Works matching IS 1387-5841 AND VI 25 AND IP 1 AND DT 2023

Results: 44

Voting Rights, Markov Chains, and Optimization by Short Bursts.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09994-1

By:

Cannon, Sarah;
Goldbloom-Helzner, Ari;
Gupta, Varun;
Matthews, JN;
Suwal, Bhushan

Publication type:

Article

Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09990-5

By:

Muñoz, Alberto;
Martos, Gabriel;
Gonzalez, Javier

Publication type:

Article

On Several Properties of A Class of Hybrid Recursive Trees.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09988-z

By:

Zhang, Panpan

Publication type:

Article

Tail Dependence Functions of Two Classes of Bivariate Skew Distributions.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09986-1

By:

Lao, Xin;
Peng, Zuoxiang;
Nadarajah, Saralees

Publication type:

Article

Transform MCMC Schemes for Sampling Intractable Factor Copula Models.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09983-4

By:

Bénézet, Cyril;
Gobet, Emmanuel;
Targino, Rodrigo

Publication type:

Article

Strong Approximation of Bessel Processes.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09981-6

By:

Deaconu, Madalina;
Herrmann, Samuel

Publication type:

Article

Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09976-3

By:

Wu, Yi;
Wang, Xuejun;
Shen, Aiting

Publication type:

Article

Hedging At-the-money Digital Options Near Maturity.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10013-6

By:

Blanc-Blocquel, Augusto;
Ortiz-Gracia, Luis;
Oviedo, Rodolfo

Publication type:

Article

Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10012-7

By:

Samanta, Sujit Kumar;
Das, Kousik

Publication type:

Article

Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10011-8

By:

Ossai, E. O.;
Madukaife, M. S.;
Udom, A. U.;
Nduka, U. C.;
Ugah, T. E.

Publication type:

Article

Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10008-3

By:

Chen, Yiqing;
Liu, Jiajun;
Yang, Yang

Publication type:

Article

Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10007-4

By:

Zhang, Yumo

Publication type:

Article

Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10004-7

By:

Thongtha, Dawud;
Wiroonsri, Nathakhun

Publication type:

Article

Optimal Strategies in a Production Inventory Control Model.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10024-3

By:

Azcue, Pablo;
Frostig, Esther;
Muler, Nora

Publication type:

Article

Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10023-4

By:

Yi, He;
Balakrishnan, Narayanaswamy;
Li, Xiang

Publication type:

Article

The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10020-7

By:

Klump, Alexander

Publication type:

Article

On Exact Distribution for Multivariate Weighted Distributions and Classification.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09993-2

By:

Lamboni, Matieyendou

Publication type:

Article

European and Asian Greeks for Exponential Lévy Processes.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10014-5

By:

Hudde, Anselm;
Rüschendorf, Ludger

Publication type:

Article

Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10005-6

By:

Wang, Xinghui;
Geng, Wenjing;
Han, Ruidong;
Xu, Qifa

Publication type:

Article

Vessels Arrival Process and its Application to the SHIP/M/∞ Queue.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10003-8

By:

Di Crescenzo, Antonio;
Martinucci, Barbara;
Paraggio, Paola

Publication type:

Article

Subsampling in Longitudinal Models.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10015-4

By:

Wang, Ziyang;
Wang, HaiYing;
Ravishanker, Nalini

Publication type:

Article

A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10006-5

By:

Yoshioka, Hidekazu;
Hamagami, Kunihiko;
Tomobe, Haruka

Publication type:

Article

Model Misspecification in Discrete Time Bayesian Online Change Detection.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09991-4

By:

Dayanik, Savas;
Sezer, Semih O

Publication type:

Article

Singular Distribution Functions for Random Variables with Stationary Digits.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09989-y

By:

Cornean, Horia;
Herbst, Ira W.;
Møller, Jesper;
Støttrup, Benjamin B.;
Sørensen, Kasper S.

Publication type:

Article

Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09984-3

By:

Lu, Jingwen;
Yi, He;
Li, Xiang;
Balakrishnan, Narayanaswamy

Publication type:

Article

Parking Functions: From Combinatorics to Probability.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10022-5

By:

Kenyon, Richard;
Yin, Mei

Publication type:

Article

Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10016-3

By:

Kuo, Kun-Lin;
Wang, Yuchung J.

Publication type:

Article

Crossings States and Sets of States in Random Walks.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09979-0

By:

Abramov, Vyacheslav M.

Publication type:

Article

On Transient Analysis of ΔN-Markov Chains.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10002-9

By:

Reed, Stephanie;
Ziadé, Elia

Publication type:

Article

Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09998-x

By:

Dafnis, Spiros D.;
Makri, Frosso S.

Publication type:

Article

Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09992-3

By:

Karamikabir, Hamid;
Karamikabir, Nasrin;
Khajeian, Mohammad Ali;
Afshari, Mahmoud

Publication type:

Article

Remaining Loads in a PH/M/c Queue with Impatient Customers.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10019-0

By:

Swensen, Anders Rygh

Publication type:

Article

A Generalized Stochastic Process: Fractional G-Brownian Motion.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10010-9

By:

Guo, Changhong;
Fang, Shaomei;
He, Yong

Publication type:

Article

Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10000-x

By:

Shen, Xinmei;
Du, Kailin

Publication type:

Article

The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10001-w

By:

Pojer, Simon;
Thonhauser, Stefan

Publication type:

Article

Ornstein - Uhlenbeck Process Driven By α-stable Process and Its Gamma Subordination.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09999-w

By:

Gajda, Janusz;
Grzesiek, Aleksandra;
Wyłomańska, Agnieszka

Publication type:

Article

Poisson Edge Growth and Preferential Attachment Networks.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09997-y

By:

Wang, Tiandong;
Resnick, Sidney

Publication type:

Article

Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09985-2

By:

Panda, Gopinath;
Goswami, Veena

Publication type:

Article

Stochastic Fluid Models with Upward Jumps and Phase Transitions.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09982-5

By:

Nabli, Hédi;
Abdallah, Itidel

Publication type:

Article

Polynomial Convergence Rates of Piecewise Deterministic Markov Processes.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09977-2

By:

Roberts, Gareth O.;
Rosenthal, Jeffrey S.

Publication type:

Article

Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09996-z

By:

Roch, Alexandre

Publication type:

Article

Matched Queues with Flexible and Impatient Customers.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09980-7

By:

Liu, Heng-Li;
Li, Quan-Lin

Publication type:

Article

Entropy of Some Discrete Distributions.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-09978-1

By:

Mitov, Kosto;
Nadarajah, Saralees

Publication type:

Article

Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models.

Published in:

Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-022-09975-w

By:

Yao, Chi;
Yu, Wei;
Wang, Xuejun

Publication type:

Article