Topics in Markov Additive Processes.
Topological Markov chains with dicyclic dimension group.
Topologie fine et mesure de référence.
Topologies du type de Skorohod
Towards effective dynamics in complex systems by Markov kernel approximation
Many complex systems occurring in various application share the property that the underlying Markov process remains in certain regions of the state space for long times, and that transitions between such metastable sets occur only rarely. Often the dynamics within each metastable set is of minor importance, but the transitions between these sets are crucial for the behavior and the understanding of the system. Since simulations of the original process are usually prohibitively expensive, the effective...
Transformation de Riesz pour les semi-groupes symétriques. Première partie : étude de la dimension 1
Transformation de Riesz pour les semi-groupes symétriques. Seconde partie : étude sous la condition
Transformation of Markov processes
Transformations de Riesz pour les lois gaussiennes
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Transience and non-explosion of certain stochastic Newtonian systems.
Transience and recurrence of Markov processes
Transience de certaines chaînes semi-markoviennes
Transience of percolation clusters on wedges.
Transience, recurrence and speed of diffusions with a non-markovian two-phase “use it or lose it” drift
We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases – a transient to mode which is activated when the diffusion is sufficiently near its running maximum, and a recurrent mode which is activated otherwise. We also consider the speed of a diffusion with a two-phase drift, where the drift is equal to a certain non-negative constant when the diffusion is sufficiently near...
Transient analysis in discrete time of Markovian queues with quadratic rates.
Transient analysis of a queue where potential customers are discouraged by queue length.
Transient and stationary characteristics of a packet buffer modelled as an map/sm/1/b system
Transient probabilities for a simple birth-death-immigration process under the influence of total catastrophes.