Advances in Applied Probability最新文献

APR volume 56 issue 2 Cover and Front matter APR 第 56 卷第 2 期封面和封底

IF 1.2 4区数学

Advances in Applied Probability Pub Date : 2024-05-03 DOI: 10.1017/apr.2024.7

引用次数: 0

APR volume 56 issue 2 Cover and Back matter 年鉴》第 56 卷第 2 期封面和封底

IF 1.2 4区数学

Advances in Applied Probability Pub Date : 2024-05-03 DOI: 10.1017/apr.2024.8

引用次数: 0

APR volume 55 issue 4 Cover and Front matter 年鉴》第 55 卷第 4 期封面和封底

IF 1.2 4区数学

Advances in Applied Probability Pub Date : 2023-12-01 DOI: 10.1017/apr.2023.32

引用次数: 0

A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution to the Poisson equation of the deviation matrix 有限级M/G/1型马尔可夫链的亚几何收敛公式：通过偏差矩阵泊松方程的块分解友好解决方案

IF 1.2 4区数学

Advances in Applied Probability Pub Date : 2023-12-01 DOI: 10.1017/apr.2023.39

Hiroyuki Masuyama, Y. Katsumata, Tatsuaki Kimura

引用次数: 0

APR volume 55 issue 4 Cover and Back matter 年鉴》第 55 卷第 4 期封面和封底

IF 1.2 4区数学

Advances in Applied Probability Pub Date : 2023-12-01 DOI: 10.1017/apr.2023.33

引用次数: 0

On sparsity, power-law, and clustering properties of graphex processes - ADDENDUM 关于图形过程的稀疏性、幂律和聚类性质。附录

4区数学

Advances in Applied Probability Pub Date : 2023-10-27 DOI: 10.1017/apr.2023.47

François Caron, Francesca Panero, Judith Rousseau

引用次数: 0

An inaccuracy measure between non-explosive point processes with applications to Markov chains 非爆炸点过程间的不精度测量及其在马尔可夫链上的应用

4区数学

Advances in Applied Probability Pub Date : 2023-10-25 DOI: 10.1017/apr.2023.44

Vanderlei da Costa Bueno, Narayanaswamy Balakrishnan

{"title":"An inaccuracy measure between non-explosive point processes with applications to Markov chains","authors":"Vanderlei da Costa Bueno, Narayanaswamy Balakrishnan","doi":"10.1017/apr.2023.44","DOIUrl":"https://doi.org/10.1017/apr.2023.44","url":null,"abstract":"Abstract Inaccuracy and information measures based on cumulative residual entropy are quite useful and have received considerable attention in many fields, such as statistics, probability, and reliability theory. In particular, many authors have studied cumulative residual inaccuracy between coherent systems based on system lifetimes. In a previous paper (Bueno and Balakrishnan, Prob. Eng. Inf. Sci. 36 , 2022), we discussed a cumulative residual inaccuracy measure for coherent systems at component level, that is, based on the common, stochastically dependent component lifetimes observed under a non-homogeneous Poisson process. In this paper, using a point process martingale approach, we extend this concept to a cumulative residual inaccuracy measure between non-explosive point processes and then specialize the results to Markov occurrence times. If the processes satisfy the proportional risk hazard process property, then the measure determines the Markov chain uniquely. Several examples are presented, including birth-and-death processes and pure birth process, and then the results are applied to coherent systems at component level subject to Markov failure and repair processes.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135113277","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 asymptotic tails of limit distributions of continuous-time Markov chains 连续时间马尔可夫链极限分布的渐近尾

4区数学

Advances in Applied Probability Pub Date : 2023-10-06 DOI: 10.1017/apr.2023.42

Chuang Xu, Mads Christian Hansen, Carsten Wiuf

{"title":"The asymptotic tails of limit distributions of continuous-time Markov chains","authors":"Chuang Xu, Mads Christian Hansen, Carsten Wiuf","doi":"10.1017/apr.2023.42","DOIUrl":"https://doi.org/10.1017/apr.2023.42","url":null,"abstract":"Abstract This paper investigates tail asymptotics of stationary distributions and quasi-stationary distributions (QSDs) of continuous-time Markov chains on subsets of the non-negative integers. Based on the so-called flux-balance equation, we establish identities for stationary measures and QSDs, which we use to derive tail asymptotics. In particular, for continuous-time Markov chains with asymptotic power law transition rates, tail asymptotics for stationary distributions and QSDs are classified into three types using three easily computable parameters: (i) super-exponential distributions, (ii) exponential-tailed distributions, and (iii) sub-exponential distributions. Our approach to establish tail asymptotics of stationary distributions is different from the classical semimartingale approach, and we do not impose ergodicity or moment bound conditions. In particular, the results also hold for explosive Markov chains, for which multiple stationary distributions may exist. Furthermore, our results on tail asymptotics of QSDs seem new. We apply our results to biochemical reaction networks, a general single-cell stochastic gene expression model, an extended class of branching processes, and stochastic population processes with bursty reproduction, none of which are birth–death processes. Our approach, together with the identities, easily extends to discrete-time Markov chains.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135351197","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: 4

Preservation of mean inactivity time ordering for coherent systems 相干系统平均不活动时间排序的保持

4区数学

Advances in Applied Probability Pub Date : 2023-10-05 DOI: 10.1017/apr.2023.41

T. V. Rao, Sameen Naqvi

引用次数: 0

Fluctuations of the local times of the self-repelling random walk with directed edges 带有向边的自排斥随机漫步的局部时间波动

4区数学

Advances in Applied Probability Pub Date : 2023-09-15 DOI: 10.1017/apr.2023.37

Laure Marêché

引用次数: 0