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A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis
The principal goal of this article is to establish a methodological approach to computational statistical analysis for a new in-homogeneous...
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Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise
The present paper deals with the problem of nonparametric estimation of the trend for stochastic processes driven by G -Brownian motion with small...
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Pairwise Markov Models and Hybrid Segmentation Approach
The article studies segmentation problem (also known as classification problem) with pairwise Markov models (PMMs). A PMM is a process where the...
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Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes
In the present paper, we provide exact expressions and sharp asymptotics for the covariance matrix of a dichromatic time-dependent Pólyaurn. We...
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On Properties and Applications of Gaussian Subordinated Lévy Fields
We consider Gaussian subordinated Lévy fields (GSLFs) that arise by subordinating Lévy processes with positive transformations of Gaussian random...
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Weighted fractional generalized cumulative past entropy and its properties
In this paper, we introduce weighted fractional generalized cumulative past entropy of a nonnegative absolutely continuous random variable. Various...
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Busy Periods for Queues Alternating Between Two Modes
We study the busy period of a single server queueing system operating in two alternating modes - working and vacation . In the two modes the systems...
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On Familywise Error Rate Cutoffs under Pairwise Exchangeability
In a pairwise exchangeable dependence setting for test statistics, the cutoffs of Sarkar et al. (
2016 ) may be viewed as a first iteration improvement...
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Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays
Testing weighted hypotheses simultaneously for a parameter vector has been actively studied in the literature, where the weights encompass...
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Analysis of a Queueing System with Mixed Service Discipline
In this paper, we analyse a queueing model with two types of requests arriving in a marked Markov arrival process. Type-1 requests require a constant...
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Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array
In this paper, we study some asymptotic properties for the Bernstein estimators of the limit distribution function and the limit density function...
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The Log-Logistic Regression Model Under Censoring Scheme
A regression model, based on the well-known log-logistic distribution is proposed. This model is parameterized in terms of the median of the...
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Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model
In this paper, supposing that the price process of the risky asset is described by a CEV stochastic volatility model, we investigate a stochastic...
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Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems
We present exact solutions to the birthday and generalized occupancy problems using multiple approaches. We start with two alternative ways to solve...
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Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations
We consider a non-preemptive priority M/M/1 retrial queue with two classes of customers (low-priority and high-priority customers) and delayed...
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Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations
Renewal-type and renewal equations usually do not have analytical solutions, and hence bounds for the functions satisfying such equations have a...
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Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes
In this paper, we introduce a new methodology for pricing European options when the interest rate is generated by the Time Fractional...
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Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy
Reducing energy consumption is the vital goal of green communication. Base station (BS) is a radio receiver/transmitter that serves as the hub of the...
