A diffusion model for two parallel queues with processor sharing: Transient behavior and asymptotics.
Displaying 41 – 60 of 2837
A direct proof of the Ray-Knight theorem
P. Mc Gill (1981)
Séminaire de probabilités de Strasbourg
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 Donsker theorem to simulate one-dimensional processes with measurable coefficients
Pierre Étoré, Antoine Lejay (2007)
ESAIM: Probability and Statistics
In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator with measurable coefficients. We construct a random walk on any grid on the state space, using the transition probabilities of the approximated process, and the conditional average times it spends on each cell of the grid. Indeed we can compute these quantities by solving some suitable elliptic PDE problems.
A dozen de Finetti-style results in search of a theory
Persi Diaconis, David Freedman (1987)
Annales de l'I.H.P. Probabilités et statistiques
A duality approach to the genealogies of discrete nonneutral Wright-Fisher models.
Huillet, Thierry E. (2009)
Journal of Probability and Statistics
A family of integral representations for the brownian variables
Nathalie Eisenbaum, Yueyun Hu (2003)
Annales de l'I.H.P. Probabilités et statistiques
A family of L 2-spaces associated to the jumps of a Markov process
Valentin Grecea (2011)
Open Mathematics
Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.
A family of non-Gaussian martingales with Gaussian marginals.
Hamza, Kais, Klebaner, Fima C. (2007)
Journal of Applied Mathematics and Stochastic Analysis
A fine domination principle for excessive measures.
P.J. Fitzsimmons, R.K. Getoor (1991)
Mathematische Zeitschrift
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 formula for densities of transition functions
Jia-An Yan (1988)
Séminaire de probabilités de Strasbourg
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.
Bercu, Bernard, Del Moral, Pierre, Doucet, Arnaud (2009)
Electronic Journal of Probability [electronic only]
A game model referring to the control of independent discrete time stochastic processes
A. Styszyński (1983)
Applicationes Mathematicae
A Gaussian correlation inequality and its applications to small ball probabilities.
Li, Wenbo V. (1999)
Electronic Communications in Probability [electronic only]
A Gaussian oscillator.
Burdzy, Krzysztof, White, David (2004)
Electronic Communications in Probability [electronic only]
A gaussian sheet connected to symmetric Markov chains
Nathalie Eisenbaum (2002)
Séminaire de probabilités de Strasbourg
A Gauss-Kuzmin theorem for the Rosen fractions
Gabriela I. Sebe (2002)
Journal de théorie des nombres de Bordeaux
Using the natural extensions for the Rosen maps, we give an infinite-order-chain representation of the sequence of the incomplete quotients of the Rosen fractions. Together with the ergodic behaviour of a certain homogeneous random system with complete connections, this allows us to solve a variant of Gauss-Kuzmin problem for the above fraction expansion.
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
Saintier, Nicolas (2007)
Electronic Communications in Probability [electronic only]
A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps.
Islam, Md.Shafiqul, Góra, Pawel, Boyarsky, Abraham (2005)
Journal of Applied Mathematics and Stochastic Analysis