Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered systems ...
Journal of Applied Probability, Vol. 27, No. 2 (Jun., 1990), pp. 291-302 (12 pages) This paper is concerned with the Markovian sequence Xn = Zn max{Xn-1, Yn}, n ≥ 1 where X0 is any random variable, ...
This is a preview. Log in through your library . Abstract This paper considers ergodic, continuous-time Markov chains {X (t)} tɛ(-∞, ∞) on Z + = {0, 1,…}. For an arbitrarily fixed N∊ Z+, we study the ...
The exclusion process is one of the best-studied examples of an interacting particle system. In this talk, we consider the stationary distribution of asymmetric simple exclusion processes with open ...
This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...
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