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An Algorithm for Asymptotic Mean and Variance for Markov Renewal Process of M/G/1 Type with Finite Level
The Markov renewal process (MRP) of M / G /1 type has been used for modeling many complex queueing systems with correlated arrivals and the special...
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A Renewal Generated Geometric Catastrophe Model with Discrete-Time Markovian Arrival Process
Any event that results in sudden change of the normal functioning of a system may be thought of as a catastrophe. Stochastic processes involving...
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Inhomogeneous hidden semi-Markov models for incompletely observed point processes
A general class of inhomogeneous hidden semi-Markov models (IHSMMs) is proposed for modelling partially observed processes that do not necessarily...
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Beautiful Gini
You may very well be familiar with the Gini Coefficient, also known as the Gini index: a quantitative gauge with which socioeconomic inequality is...
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Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance
Hawkes processes are temporal self-exciting point processes. They are well established in earthquake modelling or finance and their application is...
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Inference for continuous-time long memory randomly sampled processes
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn using a renewal sampling process. We establish...
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Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps
We investigate the Gerber-Shiu discounted penalty function for Markov-modulated Lévy risk processes with random incomes. Firstly, we consider the...
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Modeling extreme negative returns using marked renewal Hawkes processes
Extreme return financial time series are often challenging to model due to the presence of heavy temporal clustering of extremes and strong bursts of...
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On Survival of Coherent Systems Subject to Random Shocks
We consider coherent systems subject to random shocks that can damage a random number of components of a system. Based on the distribution of the...
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Kernel based estimation of the distribution function for length biased data
Empirical and kernel estimators are considered for the distribution of positive length biased data. Their asymptotic bias, variance and limiting...
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Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process
The Bayesian approach is applied to estimation of the Weibull-power law process (WPLP) parameters as an alternative to the maximum likelihood (ML)...
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Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications
In this paper, the complete convergence and the Kolmogorov strong law of large numbers for weighted sums of widely orthant dependent random variables...
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Purely Sequential Point Estimation of a Function of the Mean in an Exponential Distribution
A purely sequential minimum risk point estimation methodology with an associated stop** time N is designed to come up with a unified strategy in an e...
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Kernel Estimation of Entropy Function for Length-Biased Censored Data
In this article, we propose nonparametric kernel type estimators for the Shannon differential entropy for length-biased censored data. The asymptotic...
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Purely Sequential Minimum Risk Point Estimation (MRPE) for a Survival Function in an Exponential Distribution: Illustration with Remission Times for Bladder Cancer Patients
A purely sequential minimum risk point estimation (MRPE) methodology with an associated stop** time N is designed to develop an appropriate...
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Reducing degradation and age of items in imperfect repair modeling
We develop new models for imperfect repair and the corresponding generalized renewal processes for stochastic description of repairable items that...
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Screening for chronic diseases: optimizing lead time through balancing prescribed frequency and individual adherence
Screening for chronic diseases, such as cancer, is an important public health priority, but traditionally only the frequency or rate of screening has...
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On Transient Analysis of \(\Delta _N\)-Markov Chains
Consider a cyber-physical system which has the purpose of maintaining the security of some physical asset. A particularly relevant scenario is one in...
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Limit theorems for branching processes with immigration in a random environment
We investigate branching processes with immigration in a random environment. Using Goldie’s implicit renewal theory we prove that under a generalized...