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Stochastic Models最新文献

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A.s. convergence rate for Mandelbrot’s cascade in a random environment 随机环境下曼德尔布罗特级联的 A.s. 收敛率
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-04-02 DOI: 10.1080/15326349.2024.2332324
Yingqiu Li, Lin Deng, Yushao Wei
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引用次数: 0
Sensitivities of some performance measures of quasi-birth-and-death processes 准生死过程某些性能指标的敏感性
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-04-02 DOI: 10.1080/15326349.2024.2325448
Anna Aksamit, Małgorzata M. O’Reilly, Zbigniew Palmowski
{"title":"Sensitivities of some performance measures of quasi-birth-and-death processes","authors":"Anna Aksamit, Małgorzata M. O’Reilly, Zbigniew Palmowski","doi":"10.1080/15326349.2024.2325448","DOIUrl":"https://doi.org/10.1080/15326349.2024.2325448","url":null,"abstract":"Quasi-birth-and-death processes (QBDs) form a class of Markovian models with many applications in which the level-variable X(t) records the number of individuals in some system and a phase-variable...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"54 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140600962","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modeling gene content across a phylogeny to determine when genes become associated 在系统发育过程中建立基因含量模型，以确定基因何时发生关联
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-25 DOI: 10.1080/15326349.2024.2330082
J. Diao, M. M. O’Reilly, B. R. Holland
{"title":"Modeling gene content across a phylogeny to determine when genes become associated","authors":"J. Diao, M. M. O’Reilly, B. R. Holland","doi":"10.1080/15326349.2024.2330082","DOIUrl":"https://doi.org/10.1080/15326349.2024.2330082","url":null,"abstract":"We consider a model for inferring functional links between genes. We begin with the simple case of two genes whose presence or absence evolves stochastically along a phylogenetic tree. We develop a...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"50 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140298033","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics 论非均相马尔可夫和半马尔可夫动力学随机流的相遇与合并
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-22 DOI: 10.1080/15326349.2024.2328301
Anindya Goswami, Subhamay Saha, Ravishankar Kapildev Yadav
{"title":"On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics","authors":"Anindya Goswami, Subhamay Saha, Ravishankar Kapildev Yadav","doi":"10.1080/15326349.2024.2328301","DOIUrl":"https://doi.org/10.1080/15326349.2024.2328301","url":null,"abstract":"We consider a general class of semi-Markov processes on countable state-space, with a differentiable kernel such that the embedded Markov chain may not be homogeneous. Using an SDE representation o...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"66 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140199575","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The consistency of the estimators in semiparametric regression model based on m-asymptotic negatively associated errors 基于 m 近似负相关误差的半参数回归模型估计值的一致性
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-16 DOI: 10.1080/15326349.2024.2325449
Jiayi Feng, Aiting Shen, Dantong Wang, Xuejun Wang
{"title":"The consistency of the estimators in semiparametric regression model based on m-asymptotic negatively associated errors","authors":"Jiayi Feng, Aiting Shen, Dantong Wang, Xuejun Wang","doi":"10.1080/15326349.2024.2325449","DOIUrl":"https://doi.org/10.1080/15326349.2024.2325449","url":null,"abstract":"In this article, we analyze the strong consistency and r-th (r > 1) mean consistency for the estimators βu, n and gu, n of β and g, respectively, based on m-asymptotic negatively associated errors....","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"88 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140153387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A new type of CEV model: properties, comparison, and application to portfolio optimization 新型 CEV 模型：特性、比较及在投资组合优化中的应用
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-16 DOI: 10.1080/15326349.2024.2327435
Marcos Escobar Anel, Wei Li Fan
{"title":"A new type of CEV model: properties, comparison, and application to portfolio optimization","authors":"Marcos Escobar Anel, Wei Li Fan","doi":"10.1080/15326349.2024.2327435","DOIUrl":"https://doi.org/10.1080/15326349.2024.2327435","url":null,"abstract":"This article proposes and studies a new type of constant elasticity of volatility (CEV) model, titled LVO-CEV, where the name indicates that the excess return is linear in the volatility. The model...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"117 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140153391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On cover times of Markov chains 关于马尔可夫链的覆盖时间
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-12 DOI: 10.1080/15326349.2024.2319201
Bruno Sericola
{"title":"On cover times of Markov chains","authors":"Bruno Sericola","doi":"10.1080/15326349.2024.2319201","DOIUrl":"https://doi.org/10.1080/15326349.2024.2319201","url":null,"abstract":"We consider the cover time of a discrete-time homogenous Markov chain, which is the time needed by the Markov chain to visit all its states. We analyze both the distribution and the moments of the ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"192 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140153494","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors 异方差部分线性回归模型中加权估计值在依赖误差下的渐近正态性
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-12 DOI: 10.1080/15326349.2024.2322568
Sallieu Kabay Samura, Xuejun Wang, Yi Wu, Fei Zhang
{"title":"Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors","authors":"Sallieu Kabay Samura, Xuejun Wang, Yi Wu, Fei Zhang","doi":"10.1080/15326349.2024.2322568","DOIUrl":"https://doi.org/10.1080/15326349.2024.2322568","url":null,"abstract":"In this article, we investigate the estimators for the heteroscadastic partially linear regression model under dependent errors defined by yi=xiβ+g(ti)+εi (1≤i≤n), where εi = σiei, σi2=f(ui), the d...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"71 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140115098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Clique and cycle frequencies in a sparse random graph model with overlapping communities 具有重叠群落的稀疏随机图模型中的克利克和循环频率
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-08 DOI: 10.1080/15326349.2024.2313987
Tommi Gröhn, Joona Karjalainen, Lasse Leskelä
{"title":"Clique and cycle frequencies in a sparse random graph model with overlapping communities","authors":"Tommi Gröhn, Joona Karjalainen, Lasse Leskelä","doi":"10.1080/15326349.2024.2313987","DOIUrl":"https://doi.org/10.1080/15326349.2024.2313987","url":null,"abstract":"A statistical network model with overlapping communities can be generated as a superposition of mutually independent random graphs of varying size. The model is parameterized by the number of nodes...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"12 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140074100","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotic analysis of the sojourn time of a batch in a M[X]/M/1 processor sharing queue M[X]/M/1 处理器共享队列中批次停留时间的渐近分析
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-05 DOI: 10.1080/15326349.2024.2317210
Fabrice Guillemin, Alain Simonian, Ridha Nasri, Veronica Quintuna Rodriguez
{"title":"Asymptotic analysis of the sojourn time of a batch in a M[X]/M/1 processor sharing queue","authors":"Fabrice Guillemin, Alain Simonian, Ridha Nasri, Veronica Quintuna Rodriguez","doi":"10.1080/15326349.2024.2317210","DOIUrl":"https://doi.org/10.1080/15326349.2024.2317210","url":null,"abstract":"In this article, we exploit recent results for the Laplace transform of the sojourn time Ω of an entire batch in the M[X]/M/1 processor sharing queue in order to derive the asymptotic behavior of t...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140046542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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