Wu, Yuyan; Cheng, Jun; Zhou, Xia; Cao, Jinde; Luo, Mengzhuo Asynchronous filtering for nonhomogeneous Markov jumping systems with deception attacks. (English) Zbl 07332967 Appl. Math. Comput. 394, Article ID 125790, 13 p. (2021). MSC: 93B 93E 93A 93C PDF BibTeX XML Cite \textit{Y. Wu} et al., Appl. Math. Comput. 394, Article ID 125790, 13 p. (2021; Zbl 07332967) Full Text: DOI
Song, Yunbo; Ye, Dan Optimizing DoS attack energy with imperfect acknowledgments and energy harvesting constraints in cyber-physical systems. (English) Zbl 07332954 Appl. Math. Comput. 393, Article ID 125821, 12 p. (2021). MSC: 93E 94A 93B 93C PDF BibTeX XML Cite \textit{Y. Song} and \textit{D. Ye}, Appl. Math. Comput. 393, Article ID 125821, 12 p. (2021; Zbl 07332954) Full Text: DOI
Wang, Haiying; Moore, Jack Murdoch; Wang, Jun; Small, Michael The distinct roles of initial transmission and retransmission in the persistence of knowledge in complex networks. (English) Zbl 07332917 Appl. Math. Comput. 392, Article ID 125730, 14 p. (2021). MSC: 90B PDF BibTeX XML Cite \textit{H. Wang} et al., Appl. Math. Comput. 392, Article ID 125730, 14 p. (2021; Zbl 07332917) Full Text: DOI
Liao, Peng; Klasnja, Predrag; Murphy, Susan Off-policy estimation of long-term average outcomes with applications to mobile health. (English) Zbl 07329750 J. Am. Stat. Assoc. 116, No. 533, 382-391 (2021). MSC: 62D20 62L10 62P10 68T05 PDF BibTeX XML Cite \textit{P. Liao} et al., J. Am. Stat. Assoc. 116, No. 533, 382--391 (2021; Zbl 07329750) Full Text: DOI
Liang, Decai; Zhang, Haozhe; Chang, Xiaohui; Huang, Hui Modeling and regionalization of China’s \(\mathrm{PM}_{2.5}\) using spatial-functional mixture models. (English) Zbl 07329735 J. Am. Stat. Assoc. 116, No. 533, 116-132 (2021). MSC: 62P12 62H30 62M30 PDF BibTeX XML Cite \textit{D. Liang} et al., J. Am. Stat. Assoc. 116, No. 533, 116--132 (2021; Zbl 07329735) Full Text: DOI
Schütz, G. M. Molecular motor traffic with a slow binding site. (English) Zbl 07328721 J. Theor. Biol. 518, Article ID 110644, 10 p. (2021). MSC: 92C40 PDF BibTeX XML Cite \textit{G. M. Schütz}, J. Theor. Biol. 518, Article ID 110644, 10 p. (2021; Zbl 07328721) Full Text: DOI
Hassin, Refael A simple Markovian spreading process with mobile agents. (English) Zbl 07328606 Stoch. Syst. 11, No. 1, 19-33 (2021). MSC: 60J28 91D30 PDF BibTeX XML Cite \textit{R. Hassin}, Stoch. Syst. 11, No. 1, 19--33 (2021; Zbl 07328606) Full Text: DOI
Zhang, Qi; Duan, Jinqiao Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises. (English) Zbl 07326626 J. Stat. Phys. 182, No. 2, Paper No. 32, 29 p. (2021). MSC: 60H10 47D07 60G51 82C31 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{J. Duan}, J. Stat. Phys. 182, No. 2, Paper No. 32, 29 p. (2021; Zbl 07326626) Full Text: DOI
Nipa, Kaniz Fatema; Jang, Sophia R.-J.; Allen, Linda J. S. The effect of demographic and environmental variability on disease outbreak for a dengue model with a seasonally varying vector population. (English) Zbl 07325706 Math. Biosci. 331, Article ID 108516, 19 p. (2021). MSC: 92D30 60H10 60J28 PDF BibTeX XML Cite \textit{K. F. Nipa} et al., Math. Biosci. 331, Article ID 108516, 19 p. (2021; Zbl 07325706) Full Text: DOI
Kennerberg, Philip; Volkov, Stanislav A local barycentric version of the Bak-Sneppen model. (English) Zbl 07321521 J. Stat. Phys. 182, No. 2, Paper No. 42, 18 p. (2021). MSC: 60J05 60K35 91D10 PDF BibTeX XML Cite \textit{P. Kennerberg} and \textit{S. Volkov}, J. Stat. Phys. 182, No. 2, Paper No. 42, 18 p. (2021; Zbl 07321521) Full Text: DOI
Sandrić, Nikola; Valentić, Ivana A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs. (English) Zbl 07319396 J. Differ. Equations 282, 233-271 (2021). Reviewer: Adrian Muntean (Karlstad) MSC: 35B27 35J70 35K65 60F17 60J25 PDF BibTeX XML Cite \textit{N. Sandrić} and \textit{I. Valentić}, J. Differ. Equations 282, 233--271 (2021; Zbl 07319396) Full Text: DOI
Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon Lévy processes with respect to the Whittaker convolution. (English) Zbl 07319094 Trans. Am. Math. Soc. 374, No. 4, 2383-2419 (2021). MSC: 60G51 60B15 47D07 33C15 PDF BibTeX XML Cite \textit{R. Sousa} et al., Trans. Am. Math. Soc. 374, No. 4, 2383--2419 (2021; Zbl 07319094) Full Text: DOI
Bezborodov, Viktor; Di Persio, Luca; Finkelshtein, Dmitri; Kondratiev, Yuri; Kutoviy, Oleksandr Fecundity regulation in a spatial birth-and-death process. (English) Zbl 07318760 Stoch. Dyn. 21, No. 1, Article ID 2050038, 27 p. (2021). MSC: 60G55 60J25 82C21 PDF BibTeX XML Cite \textit{V. Bezborodov} et al., Stoch. Dyn. 21, No. 1, Article ID 2050038, 27 p. (2021; Zbl 07318760) Full Text: DOI
