On system reliability under random load of elements
I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
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I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
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David J. Aldous (1983)
Séminaire de probabilités de Strasbourg
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Keepler, M. (1998)
Portugaliae Mathematica
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Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
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Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.
Lozanov-Crvenković, Z., Pilipović, S. (1989)
Publications de l'Institut Mathématique. Nouvelle Série
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W. Szczotka, P. Żebrowski (2012)
Applicationes Mathematicae
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Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
Brodskii, R.Ye., Virchenko, Yu.P. (2006)
Abstract and Applied Analysis
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Kosygina, Elena, Zerner, Martin P.W. (2008)
Electronic Journal of Probability [electronic only]
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Quansheng Liu (1993)
Publications mathématiques et informatique de Rennes
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Agnieszka Jurlewicz, Mark M. Meerschaert, Hans-Peter Scheffler (2011)
Studia Mathematica
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In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly...
S. K. Srinivasan, K. S. S. Iyer (1965)
Applicationes Mathematicae
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Alena Koubková (1995)
Kybernetika
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