Conditional processes induced by birth and death processes.
Iizuka, Masaru, Tomisaki, Matsuyo (2010)
International Journal of Mathematics and Mathematical Sciences
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Iizuka, Masaru, Tomisaki, Matsuyo (2010)
International Journal of Mathematics and Mathematical Sciences
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Jan M. Swart (2011)
Kybernetika
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It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the negatives of the eigenvalues of the stopped process. Recently, Diaconis and Miclo have given a probabilistic proof of this fact by constructing a coupling between a general birth-and-death process and a process whose birth rates are the negatives of...
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....
Rahimov, Ibrahim, Hasan, Husna (2000)
Bulletin of the Malaysian Mathematical Sciences Society. Second Series
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Matthes, Klaus, Nawrotzki, Kurt, Siegmund-Schultze, Rainer (1997)
Serdica Mathematical Journal
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The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the...
Miguel González, Manuel Molina (1992)
Extracta Mathematicae
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Jagers, Peter, Lagerås, Andreas Nordvall (2008)
Electronic Communications in Probability [electronic only]
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Kunze, M., Monteiro Marques, Manuel D.P. (1997)
Journal of Convex Analysis
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André Arnold (1988)
Banach Center Publications
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Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
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