Mao, Yong-Hua; Wang, Tao Lyapunov-type conditions for non-strong ergodicity of Markov processes. (English) Zbl 07317344 J. Appl. Probab. 58, No. 1, 238-253 (2021). MSC: 60J25 60J60 60G51 PDF BibTeX XML Cite \textit{Y.-H. Mao} and \textit{T. Wang}, J. Appl. Probab. 58, No. 1, 238--253 (2021; Zbl 07317344) Full Text: DOI
Piunovskiy, Alexey; Zhang, Yi Linear programming approach to optimal impulse control problems with functional constraints. (English) Zbl 07316435 J. Math. Anal. Appl. 496, No. 2, Article ID 124817, 17 p. (2021). MSC: 49N25 90C05 60J05 PDF BibTeX XML Cite \textit{A. Piunovskiy} and \textit{Y. Zhang}, J. Math. Anal. Appl. 496, No. 2, Article ID 124817, 17 p. (2021; Zbl 07316435) Full Text: DOI
Kim, Sung Hyun Nonquadratic stabilization conditions for nonhomogeneous Markovian jump fuzzy systems with higher-level operation modes. (English) Zbl 07315740 J. Franklin Inst. 358, No. 2, 1553-1577 (2021). MSC: 93E15 93C42 PDF BibTeX XML Cite \textit{S. H. Kim}, J. Franklin Inst. 358, No. 2, 1553--1577 (2021; Zbl 07315740) Full Text: DOI
Chitour, Yacine; Mazanti, Guilherme; Sigalotti, Mario On the gap between deterministic and probabilistic joint spectral radii for discrete-time linear systems. (English) Zbl 07312092 Linear Algebra Appl. 613, 24-45 (2021). MSC: 93C30 93C55 93C05 PDF BibTeX XML Cite \textit{Y. Chitour} et al., Linear Algebra Appl. 613, 24--45 (2021; Zbl 07312092) Full Text: DOI
Sakhanenko, A. I.; Wachtel, V. I.; Prokopenko, E. I.; Shelepova, A. D. On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process. (Russian. English summary) Zbl 1455.60122 Sib. Èlektron. Mat. Izv. 18, 9-26 (2021). MSC: 60K15 60F17 PDF BibTeX XML Cite \textit{A. I. Sakhanenko} et al., Sib. Èlektron. Mat. Izv. 18, 9--26 (2021; Zbl 1455.60122) Full Text: DOI
Döring, Leif; Gonon, Lukas; Prömel, David J.; Reichmann, Oleg Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. (English) Zbl 07306258 J. Theor. Probab. 34, No. 1, 173-205 (2021). MSC: 35Q84 60J76 60J25 35A01 35A02 PDF BibTeX XML Cite \textit{L. Döring} et al., J. Theor. Probab. 34, No. 1, 173--205 (2021; Zbl 07306258) Full Text: DOI
Li, Liuyan; Li, Junping Large deviation rates for supercritical branching processes with immigration. (English) Zbl 07306257 J. Theor. Probab. 34, No. 1, 162-172 (2021). MSC: 60J27 60J35 PDF BibTeX XML Cite \textit{L. Li} and \textit{J. Li}, J. Theor. Probab. 34, No. 1, 162--172 (2021; Zbl 07306257) Full Text: DOI
Yang, Yi; Wang, Sixin; Wen, Meilin; Xu, Wei Reliability modeling and evaluation of cyber-physical system (CPS) considering communication failures. (English) Zbl 07305950 J. Franklin Inst. 358, No. 1, 1-16 (2021). MSC: 94A05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Franklin Inst. 358, No. 1, 1--16 (2021; Zbl 07305950) Full Text: DOI
Nakao, Hideaki; Jiang, Ruiwei; Shen, Siqian Distributionally robust partially observable Markov decision process with moment-based ambiguity. (English) Zbl 07304313 SIAM J. Optim. 31, No. 1, 461-488 (2021). MSC: 90C40 90C17 93E20 PDF BibTeX XML Cite \textit{H. Nakao} et al., SIAM J. Optim. 31, No. 1, 461--488 (2021; Zbl 07304313) Full Text: DOI
Kutoyants, Yury A.; Zhou, Li On parameter estimation of the hidden Gaussian process in perturbed SDE. (English) Zbl 07298088 Electron. J. Stat. 15, No. 1, 211-234 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M05 62M20 62F12 60H10 60G15 PDF BibTeX XML Cite \textit{Y. A. Kutoyants} and \textit{L. Zhou}, Electron. J. Stat. 15, No. 1, 211--234 (2021; Zbl 07298088) Full Text: DOI Euclid
Ankirchner, Stefan; Kruse, Thomas; Urusov, Mikhail Wasserstein convergence rates for random bit approximations of continuous Markov processes. (English) Zbl 07267868 J. Math. Anal. Appl. 493, No. 2, Article ID 124543, 31 p. (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{S. Ankirchner} et al., J. Math. Anal. Appl. 493, No. 2, Article ID 124543, 31 p. (2021; Zbl 07267868) Full Text: DOI
Ebrahimi, Abdolghani; Ghosh, Arka P. Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates. (English) Zbl 07331198 Oper. Res. Lett. 48, No. 6, 737-743 (2020). MSC: 90 PDF BibTeX XML Cite \textit{A. Ebrahimi} and \textit{A. P. Ghosh}, Oper. Res. Lett. 48, No. 6, 737--743 (2020; Zbl 07331198) Full Text: DOI
Alfa, Attahiru Sule Discrete time Markov chain model for age of information. (English) Zbl 07331165 Oper. Res. Lett. 48, No. 5, 552-557 (2020). MSC: 90 PDF BibTeX XML Cite \textit{A. S. Alfa}, Oper. Res. Lett. 48, No. 5, 552--557 (2020; Zbl 07331165) Full Text: DOI
