Markov processes with product-form stationary distribution.
Burdzy, Krzysztof, White, David (2008)
Electronic Communications in Probability [electronic only]
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Burdzy, Krzysztof, White, David (2008)
Electronic Communications in Probability [electronic only]
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Burdzy, Krzysztof, White, David (2004)
Electronic Communications in Probability [electronic only]
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Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
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Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)
Journal of Applied Mathematics and Stochastic Analysis
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Christiane Cocozza-Thivent, Michel Roussignol (2010)
ESAIM: Probability and Statistics
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We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
Endre Iglói (2004)
ESAIM: Probability and Statistics
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The LISDLG process denoted by is defined in Iglói and Terdik [ESAIM: PS 7 (2003) 23–86] by a functional limit theorem as the limit of ISDLG processes. This paper gives a more general limit representation of . It is shown that process has its own renormalization group and that can be represented as the limit process of the renormalization operator flow applied to the elements of some set of stochastic processes. The latter set consists of IGSDLG processes which are generalizations...
Daley, D.J., Rolski, T., Vesilo, R. (2007)
Journal of Applied Mathematics and Decision Sciences
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(1972)
RAIRO - Operations Research - Recherche Opérationnelle
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End Iglói, György Terdik (2003)
ESAIM: Probability and Statistics
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In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants....
Kozlova, Marina, Salminen, Paavo (2005)
Electronic Communications in Probability [electronic only]
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A. J. Stam (1965-1966)
Compositio Mathematica
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P. K. Das, Arpita Ghosh (2007)
Banach Center Publications
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In this paper we study approximate quasi-probability distribution functions of nonclassical states such as incoherent states, Kerr states, squeezed states and k-photon coherent states in interacting Fock space.