Displaying similar documents to “Quasi-stationary distributions for birth-death processes with killing.”

A Gaussian oscillator.

Burdzy, Krzysztof, White, David (2004)

Electronic Communications in Probability [electronic only]

Similarity:

Linear distribution processes.

Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Semi-Markov processes for reliability studies

Christiane Cocozza-Thivent, Michel Roussignol (2010)

ESAIM: Probability and Statistics

Similarity:

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.

Renormalization group of and convergence to the LISDLG process

Endre Iglói (2004)

ESAIM: Probability and Statistics

Similarity:

The LISDLG process denoted by J ( t ) 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 J ( t ) . It is shown that process J ( t ) has its own renormalization group and that J ( t ) 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...

Addendum

(1972)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

Superposition of diffusions with linear generator and its multifractal limit process

End Iglói, György Terdik (2003)

ESAIM: Probability and Statistics

Similarity:

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....