Feinberg, Eugene A.; He, Gaojin Complexity bounds for approximately solving discounted MDPs by value iterations. (English) Zbl 07331163 Oper. Res. Lett. 48, No. 5, 543-548 (2020). MSC: 90 PDF BibTeX XML Cite \textit{E. A. Feinberg} and \textit{G. He}, Oper. Res. Lett. 48, No. 5, 543--548 (2020; Zbl 07331163) Full Text: DOI
Tanoh, Kouacou; N’zi, Modeste; Yodé, Armel Fabrice Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion. (English) Zbl 07330121 Random Oper. Stoch. Equ. 28, No. 3, 183-196 (2020). MSC: 62M05 62F12 60E15 60F10 60G22 60H10 60H07 60J60 PDF BibTeX XML Cite \textit{K. Tanoh} et al., Random Oper. Stoch. Equ. 28, No. 3, 183--196 (2020; Zbl 07330121) Full Text: DOI
Lazari, Alexandru; Lozovanu, Dmitrii New algorithms for finding the limiting and differential matrices in Markov chains. (English) Zbl 07329538 Bul. Acad. Ştiinţe Repub. Mold., Mat. 2020, No. 1(92), 75-88 (2020). MSC: 65C40 60J22 90C40 65F05 65F15 15B51 PDF BibTeX XML Cite \textit{A. Lazari} and \textit{D. Lozovanu}, Bul. Acad. Ştiinţe Repub. Mold., Mat. 2020, No. 1(92), 75--88 (2020; Zbl 07329538) Full Text: Link
Sophia, Susairaj; Deepika, Babu Muthu Stationary solution of a fluid queue driven by a queue with chain sequence rates and controlled input. (English) Zbl 07326495 Stud. Sci. Math. Hung. 57, No. 4, 552-565 (2020). MSC: 60K25 PDF BibTeX XML Cite \textit{S. Sophia} and \textit{B. M. Deepika}, Stud. Sci. Math. Hung. 57, No. 4, 552--565 (2020; Zbl 07326495) Full Text: DOI
Ünözkan, Hüseyin; Yilmaz, Mehmet; Dere, Ahmet Murat A stochastic approach to number of corona virus cases. (English) Zbl 07326448 J. Appl. Math. Stat. Inform. 16, No. 2, 67-83 (2020). MSC: 60J74 PDF BibTeX XML Cite \textit{H. Ünözkan} et al., J. Appl. Math. Stat. Inform. 16, No. 2, 67--83 (2020; Zbl 07326448) Full Text: DOI
Friesen, Martin; Jin, Peng; Rüdiger, Barbara Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes. (English) Zbl 07325637 Ann. Appl. Probab. 30, No. 5, 2165-2195 (2020). MSC: 37A25 60H10 60J25 PDF BibTeX XML Cite \textit{M. Friesen} et al., Ann. Appl. Probab. 30, No. 5, 2165--2195 (2020; Zbl 07325637) Full Text: DOI Euclid
Labbé, Cyril; Lacoin, Hubert Mixing time and cutoff for the weakly asymmetric simple exclusion process. (English) Zbl 07325627 Ann. Appl. Probab. 30, No. 4, 1847-1883 (2020). MSC: 60J27 37A25 82C22 PDF BibTeX XML Cite \textit{C. Labbé} and \textit{H. Lacoin}, Ann. Appl. Probab. 30, No. 4, 1847--1883 (2020; Zbl 07325627) Full Text: DOI Euclid
de Angelis, Tiziano; Peskir, Goran Global \(C^1\) regularity of the value function in optimal stopping problems. (English) Zbl 07325602 Ann. Appl. Probab. 30, No. 3, 1007-1031 (2020). MSC: 60G40 60J25 60H30 35R35 35J15 35K10 PDF BibTeX XML Cite \textit{T. de Angelis} and \textit{G. Peskir}, Ann. Appl. Probab. 30, No. 3, 1007--1031 (2020; Zbl 07325602) Full Text: DOI Euclid
Arroyo, Ángel; Parviainen, Mikko Asymptotic Hölder regularity for the ellipsoid process. (English) Zbl 07323774 ESAIM, Control Optim. Calc. Var. 26, Paper No. 112, 31 p. (2020). MSC: 35B65 35J15 60H30 60J10 91A50 PDF BibTeX XML Cite \textit{Á. Arroyo} and \textit{M. Parviainen}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 112, 31 p. (2020; Zbl 07323774) Full Text: DOI
Kharlamov, B. P. On some boundary property of Dirichlet operator family for the second order ordinary differential equation. (Russian. English summary) Zbl 07318959 Differ. Uravn. Protsessy Upr. 2020, No. 3, 163-180 (2020). MSC: 34B15 34A30 PDF BibTeX XML Cite \textit{B. P. Kharlamov}, Differ. Uravn. Protsessy Upr. 2020, No. 3, 163--180 (2020; Zbl 07318959) Full Text: Link
Jeganathan, K.; Abdul Reiyas, M. Two parallel heterogeneous servers Markovian inventory system with modified and delayed working vacations. (English) Zbl 07318042 Math. Comput. Simul. 172, 273-304 (2020). MSC: 90B PDF BibTeX XML Cite \textit{K. Jeganathan} and \textit{M. Abdul Reiyas}, Math. Comput. Simul. 172, 273--304 (2020; Zbl 07318042) Full Text: DOI
Hunt, Fern Y. A first hitting time approach to finding effective spreaders in a network. (English) Zbl 07316030 Ortega, Omayra (ed.) et al., The golden anniversary celebration of the National Association of Mathematicians. AMS special session on the mathematics of historically black colleges and universities, HBCUs in the Mid-Atlantic. MAA invited paper session on the past 50 years of African Americans in the mathematical sciences. Haynes-Granville-Browne session of presentations by recent doctoral recipients. 2019 Claytor-Wookdard lecture. NAM David Harold Blackwell lecture, Baltimore, MD, USA and Cincinnati, OH, USA, January 17, 18 and 19 and August 2, 2019. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5130-1/pbk; 978-1-4704-6129-4/ebook). Contemporary Mathematics 759, 71-91 (2020). MSC: 94A05 05C69 05C81 60J10 90C27 68R10 PDF BibTeX XML Cite \textit{F. Y. Hunt}, Contemp. Math. 759, 71--91 (2020; Zbl 07316030) Full Text: DOI
