Modélisation avec pivot pour une loi générale
Modélisation d'une architecture parallèle pour le traitement d'images
Modelos multiestado de reemplazamiento con reparación imperfecta.
Gran parte de los autores que han escrito sobre políticas estocásticas de reemplazamiento, han estado frecuentemente manteniendo dos supuestos en los modelos por ellos presentados:a) el sistema sólo tiene dos estados posibles, unos de funcionamiento y otro de avería.b) tras la avería, el sistema es reparado o reemplazado, quedando "tan bien como nuevo".En este artículo se obtienen unas funciones de coste, para sistemas en los cuales no pueden mantenerse estos supuestos. A través de estas funciones...
Models of Alternating Renewal Process at Discrete Time
We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time...
Moderate deviations for a Curie–Weiss model with dynamical external field
In the present paper we prove moderate deviations for a Curie–Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard in [C. Dombry and N. Guillotin-Plantard, Markov Process. Related Fields 15 (2009) 1–30]. The results extend those already obtained for the Curie–Weiss model without external field by Eichelsbacher and Löwe in [P. Eichelsbacher and M. Löwe, Markov Process. Related Fields 10 (2004) 345–366]. The Curie–Weiss model with...
Moderate deviations for diffusions in a random gaussian shear flow drift
Moment estimation of customer loss rates from transactional data.
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
We study higher-order moment measures of heavy-tailed renewal models, including a renewal point process with heavy-tailed inter-renewal distribution and its continuous analog, the occupation measure of a heavy-tailed Lévy subordinator. Our results reveal that the asymptotic structure of such moment measures are given by explicit power-law density functions. The same power-law densities appear naturally as cumulant measures of certain Poisson and Gaussian stochastic integrals. This correspondence...
Moments of characteristic polynomials enumerate two-rowed lexicographic arrays.
Moments of passage times for Lévy processes
Monotonicity and comparison results for nonnegative dynamic systems. Part II: Continuous-time case
This second Part II, which follows a first Part I for the discrete-time case (see [DijkSl1]), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case. In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted. The conditions,...
Monotonieeigenschaften einliniger Bedienungssysteme mit exponentiellen Bedienungszeiten
Mori's memory function formalism in nonlinear statistical hydrodynamics
Moyennes et mesures en mécanique quantique et en mécanique classique
Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues
In the Hammersley–Aldous–Diaconis process, infinitely many particles sit in ℝ and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y−x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First,...
Multi-dimensional quasi-Toeplitz Markov chains.
Multifractal analysis of infinite products of stationary jump processes.
Multiple scale analysis of spatial branching processes under the Palm distribution.
Multiple space-time scale analysis for interacting branching models.
Multiserver queueing networks and the tandem queue model.