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Results 1 to 25 of 292

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Regular variation of order 1 nonlinear AR-ARCH modelsCLINE, Daren B. H.Stochastic processes and their applications. 2007, Vol 117, Num 7, pp 840-861, issn 0304-4149, 22 p.Article

Exact convergence rate for the distributions of GI/M/c/K queue as K tends to infinityBONG DAE CHOI; KIM, Bara; KIM, Jeongsim et al.Queueing systems. 2003, Vol 44, Num 2, pp 125-136, issn 0257-0130, 12 p.Article

Invariant measures for jump-type Fleming-Viot processesDA SILVA, Telles T; FRAGOSO, Marcelo D.Statistics & probability letters. 2006, Vol 76, Num 8, pp 796-802, issn 0167-7152, 7 p.Article

A note on a predator―prey model with modified Leslie―Gower and Holling-type II schemes with stochastic perturbationCHUNYAN JI; DAQING JIANG; NINGZHONG SHI et al.Journal of mathematical analysis and applications. 2011, Vol 377, Num 1, pp 435-440, issn 0022-247X, 6 p.Article

ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTIONPOLLAK, Moshe; TARTAKOVSKY, Alexander G.Journal of applied probability. 2011, Vol 48, Num 2, pp 589-595, issn 0021-9002, 7 p.Article

On the effect of finite buffer truncation in a two-node jackson networkSAKUMA, Yutaka; MIYAZAWA, Masakiyo.Journal of applied probability. 2005, Vol 42, Num 1, pp 199-222, issn 0021-9002, 24 p.Article

TOTAL VARIATION APPROXIMATION FOR QUASI-STATIONARY DISTRIBUTIONSBARBOUR, A. D; POLLETT, P. K.Journal of applied probability. 2010, Vol 47, Num 4, pp 934-946, issn 0021-9002, 13 p.Article

The quasi-stationary distribution of the closed endemic SIS modelNASELL, I.Advances in applied probability. 1996, Vol 28, Num 3, pp 895-932, issn 0001-8678Article

The shape of the hazard rate for finite continuous-time birth-death processesCROSSMAN, Richard J; COOLEN-SCHRIJNER, Pauline; COOLEN, Frank P. A et al.Statistics & probability letters. 2011, Vol 81, Num 2, pp 181-187, issn 0167-7152, 7 p.Article

THE STATIONARY DISTRIBUTIONS OF TWO CLASSES OF REFLECTED ORNSTEIN-UHLENBECK PROCESSESXIAOYU XING; WEI ZHANG; YONGJIN WANG et al.Journal of applied probability. 2009, Vol 46, Num 3, pp 709-720, issn 0021-9002, 12 p.Article

Stationary distributions for jump processes with memoryBURDZY, K; KULCZYCKI, T; SCHILLING, R. L et al.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 3, pp 609-630, issn 0246-0203, 22 p.Article

Some results about the Markov chains associated to GPs and general EAsMITAVSKIY, Boris; ROWE, Jonathan.Theoretical computer science. 2006, Vol 361, Num 1, pp 72-110, issn 0304-3975, 39 p.Conference Paper

Simulating the maximum of a random walkENSOR, K. B; GLYNN, P. W.Journal of statistical planning and inference. 2000, Vol 85, Num 1-2, pp 127-135, issn 0378-3758Conference Paper

Explicit formulae for stationary distributions of stress release processesBOROVKOV, K; VERE-JONES, D.Journal of applied probability. 2000, Vol 37, Num 2, pp 315-321, issn 0021-9002Article

An aggregation/disaggregation algorithm for computing the stationary distribution of a large Markov chainHAVIV, M.Communications in statistics. Stochastic models. 1992, Vol 8, Num 3, pp 565-575, issn 0882-0287Article

Linear dependence of stationary distributions in ergodic Markov decision processesORTNER, Ronald.Operations research letters. 2007, Vol 35, Num 5, pp 619-626, issn 0167-6377, 8 p.Article

An iterated random function with Lipschitz number oneABRAMS, A; LANDAU, H; LANDAU, Z et al.Theory of probability and its applications. 2003, Vol 47, Num 2, pp 190-201, issn 0040-585X, 12 p.Article

A reliability semi-Markov model involving geometric processesPEREZ-OCON, Rafael; TORRES-CASTRO, Inmaculada.Applied stochastic models in business and industry (Print). 2002, Vol 18, Num 2, pp 157-170, issn 1524-1904Article

A note on circular Markov chainsPALACIOS, J. L.Statistics & probability letters. 2000, Vol 47, Num 3, pp 301-306, issn 0167-7152Article

Strong stochastic bounds for the stationary distribution of a class of multicomponent performability modelsTAYLOR, P. G; VAN DIJK, N. M.Operations research. 1998, Vol 46, Num 5, pp 665-674, issn 0030-364XArticle

Explicit formulae and convergence rate for the system M α/G/1/N as N → ∞BRATIYCHUK, Mykola; BOROWSKA, Barbara.Stochastic models. 2002, Vol 18, Num 1, pp 71-84, issn 1532-6349Article

Constructing population processes with specified quasi-stationary distributionsO'NEILL, Philip D.Stochastic models. 2007, Vol 23, Num 3, pp 439-449, issn 1532-6349, 11 p.Article

QUASI-STATIONARY WORKLOAD IN A LÉVY-DRIVEN STORAGE SYSTEMMANDJES, Michel; PALMOWSKI, Zbigniew; ROLSKI, Tomasz et al.Stochastic models. 2012, Vol 28, Num 3, pp 413-432, issn 1532-6349, 20 p.Article

A SIMPLE MODEL FOR RANDOM OSCILLATIONSPAPANGELOU, F.Journal of applied probability. 2010, Vol 47, Num 4, pp 1164-1173, issn 0021-9002, 10 p.Article

A DYNAMIC NETWORK IN A DYNAMIC POPULATION: ASYMPTOTIC PROPERTIESBRITTON, Tom; LINDHOLM, Mathias; TUROVA, Tatyana et al.Journal of applied probability. 2011, Vol 48, Num 4, pp 1163-1178, issn 0021-9002, 16 p.Article

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