Comte, Fabienne; Genon-Catalot, Valentine Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. (English) Zbl 07315913 Ann. Stat. 48, No. 6, 3336-3365 (2020). MSC: 62G07 62M05 60J60 60H10 PDF BibTeX XML Cite \textit{F. Comte} and \textit{V. Genon-Catalot}, Ann. Stat. 48, No. 6, 3336--3365 (2020; Zbl 07315913) Full Text: DOI Euclid
Schmidt, Thorsten; Tappe, Stefan; Yu, Weijun Infinite dimensional affine processes. (English) Zbl 1454.60114 Stochastic Processes Appl. 130, No. 12, 7131-7169 (2020). MSC: 60J25 60H10 PDF BibTeX XML Cite \textit{T. Schmidt} et al., Stochastic Processes Appl. 130, No. 12, 7131--7169 (2020; Zbl 1454.60114) Full Text: DOI
Xue, Xiaofeng; Zhao, Linjie Hydrodynamics of the weakly asymmetric normalized binary contact path process. (English) Zbl 07312347 Stochastic Processes Appl. 130, No. 11, 6757-6782 (2020). MSC: 82C22 82C20 82C40 60J25 60H35 92D30 PDF BibTeX XML Cite \textit{X. Xue} and \textit{L. Zhao}, Stochastic Processes Appl. 130, No. 11, 6757--6782 (2020; Zbl 07312347) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes. (English. Russian original) Zbl 1455.60064 Autom. Remote Control 81, No. 12, 2160-2180 (2020); translation from Avtom. Telemekh. 2020, No. 12, 24-49 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 12, 2160--2180 (2020; Zbl 1455.60064); translation from Avtom. Telemekh. 2020, No. 12, 24--49 (2020) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes. (English. Russian original) Zbl 1455.60063 Autom. Remote Control 81, No. 11, 1945-1962 (2020); translation from Avtom. Telemekh. 2020, No. 11, 11-31 (2020). MSC: 60G35 60J76 65C05 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 11, 1945--1962 (2020; Zbl 1455.60063); translation from Avtom. Telemekh. 2020, No. 11, 11--31 (2020) Full Text: DOI
Murphy, Keefe; Viroli, Cinzia; Gormley, Isobel Claire Infinite mixtures of infinite factor analysers. (English) Zbl 07307954 Bayesian Anal. 15, No. 3, 937-963 (2020). MSC: 62H30 60G20 PDF BibTeX XML Cite \textit{K. Murphy} et al., Bayesian Anal. 15, No. 3, 937--963 (2020; Zbl 07307954) Full Text: DOI Euclid
Dhara, Kumaresh; Lipsitz, Stuart; Pati, Debdeep; Sinha, Debajyoti A new Bayesian single index model with or without covariates missing at random. (English) Zbl 07307948 Bayesian Anal. 15, No. 3, 759-780 (2020). MSC: 62H12 62G08 62D10 60G15 65C05 62P12 PDF BibTeX XML Cite \textit{K. Dhara} et al., Bayesian Anal. 15, No. 3, 759--780 (2020; Zbl 07307948) Full Text: DOI Euclid
Roy, Arkaprava; Dunson, David B. Nonparametric graphical model for counts. (English) Zbl 07306910 J. Mach. Learn. Res. 21, Paper No. 229, 21 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{A. Roy} and \textit{D. B. Dunson}, J. Mach. Learn. Res. 21, Paper No. 229, 21 p. (2020; Zbl 07306910) Full Text: Link
Aryal, Nanda R.; Jones, Owen D. Fitting the Bartlett-Lewis rainfall model using approximate Bayesian computation. (English) Zbl 1453.86014 Math. Comput. Simul. 175, 153-163 (2020). MSC: 86-10 86A10 86A32 65C05 PDF BibTeX XML Cite \textit{N. R. Aryal} and \textit{O. D. Jones}, Math. Comput. Simul. 175, 153--163 (2020; Zbl 1453.86014) Full Text: DOI
Hmissi, Mohamed; Jmailli, Cheikh Nagi On representation of excessive measures for S-subordinated Markov processes. (English) Zbl 1453.60135 Markov Process. Relat. Fields 26, No. 5, 901-914 (2020). MSC: 60J35 60J45 31D05 PDF BibTeX XML Cite \textit{M. Hmissi} and \textit{C. N. Jmailli}, Markov Process. Relat. Fields 26, No. 5, 901--914 (2020; Zbl 1453.60135) Full Text: Link
Logachov, A. V.; Mogulsky, A. A.; Prokopenko, E. I.; Yambartsev, A. A. Local limits for string of frozen characters. (English) Zbl 1454.60041 Markov Process. Relat. Fields 26, No. 5, 885-899 (2020). MSC: 60F10 60K05 60J74 PDF BibTeX XML Cite \textit{A. V. Logachov} et al., Markov Process. Relat. Fields 26, No. 5, 885--899 (2020; Zbl 1454.60041) Full Text: Link
Ahuja, Vishal; Birge, John R. An approximation approach for response-adaptive clinical trial design. (English) Zbl 07303812 INFORMS J. Comput. 32, No. 4, 877-894 (2020). MSC: 90C PDF BibTeX XML Cite \textit{V. Ahuja} and \textit{J. R. Birge}, INFORMS J. Comput. 32, No. 4, 877--894 (2020; Zbl 07303812) Full Text: DOI
