发布求助
文献互助 智能选刊 最新文献

Stochastic Models最新文献

筛选
英文 中文
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":null,"pages":null},"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":null,"pages":null},"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
Increasing Gambler’s Ruin duration and Brownian motion exit times 增加赌徒毁灭的持续时间和布朗运动的退出时间
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-01 DOI: 10.1080/15326349.2024.2319208
Erol A. Peköz, Rhonda Righter
{"title":"Increasing Gambler’s Ruin duration and Brownian motion exit times","authors":"Erol A. Peköz, Rhonda Righter","doi":"10.1080/15326349.2024.2319208","DOIUrl":"https://doi.org/10.1080/15326349.2024.2319208","url":null,"abstract":"In Gambler’s Ruin when both players start with the same amount of money, we show the playing time stochastically increases when the games are made more fair. We give two different arguments for thi...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140019652","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
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence 具有共同冲击依赖性的风险模型的最优分红和比例再保险策略
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-03-01 DOI: 10.1080/15326349.2024.2321195
Bo Yang, Ruili Song, Dingjun Yao, Gongpin Cheng
{"title":"Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence","authors":"Bo Yang, Ruili Song, Dingjun Yao, Gongpin Cheng","doi":"10.1080/15326349.2024.2321195","DOIUrl":"https://doi.org/10.1080/15326349.2024.2321195","url":null,"abstract":"This article focuses on the classic optimal dividend and reinsurance problems. Different from the existing literature, it assumes that the insurance company has two lines of business with a common ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140010140","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
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures 针对存在非自通知故障的劣化系统的质量驱动型维护政策
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-02-06 DOI: 10.1080/15326349.2024.2308521
N. O. Bakır, Büşra Keleş, Salih Tekin
{"title":"Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures","authors":"N. O. Bakır, Büşra Keleş, Salih Tekin","doi":"10.1080/15326349.2024.2308521","DOIUrl":"https://doi.org/10.1080/15326349.2024.2308521","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139801546","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
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures 针对存在非自通知故障的劣化系统的质量驱动型维护政策
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-02-06 DOI: 10.1080/15326349.2024.2308521
N. O. Bakır, Büşra Keleş, Salih Tekin
{"title":"Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures","authors":"N. O. Bakır, Büşra Keleş, Salih Tekin","doi":"10.1080/15326349.2024.2308521","DOIUrl":"https://doi.org/10.1080/15326349.2024.2308521","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139861647","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
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay 带延迟的混合泊松-跳跃艾特-萨哈利亚型利率模型的数值逼近
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-02-05 DOI: 10.1080/15326349.2024.2305344
Emmanuel Coffie
{"title":"Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay","authors":"Emmanuel Coffie","doi":"10.1080/15326349.2024.2305344","DOIUrl":"https://doi.org/10.1080/15326349.2024.2305344","url":null,"abstract":"While the original Ait-Sahalia interest rate model has been found to be of considerable use for describing the time-series evolution of interest rates, it may not possess adequate specifications to...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139754960","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
Geometrical interpretation of the population entropy maximum 种群熵最大值的几何解释
IF 0.7 4区 数学
Stochastic Models Pub Date : 2024-02-02 DOI: 10.1080/15326349.2023.2297959
Igor Lazov, Petar Lazov
{"title":"Geometrical interpretation of the population entropy maximum","authors":"Igor Lazov, Petar Lazov","doi":"10.1080/15326349.2023.2297959","DOIUrl":"https://doi.org/10.1080/15326349.2023.2297959","url":null,"abstract":"We consider a population of finite size M, where the current number N of entities, N∈{0,1,2,…,M}, determines its states. We geometrically analyze the amounts of information iN and iM−N, carried by ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139664579","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
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations 亚线性期望下行近似几乎负相关随机变量阵列的一些收敛特性
IF 0.7 4区 数学
Stochastic Models Pub Date : 2023-12-18 DOI: 10.1080/15326349.2023.2286961
Miaomiao Wang, Shunping Zheng, Xuejun Wang
{"title":"Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations","authors":"Miaomiao Wang, Shunping Zheng, Xuejun Wang","doi":"10.1080/15326349.2023.2286961","DOIUrl":"https://doi.org/10.1080/15326349.2023.2286961","url":null,"abstract":"In this article, under some suitable conditions, we study the Lq convergence and complete q-th moment convergence for arrays of rowwise asymptotically almost negatively associated (AANA, for short)...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138745172","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
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance 最优点附近功率不对称方差的巴黎损失及其多输入比例再保险应用
IF 0.7 4区 数学
Stochastic Models Pub Date : 2023-11-20 DOI: 10.1080/15326349.2023.2278527
Pavel Ievlev
{"title":"Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance","authors":"Pavel Ievlev","doi":"10.1080/15326349.2023.2278527","DOIUrl":"https://doi.org/10.1080/15326349.2023.2278527","url":null,"abstract":"This article investigates the Parisian ruin probability for a class of Gaussian processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptoti...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138536195","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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信