Completely positive measures and Feller semigroups.
Comportement asymptotique de certaines fonctionnelles additives de plusieurs mouvements browniens
Comportement asymptotique des fonctions harmoniques sur les arbres
Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane
Comportement asymptotique du noyau potentiel sur les groupes de Lie
Comportement asymptotique du temps d'occupation du processus des sommes partielles
Comportement asymptotique d’une classe de chaînes de Markov sur
Comportement des exposants de Lyapounov d'une matrice perturbée par des rotations
Comportement des temps d'atteinte d'une diffusion fortement rentrante
Compositions of random functions on a finite set.
Compound Poisson approximation of word counts in DNA sequences
Compound Poisson approximation of word counts in DNA sequences
Identifying words with unexpected frequencies is an important problem in the analysis of long DNA sequences. To solve it, we need an approximation of the distribution of the number of occurrences N(W) of a word W. Modeling DNA sequences with m-order Markov chains, we use the Chen-Stein method to obtain Poisson approximations for two different counts. We approximate the “declumped” count of W by a Poisson variable and the number of occurrences N(W) by a compound Poisson variable. Combinatorial...
Computation of moments for the length of the one dimensional ISE support.
Computational schemes for two exponential servers where the first has a finite buffer
We consider a system consisting of two not necessarily identical exponential servers having a common Poisson arrival process. Upon arrival, customers inspect the first queue and join it if it is shorter than some threshold n. Otherwise, they join the second queue. This model was dealt with, among others, by Altman et al. [Stochastic Models20 (2004) 149–172]. We first derive an explicit expression for the Laplace-Stieltjes transform of the distribution underlying the arrival (renewal) process to...
Computational schemes for two exponential servers where the first has a finite buffer
We consider a system consisting of two not necessarily identical exponential servers having a common Poisson arrival process. Upon arrival, customers inspect the first queue and join it if it is shorter than some threshold n. Otherwise, they join the second queue. This model was dealt with, among others, by Altman et al. [Stochastic Models20 (2004) 149–172]. We first derive an explicit expression for the Laplace-Stieltjes transform of the distribution underlying the arrival (renewal) process to...
Computing the Bounds on the Loss Rates
Computing the expectation of the Azéma-Yor stopping times
Computing the reliability of systems with statistical dependent elements.
Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games
In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov's regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the...
Concentration inequalities for Markov processes via coupling.