Neumann, Berenice Anne Stationary equilibria of mean field games with finite state and action space. (English) Zbl 07301384 Dyn. Games Appl. 10, No. 4, 845-871 (2020). MSC: 91A16 91A70 90C40 PDF BibTeX XML Cite \textit{B. A. Neumann}, Dyn. Games Appl. 10, No. 4, 845--871 (2020; Zbl 07301384) Full Text: DOI
Sen, Deborshee; Sachs, Matthias; Lu, Jianfeng; Dunson, David B. Efficient posterior sampling for high-dimensional imbalanced logistic regression. (English) Zbl 07299652 Biometrika 107, No. 4, 1005-1012 (2020). MSC: 62J12 62H30 62M05 62P10 PDF BibTeX XML Cite \textit{D. Sen} et al., Biometrika 107, No. 4, 1005--1012 (2020; Zbl 07299652) Full Text: DOI
Ciołek, Gabriela; Marushkevych, Dmytro; Podolskij, Mark On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model. (English) Zbl 07298080 Electron. J. Stat. 14, No. 2, 4395-4420 (2020). MSC: 62M05 62H12 62J07 60G15 PDF BibTeX XML Cite \textit{G. Ciołek} et al., Electron. J. Stat. 14, No. 2, 4395--4420 (2020; Zbl 07298080) Full Text: DOI Euclid
Swishchuk, Anatoliy Stochastic modelling of big data in finance. (English) Zbl 07297575 Methodol. Comput. Appl. Probab. 22, No. 4, 1613-1630 (2020). MSC: 91G15 91G80 60F05 60G55 60K15 PDF BibTeX XML Cite \textit{A. Swishchuk}, Methodol. Comput. Appl. Probab. 22, No. 4, 1613--1630 (2020; Zbl 07297575) Full Text: DOI
Limnios, Nikolaos; Yarovaya, Elena Diffusion approximation of branching processes in semi-Markov environment. (English) Zbl 07297572 Methodol. Comput. Appl. Probab. 22, No. 4, 1583-1590 (2020). MSC: 60J80 60K15 60K37 60J60 PDF BibTeX XML Cite \textit{N. Limnios} and \textit{E. Yarovaya}, Methodol. Comput. Appl. Probab. 22, No. 4, 1583--1590 (2020; Zbl 07297572) Full Text: DOI
Bersimis, Sotiris; Triantafyllopoulos, Kostas Dynamic non-parametric monitoring of air-pollution. (English) Zbl 07297565 Methodol. Comput. Appl. Probab. 22, No. 4, 1457-1479 (2020). MSC: 62H12 62G05 62M10 62P12 62P30 PDF BibTeX XML Cite \textit{S. Bersimis} and \textit{K. Triantafyllopoulos}, Methodol. Comput. Appl. Probab. 22, No. 4, 1457--1479 (2020; Zbl 07297565) Full Text: DOI
Kumar, Nitin; Gupta, U. C. A renewal generated geometric catastrophe model with discrete-time Markovian arrival process. (English) Zbl 07297558 Methodol. Comput. Appl. Probab. 22, No. 3, 1293-1324 (2020). MSC: 60K20 60J10 60K15 PDF BibTeX XML Cite \textit{N. Kumar} and \textit{U. C. Gupta}, Methodol. Comput. Appl. Probab. 22, No. 3, 1293--1324 (2020; Zbl 07297558) Full Text: DOI
Pozdnyakov, V.; Elbroch, L. M.; Hu, C.; Meyer, T.; Yan, J. On estimation for Brownian motion governed by telegraph process with multiple off states. (English) Zbl 07297557 Methodol. Comput. Appl. Probab. 22, No. 3, 1275-1291 (2020). MSC: 62M05 60J65 62P10 92D50 PDF BibTeX XML Cite \textit{V. Pozdnyakov} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1275--1291 (2020; Zbl 07297557) Full Text: DOI
Michael, Boutsikas V.; Eutichia, Vaggelatou On the distribution of the number of success runs in a continuous time Markov chain. (English) Zbl 07297545 Methodol. Comput. Appl. Probab. 22, No. 3, 969-993 (2020). MSC: 60J28 60E10 62E15 60G40 PDF BibTeX XML Cite \textit{B. V. Michael} and \textit{V. Eutichia}, Methodol. Comput. Appl. Probab. 22, No. 3, 969--993 (2020; Zbl 07297545) Full Text: DOI
Delsing, G. A.; Mandjes, M. R. H.; Spreij, P. J. C.; Winands, E. M. M. Asymptotics and approximations of ruin probabilities for multivariate risk processes in a Markovian environment. (English) Zbl 1455.91217 Methodol. Comput. Appl. Probab. 22, No. 3, 927-948 (2020). MSC: 91G05 60G55 60J28 PDF BibTeX XML Cite \textit{G. A. Delsing} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 927--948 (2020; Zbl 1455.91217) Full Text: DOI
Warr, Richard L.; Wight, Cason J. Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform. (English) Zbl 07297541 Methodol. Comput. Appl. Probab. 22, No. 3, 881-904 (2020). MSC: 65T50 44A35 46F12 60K15 PDF BibTeX XML Cite \textit{R. L. Warr} and \textit{C. J. Wight}, Methodol. Comput. Appl. Probab. 22, No. 3, 881--904 (2020; Zbl 07297541) Full Text: DOI
Pène, Françoise; Saussol, Benoît Spatio-temporal Poisson processes for visits to small sets. (English) Zbl 07297418 Isr. J. Math. 240, No. 2, 625-665 (2020). MSC: 37A50 37A05 37A30 37C83 37D35 60G55 PDF BibTeX XML Cite \textit{F. Pène} and \textit{B. Saussol}, Isr. J. Math. 240, No. 2, 625--665 (2020; Zbl 07297418) Full Text: DOI
Chen, Zhifen; Chen, Xiaopeng Maximum likelihood estimation of discretely sampled Cauchy-OU processes. (Chinese. English summary) Zbl 07295984 Math. Appl. 33, No. 3, 707-717 (2020). MSC: 62M05 62F10 62F12 60G65 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{X. Chen}, Math. Appl. 33, No. 3, 707--717 (2020; Zbl 07295984)
