stationary distribution is a geometric product-form. The Markov reward approach...
Random processes associated with random points on a line
S. K. Srinivasan, K. S. S. Iyer (1965)
Applicationes Mathematicae
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On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
Zachary, Stan, Foss, S.G. (2006)
Sibirskij Matematicheskij Zhurnal
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On domination and sufficiency in sequential analysis
R. Dohler (1985)
Banach Center Publications
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On modulated random measures.
Dshalalow, Jewgeni H. (1991)
Journal of Applied Mathematics and Stochastic Analysis
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On limit distribution theorems for sums of a random number of random variables appearing in the study of rarefaction of a recurrent process
D. Szynal (1976)
Applicationes Mathematicae
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Random walk in random environment with asymptotically zero perturbation
M.V. Menshikov, Andrew R. Wade (2006)
Journal of the European Mathematical Society
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We give criteria for ergodicity, transience and null-recurrence for the random walk in random environment on , with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different from the previously studied cases. Our method is based on a martingale technique—the method of Lyapunov functions. ...