A biased roulette
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Miloslav Jirina (1978)
Annales de l'I.H.P. Probabilités et statistiques
Muh, David C.R. (1993)
Journal of Applied Mathematics and Stochastic Analysis
Vanderperre, E., Makhanov, S. (1999)
Serdica Mathematical Journal
We introduce a robot-safety device system attended by two different repairmen. The twin system is characterized by the natural feature of cold standby and by an admissible “risky” state. In order to analyse the random behaviour of the entire system (robot, safety device, repair facility) we employ a stochastic process endowed with probability measures satisfying general Hokstad-type differential equations. The solution procedure is based on the theory of sectionally holomorphic functions, characterized...
Carol Bezuidenhout, Geoffrey Grimmett (1999)
Annales de l'I.H.P. Probabilités et statistiques
Fraydoun Rezakhanlou (2002)
Annales de l'I.H.P. Probabilités et statistiques
Panchenko, Dmitry (2005)
Electronic Journal of Probability [electronic only]
Ivanoff, B.Gail, Merzbach, Ely, Plante, Mathieu (2007)
Electronic Journal of Probability [electronic only]
François Germinet, Abel Klein (2013)
Journal of the European Mathematical Society
We study continuous Anderson Hamiltonians with non-degenerate single site probability distribution of bounded support, without any regularity condition on the single site probability distribution. We prove the existence of a strong form of localization at the bottom of the spectrum, which includes Anderson localization (pure point spectrum with exponentially decaying eigenfunctions) with finite multiplicity of eigenvalues, dynamical localization (no spreading of wave packets under the time evolution),...
Van Do, Tien (2008)
Annales Mathematicae et Informaticae
Hans Daduna (1991)
Kybernetika
Birkner, Matthias (2004)
Electronic Communications in Probability [electronic only]
T. Rolski, A. Tomanek (2014)
Applicationes Mathematicae
Prediction of outstanding liabilities is an important problem in non-life insurance. In the framework of the Solvency II Project, the best estimate must be derived by well defined probabilistic models properly calibrated on the relevant claims experience. A general model along these lines was proposed earlier by Norberg (1993, 1999), who suggested modelling claim arrivals and payment streams as a marked point process. In this paper we specify that claims occur in [0,1] according to a Poisson point...
Petr Volf, Aleš Linka (2001)
Kybernetika
A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit test. We also...
Müller, Sebastian (2008)
Electronic Journal of Probability [electronic only]
Knill, Oliver (1997)
Electronic Research Announcements of the American Mathematical Society [electronic only]
Knessl, Charles (1999)
Journal of Applied Mathematics and Stochastic Analysis
Alfa, Attahiru Sule, Dolhun, K.Laurie, Chakravarthy, S. (1995)
Journal of Applied Mathematics and Stochastic Analysis
U. K. Gupta (1979)
RAIRO - Operations Research - Recherche Opérationnelle
Muthukrishnan Senthil Kumar (2011)
RAIRO - Operations Research
This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...
Muthukrishnan Senthil Kumar (2011)
RAIRO - Operations Research
This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...
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