Wei, Yingyuan; Tang, Yinghui Two units cold standby repairable system with a replaceable repair facility and delay repair. (Chinese. English summary) Zbl 07295042 Chin. J. Eng. Math. 37, No. 4, 423-441 (2020). MSC: 90B25 60K20 PDF BibTeX XML Cite \textit{Y. Wei} and \textit{Y. Tang}, Chin. J. Eng. Math. 37, No. 4, 423--441 (2020; Zbl 07295042) Full Text: DOI
Su, Zhaopin; Li, Mohan; Zhang, Guofu; Liu, Yang Modeling and solving the repair crew scheduling for the damaged road networks based on Q-learning. (Chinese. English summary) Zbl 07294822 Acta Autom. Sin. 46, No. 7, 1467-1478 (2020). MSC: 90B36 90C40 PDF BibTeX XML Cite \textit{Z. Su} et al., Acta Autom. Sin. 46, No. 7, 1467--1478 (2020; Zbl 07294822) Full Text: DOI
Vishnevskiy, V. M.; Samouylov, K. E.; Yarkina, N. V. Mathematical model of LTE cells with machine-type and broadband communications. (English. Russian original) Zbl 1455.94070 Autom. Remote Control 81, No. 4, 622-636 (2020); translation from Avtom. Telemekh. 2020, No. 4, 61-78 (2020). MSC: 94A12 60K25 60J28 PDF BibTeX XML Cite \textit{V. M. Vishnevskiy} et al., Autom. Remote Control 81, No. 4, 622--636 (2020; Zbl 1455.94070); translation from Avtom. Telemekh. 2020, No. 4, 61--78 (2020) Full Text: DOI
Borisov, A. V. Robust filtering algorithm for Markov jump processes with high-frequency counting observations. (English. Russian original) Zbl 1455.93194 Autom. Remote Control 81, No. 4, 575-588 (2020); translation from Avtom. Telemekh. 2020, No. 4, 3-20 (2020). MSC: 93E11 60G55 PDF BibTeX XML Cite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 4, 575--588 (2020; Zbl 1455.93194); translation from Avtom. Telemekh. 2020, No. 4, 3--20 (2020) Full Text: DOI
Kuznetsov, N. A.; Semenikhin, K. V. Analysis and optimization of a controlled model for a closed queueing network. (English. Russian original) Zbl 07294380 Autom. Remote Control 81, No. 3, 430-444 (2020); translation from Avtom. Telemekh. 2020, No. 3, 67-85 (2020). MSC: 94A05 68M12 93C41 60J10 93E20 PDF BibTeX XML Cite \textit{N. A. Kuznetsov} and \textit{K. V. Semenikhin}, Autom. Remote Control 81, No. 3, 430--444 (2020; Zbl 07294380); translation from Avtom. Telemekh. 2020, No. 3, 67--85 (2020) Full Text: DOI
Kong, Xin-Bing; Lin, Jin-Guan; Liu, Guang-Ying Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data. (English) Zbl 07293109 Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020). MSC: 62M05 62G20 62H12 60J76 60G20 PDF BibTeX XML Cite \textit{X.-B. Kong} et al., Random Matrices Theory Appl. 9, No. 3, Article ID 2050007, 23 p. (2020; Zbl 07293109) Full Text: DOI
Sangeetha, N.; Karthick, T.; Sivakumar, B. Optimal control of postponed demands in a continuous review inventory system with two types of customers. (English) Zbl 1451.90013 Int. J. Inf. Manage. Sci. 31, No. 1, 1-14 (2020). MSC: 90B05 60G15 90C40 90C05 PDF BibTeX XML Cite \textit{N. Sangeetha} et al., Int. J. Inf. Manage. Sci. 31, No. 1, 1--14 (2020; Zbl 1451.90013) Full Text: DOI
Du, Chao; Kou, S. C. Statistical methodology in single-molecule experiments. (English) Zbl 07292497 Stat. Sci. 35, No. 1, 75-91 (2020). MSC: 62 PDF BibTeX XML Cite \textit{C. Du} and \textit{S. C. Kou}, Stat. Sci. 35, No. 1, 75--91 (2020; Zbl 07292497) Full Text: DOI Euclid
Haviv, Avery Technical note – cyclic variables and Markov decision processes. (English) Zbl 07291389 Oper. Res. 68, No. 4, 1231-1237 (2020). MSC: 90C40 90C39 PDF BibTeX XML Cite \textit{A. Haviv}, Oper. Res. 68, No. 4, 1231--1237 (2020; Zbl 07291389) Full Text: DOI
Xu, Kuang; Yun, Se-Young Reinforcement with fading memories. (English) Zbl 1451.90081 Math. Oper. Res. 45, No. 4, 1258-1288 (2020). MSC: 90B50 PDF BibTeX XML Cite \textit{K. Xu} and \textit{S.-Y. Yun}, Math. Oper. Res. 45, No. 4, 1258--1288 (2020; Zbl 1451.90081) Full Text: DOI
Laraki, Rida; Renault, Jérôme Acyclic gambling games. (English) Zbl 1455.91036 Math. Oper. Res. 45, No. 4, 1237-1257 (2020). MSC: 91A15 91A05 91A60 60G40 90C40 PDF BibTeX XML Cite \textit{R. Laraki} and \textit{J. Renault}, Math. Oper. Res. 45, No. 4, 1237--1257 (2020; Zbl 1455.91036) Full Text: DOI
Pogorui, A. O.; Rodríguez-Dagnino, R. M. Differential and integral equations for jump random motions. (English) Zbl 1455.60121 Theory Probab. Math. Stat. 101, 233-242 (2020) and Teor. Jmovirn. Mat. Stat. 101, 203-211 (2019). MSC: 60K15 60J76 PDF BibTeX XML Cite \textit{A. O. Pogorui} and \textit{R. M. Rodríguez-Dagnino}, Theory Probab. Math. Stat. 101, 233--242 (2020; Zbl 1455.60121) Full Text: DOI
