On system reliability under random load of elements
I. Kopocińska, B. Kopociński (1980)
Applicationes Mathematicae
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Displaying similar documents to “Quermass-interaction process with convex compact grains”
On system reliability under random load of elements
Discrete random processes with memory: Models and applications
Tomáš Kouřim, Petr Volf (2020)
Applications of Mathematics
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The contribution focuses on Bernoulli-like random walks, where the past events significantly affect the walk's future development. The main concern of the paper is therefore the formulation of models describing the dependence of transition probabilities on the process history. Such an impact can be incorporated explicitly and transition probabilities modulated using a few parameters reflecting the current state of the walk as well as the information about the past path. The behavior...
Random walks on finite groups and rapidly mixing Markov chains
David J. Aldous (1983)
Séminaire de probabilités de Strasbourg
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Random evolutions processes induced by discrete time Markov chains.
Keepler, M. (1998)
Portugaliae Mathematica
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Some Random Time Dilations of a Markov Process.
Ronald K. Getoor, Michael J. Sharpe (1979)
Mathematische Zeitschrift
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Loop-free Markov chains as determinantal point processes
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.
Generalized random processes on the Zemanian space .
Lozanov-Crvenković, Z., Pilipović, S. (1989)
Publications de l'Institut Mathématique. Nouvelle Série
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On fully coupled continuous time random walks
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.
The Kolmogorov equation in the stochastic fragmentation theory and branching processes with infinite collection of particle types.
Brodskii, R.Ye., Virchenko, Yu.P. (2006)
Abstract and Applied Analysis
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Positively and negatively excited random walks on integers, with branching processes.
Kosygina, Elena, Zerner, Martin P.W. (2008)
Electronic Journal of Probability [electronic only]
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On random processes as an implicit solution of equations
Petr Lachout (2017)
Kybernetika
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Random processes with convenient properties are often employed to model observed data, particularly, coming from economy and finance. We will focus our interest in random processes given implicitly as a solution of a functional equation. For example, random processes AR, ARMA, ARCH, GARCH are belonging in this wide class. Their common feature can be expressed by requirement that stated random process together with incoming innovations must fulfill a functional equation. Functional dependence...
On the Survival Probability of a Branching Process in a Random Environment
Quansheng Liu (1993)
Publications mathématiques et informatique de Rennes
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Cluster continuous time random walks
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...