constant gain state feedback stabilization of stochastic hybrid systems with Wiener process.
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Displaying 1 – 20 of 106
A coupling technique for stochastic comparison of functions of Markov processes.
Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
A different construction of gaussian fields from Markov chains : Dirichlet covariances
Persi Diaconis, Steven N. Evans (2002)
Annales de l'I.H.P. Probabilités et statistiques
A discrete single server queue with Markovian arrivals and phase type group services.
Alfa, Attahiru Sule, Dolhun, K.Laurie, Chakravarthy, S. (1995)
Journal of Applied Mathematics and Stochastic Analysis
A finite capacity queue with Markovian arrivals and two servers with group services.
Chakravarthy, S., Alfa, Attahiru Sule (1994)
Journal of Applied Mathematics and Stochastic Analysis
A graph method for Markov models solving
Jaroslav Markl (1993)
Acta Mathematica et Informatica Universitatis Ostraviensis
A martingale approach to some Wiener-Hopf problems, II
R. R. London, Henry P. Mc Kean, L. C. G. Rogers, David Williams (1982)
Séminaire de probabilités de Strasbourg
A note on a result of Kendall
Kandiah Dayanithy (1979)
Czechoslovak Mathematical Journal
A note on spider walks
Christophe Gallesco, Sebastian Müller, Serguei Popov (2011)
ESAIM: Probability and Statistics
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A note on spider walks
Christophe Gallesco, Sebastian Müller, Serguei Popov (2012)
ESAIM: Probability and Statistics
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A representation for non-colliding random walks.
O'Connell, Neil, Yor, Marc (2002)
Electronic Communications in Probability [electronic only]
A stability theorem for elliptic Harnack inequalities
Richard F. Bass (2013)
Journal of the European Mathematical Society
We prove a stability theorem for the elliptic Harnack inequality: if two weighted graphs are equivalent, then the elliptic Harnack inequality holds for harmonic functions with respect to one of the graphs if and only if it holds for harmonic functions with respect to the other graph. As part of the proof, we give a characterization of the elliptic Harnack inequality.
An oriented competition model on .
Lalley, Steven P., Kordzakhia, George (2008)
Electronic Communications in Probability [electronic only]
Approximate evaluation of continuous review policies in two-echelon inventory systems with stochastic transportation times
Abdullah S. Karaman (2017)
Kybernetika
This paper considers a distribution inventory system that consists of a single warehouse and several retailers. Customer demand arrives at the retailers according to a continuous-time renewal process. Material flow between echelons is driven by reorder point/order quantity inventory control policies. Our objective in this setting is to calculate the long-run inventory, backorder and customer service levels. The challenge in this system is to characterize the demand arrival process at the warehouse....
Asymptotic expansion for the functional of Markovian evolution in in the circuit of diffusion approximation.
Samoilenko, I.V. (2005)
Journal of Applied Mathematics and Stochastic Analysis
Asymptotics of certain coagulation-fragmentation processes and invariant Poisson-Dirichlet measures.
Mayer-Wolf, E., Zeitouni, O., Zerner, M.P.W. (2002)
Electronic Journal of Probability [electronic only]
Binomial-Poisson entropic inequalities and the M/M/∞ queue
Djalil Chafaï (2006)
ESAIM: Probability and Statistics
This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/∞ queue. They describe in particular the exponential dissipation of Φ-entropies along this process. This simple queueing process appears as a model of “constant curvature”, and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group ...
Birth and death processes with absorption.
Ismail, Mourad E.H., Letessier, Jean, Valent, Galliano (1992)
International Journal of Mathematics and Mathematical Sciences
Characterizations of embeddable stochastic matrices with a negative eigenvalue.
Carette, Philippe (1995)
The New York Journal of Mathematics [electronic only]
Clark–Ocone formulas and Poincaré inequalities on the discrete cube
Cécile Ané (2001)
Annales de l'I.H.P. Probabilités et statistiques
Currently displaying 1 – 20 of 106
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