Mielke, Alexander; Stephan, Artur Coarse-graining via EDP-convergence for linear fast-slow reaction systems. (English) Zbl 1454.60113 Math. Models Methods Appl. Sci. 30, No. 9, 1765-1807 (2020). MSC: 60J20 47D07 47J30 92E20 PDF BibTeX XML Cite \textit{A. Mielke} and \textit{A. Stephan}, Math. Models Methods Appl. Sci. 30, No. 9, 1765--1807 (2020; Zbl 1454.60113) Full Text: DOI
Bonomelli, Marco; Giacometti, Rosella; Ortobelli Lozza, Sergio Joint tails impact in stochastic volatility portfolio selection models. (English) Zbl 1455.91232 Ann. Oper. Res. 292, No. 2, 833-848 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 60E15 60J28 PDF BibTeX XML Cite \textit{M. Bonomelli} et al., Ann. Oper. Res. 292, No. 2, 833--848 (2020; Zbl 1455.91232) Full Text: DOI
Da Costa, Lancelot; Parr, Thomas; Sajid, Noor; Veselic, Sebastijan; Neacsu, Victorita; Friston, Karl Active inference on discrete state-spaces: a synthesis. (English) Zbl 1455.91190 J. Math. Psychol. 99, Article ID 102447, 25 p. (2020). MSC: 91E30 91E40 91B06 62P15 62F15 90C40 PDF BibTeX XML Cite \textit{L. Da Costa} et al., J. Math. Psychol. 99, Article ID 102447, 25 p. (2020; Zbl 1455.91190) Full Text: DOI
Polin, E. P.; Moiseeva, S. P.; Moiseev, A. N. Heterogeneous queueing system \(\mathrm{MR}(\mathrm{S})/\mathrm{m}(\mathrm{S})/\infty\) with service parameters depending on the state of the underlying Markov chain. (Russian. English summary) Zbl 1453.90048 Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 20, No. 3, 388-399 (2020). MSC: 90B22 90B18 PDF BibTeX XML Cite \textit{E. P. Polin} et al., Izv. Sarat. Univ. (N.S.), Ser. Mat. Mekh. Inform. 20, No. 3, 388--399 (2020; Zbl 1453.90048) Full Text: DOI MNR
Vo, Thi Phuong Thuy Chain-referral sampling on stochastic block models. (English) Zbl 1455.60093 ESAIM, Probab. Stat. 24, 718-738 (2020). MSC: 60J05 05C80 60F17 90B15 91D30 PDF BibTeX XML Cite \textit{T. P. T. Vo}, ESAIM, Probab. Stat. 24, 718--738 (2020; Zbl 1455.60093) Full Text: DOI
Ocafrain, William Quasi-stationarity for one-dimensional renormalized Brownian motion. (English) Zbl 1454.60127 ESAIM, Probab. Stat. 24, 661-687 (2020). MSC: 60J65 60B05 60E05 60F99 60J50 PDF BibTeX XML Cite \textit{W. Ocafrain}, ESAIM, Probab. Stat. 24, 661--687 (2020; Zbl 1454.60127) Full Text: DOI
Maximov, Serguei; Cortes-Penagos, Consuelo de J. A long-time asymptotic solution to the g-renewal equation for underlying distributions with nondecreasing hazard functions. (English) Zbl 1455.62194 Math. Methods Oper. Res. 92, No. 2, 311-341 (2020). MSC: 62N05 60K20 45D05 PDF BibTeX XML Cite \textit{S. Maximov} and \textit{C. de J. Cortes-Penagos}, Math. Methods Oper. Res. 92, No. 2, 311--341 (2020; Zbl 1455.62194) Full Text: DOI
Guillin, Arnaud; Nectoux, Boris Low-lying eigenvalues and convergence to the equilibrium of some piecewise deterministic Markov processes generators in the small temperature regime. (English) Zbl 1454.35243 Ann. Henri Poincaré 21, No. 11, 3575-3608 (2020). MSC: 35P15 35P20 47F05 35Q82 35Q92 60J25 60J05 PDF BibTeX XML Cite \textit{A. Guillin} and \textit{B. Nectoux}, Ann. Henri Poincaré 21, No. 11, 3575--3608 (2020; Zbl 1454.35243) Full Text: DOI
Koroliuk, V. S.; Koroliouk, D.; Dovgyi, S. O. Diffusion process with evolution and its parameter estimation. (English. Russian original) Zbl 1454.62248 Cybern. Syst. Anal. 56, No. 5, 732-738 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 55-62 (2020). MSC: 62M05 60J60 62F10 PDF BibTeX XML Cite \textit{V. S. Koroliuk} et al., Cybern. Syst. Anal. 56, No. 5, 732--738 (2020; Zbl 1454.62248); translation from Kibern. Sist. Anal. 2020, No. 5, 55--62 (2020) Full Text: DOI
Cheek, David; Shneer, Seva The empirical mean position of a branching Lévy process. (English) Zbl 07284541 J. Appl. Probab. 57, No. 4, 1252-1259 (2020). MSC: 60J80 60G51 60J25 PDF BibTeX XML Cite \textit{D. Cheek} and \textit{S. Shneer}, J. Appl. Probab. 57, No. 4, 1252--1259 (2020; Zbl 07284541) Full Text: DOI
Hoyle, Edward; Menguturk, Levent Ali Generalised Liouville processes and their properties. (English) Zbl 07284533 J. Appl. Probab. 57, No. 4, 1088-1110 (2020). MSC: 60J25 60G51 60H05 PDF BibTeX XML Cite \textit{E. Hoyle} and \textit{L. A. Menguturk}, J. Appl. Probab. 57, No. 4, 1088--1110 (2020; Zbl 07284533) Full Text: DOI
Braunsteins, Peter; Hautphenne, Sophie The probabilities of extinction in a branching random walk on a strip. (English) Zbl 07284518 J. Appl. Probab. 57, No. 3, 811-831 (2020). MSC: 60J80 60J05 60J22 PDF BibTeX XML Cite \textit{P. Braunsteins} and \textit{S. Hautphenne}, J. Appl. Probab. 57, No. 3, 811--831 (2020; Zbl 07284518) Full Text: DOI
Sagitov, Serik Perron-Frobenius theory for kernels and Crump-Mode-Jagers processes with macro-individuals. (English) Zbl 07284513 J. Appl. Probab. 57, No. 3, 720-733 (2020). MSC: 60J05 60J80 PDF BibTeX XML Cite \textit{S. Sagitov}, J. Appl. Probab. 57, No. 3, 720--733 (2020; Zbl 07284513) Full Text: DOI
Mocquard, Yves; Sericola, Bruno; Anceaume, Emmanuelle Probabilistic analysis of rumor-spreading time. (English) Zbl 1451.90030 INFORMS J. Comput. 32, No. 1, 172-181 (2020). MSC: 90B10 PDF BibTeX XML Cite \textit{Y. Mocquard} et al., INFORMS J. Comput. 32, No. 1, 172--181 (2020; Zbl 1451.90030) Full Text: DOI
Gaujal, Bruno; Girault, Alain; Plassart, Stephan Dynamic speed scaling minimizing expected energy consumption for real-time tasks. (English) Zbl 07284381 J. Sched. 23, No. 5, 555-574 (2020). MSC: 90C40 90B35 PDF BibTeX XML Cite \textit{B. Gaujal} et al., J. Sched. 23, No. 5, 555--574 (2020; Zbl 07284381) Full Text: DOI
Sangeetha, N.; Sivakumar, B. Optimal service rates of a perishable inventory system with service facility. (English) Zbl 1452.90036 Int. J. Math. Oper. Res. 16, No. 4, 515-550 (2020). MSC: 90B05 90C40 60K30 PDF BibTeX XML Cite \textit{N. Sangeetha} and \textit{B. Sivakumar}, Int. J. Math. Oper. Res. 16, No. 4, 515--550 (2020; Zbl 1452.90036) Full Text: DOI
Mamatha, E.; Saritha, S.; Reddy, C. S.; Rajadurai, P. Mathematical modelling and performance analysis of single server queuing system – eigenspectrum. (English) Zbl 1452.90119 Int. J. Math. Oper. Res. 16, No. 4, 455-468 (2020). MSC: 90B22 60K25 PDF BibTeX XML Cite \textit{E. Mamatha} et al., Int. J. Math. Oper. Res. 16, No. 4, 455--468 (2020; Zbl 1452.90119) Full Text: DOI
Gao, Xuefeng; Wang, Yunhan Optimal market making in the presence of latency. (English) Zbl 1454.91247 Quant. Finance 20, No. 9, 1495-1512 (2020). MSC: 91G15 90C40 PDF BibTeX XML Cite \textit{X. Gao} and \textit{Y. Wang}, Quant. Finance 20, No. 9, 1495--1512 (2020; Zbl 1454.91247) Full Text: DOI
Abergel, Frédéric; Huré, Côme; Pham, Huyên Algorithmic trading in a microstructural limit order book model. (English) Zbl 1454.91238 Quant. Finance 20, No. 8, 1263-1283 (2020). MSC: 91G15 90C39 90C40 PDF BibTeX XML Cite \textit{F. Abergel} et al., Quant. Finance 20, No. 8, 1263--1283 (2020; Zbl 1454.91238) Full Text: DOI
Baten, Md. Azizul; Khalid, Ruzelan A stochastic control model of investment and consumption with applications to financial economics. (English) Zbl 1453.49008 Stoch. Qual. Control 35, No. 2, 43-55 (2020). MSC: 49J55 93E20 60J28 91B70 35F21 PDF BibTeX XML Cite \textit{Md. A. Baten} and \textit{R. Khalid}, Stoch. Qual. Control 35, No. 2, 43--55 (2020; Zbl 1453.49008) Full Text: DOI
Cheliotis, Dimitris; Kontoyiannis, Ioannis; Loulakis, Michail; Toumpis, Stavros A simple network of nodes moving on the \(\text{circle}^\ast \). (English) Zbl 07279070 Random Struct. Algorithms 57, No. 2, 317-338 (2020). MSC: 68 94 PDF BibTeX XML Cite \textit{D. Cheliotis} et al., Random Struct. Algorithms 57, No. 2, 317--338 (2020; Zbl 07279070) Full Text: DOI
Li, Yao; Wang, Shirou Numerical computations of geometric ergodicity for stochastic dynamics. (English) Zbl 1455.37067 Nonlinearity 33, No. 12, 6935-6970 (2020). MSC: 37M25 37A25 37H10 60J22 PDF BibTeX XML Cite \textit{Y. Li} and \textit{S. Wang}, Nonlinearity 33, No. 12, 6935--6970 (2020; Zbl 1455.37067) Full Text: DOI
Kesseböhmer, Marc; Schindler, Tanja I. Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails. (English) Zbl 07278283 Nonlinearity 33, No. 10, 5543-5566 (2020). MSC: 37A50 37A25 37A30 37C30 37E05 60F25 60G10 PDF BibTeX XML Cite \textit{M. Kesseböhmer} and \textit{T. I. Schindler}, Nonlinearity 33, No. 10, 5543--5566 (2020; Zbl 07278283) Full Text: DOI
Hermon, Jonathan; Pymar, Richard The exclusion process mixes (almost) faster than independent particles. (English) Zbl 07276948 Ann. Probab. 48, No. 6, 3077-3123 (2020). MSC: 60J27 60K35 82C22 PDF BibTeX XML Cite \textit{J. Hermon} and \textit{R. Pymar}, Ann. Probab. 48, No. 6, 3077--3123 (2020; Zbl 07276948) Full Text: DOI Euclid
García-Mora, B.; Santamaría, C.; Rubio, G. Markovian modeling for dependent interrecurrence times in bladder cancer. (English) Zbl 1453.92133 Math. Methods Appl. Sci. 43, No. 14, 8302-8310 (2020). MSC: 92C50 60J20 62P10 62N01 PDF BibTeX XML Cite \textit{B. García-Mora} et al., Math. Methods Appl. Sci. 43, No. 14, 8302--8310 (2020; Zbl 1453.92133) Full Text: DOI