## Found 10,622 Documents (Results 1–100)

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### RAP-modulated fluid processes: first passages and the stationary distribution. (English)Zbl 07527299

MSC:  60J25 60G17 60K25
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### Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory. (English)Zbl 07526586

MSC:  60Jxx 60Hxx 60Gxx
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### Nonparametric regression for locally stationary random fields under stochastic sampling design. (English)Zbl 07526583

MSC:  62Gxx 62Mxx 60Gxx
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### Asymptotics of the persistence exponent of integrated fractional Brownian motion and fractionally integrated Brownian motion. (English)Zbl 07523560

Theory Probab. Appl. 67, No. 1, 77-88 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 100-114 (2022).
MSC:  60-XX 70-XX
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### A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles. (English)Zbl 07522873

MSC:  60G60 60G65 35Q53 60G10 35Q58
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### Bayesian nonparametric dynamic hazard rates in evolutionary life tables. (English)Zbl 07522671

MSC:  62Nxx 62P10
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### Stationary and time-dependent molecular distributions in slow-fast feedback circuits. (English)Zbl 07518340

MSC:  92C40 41A60 60J28
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MSC:  60-XX
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### Minimax filtering of sequences with periodically stationary increments. (English. Ukrainian original)Zbl 07515002

Cybern. Syst. Anal. 58, No. 1, 126-143 (2022); translation from Kibern. Sist. Anal. 58, No. 1, 145-165 (2022).
MSC:  62Mxx 60Gxx 93Exx
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### The kernel method tail asymptotics analytic approach for stationary probabilities of two-dimensional queueing systems. (English)Zbl 07506546

MSC:  60K25 60J10
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### On the continuity of Pickands constants. (English)Zbl 07501657

MSC:  60G10 60G70
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### A stochastic process on a network with connections to Laplacian systems of equations. (English)Zbl 07500629

MSC:  60G10 60G50 60K25
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MSC:  60G10
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### Regular multidimensional stationary time series. (English)Zbl 07492796

MSC:  62M10 60G10
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### Stationary measure induced by the eigenvalue problem of the one-dimensional Hadamard walk. (English)Zbl 07491687

MSC:  82-XX 60-XX
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### On the Hölder regularity of a linear stochastic partial-integro-differential equation with memory. (English)Zbl 07488196

MSC:  60-XX 35-XX
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### Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein-Uhlenbeck process. (English)Zbl 07487717

MSC:  92-XX 60-XX
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### Singularly perturbed Markov modulated fluid queues. (English)Zbl 07487121

MSC:  60K25 60J25 68Q87
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### Analysis of time-to-failure data for a repairable system subject to degradation. (English)Zbl 07483284

MSC:  62N05 60G10
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### Overdamped limit at stationarity for non-equilibrium Langevin diffusions. (English)Zbl 07481560

MSC:  60J60 82C31
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### Stochastic non-bipartite matching models and order-independent loss queues. (English)Zbl 07476246

MSC:  60-XX 91-XX 90-XX
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### State heterogeneity analysis of financial volatility using high-frequency financial data. (English)Zbl 07476229

MSC:  60G10 62M10 91B84
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### Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of shibor. (English)Zbl 07476227

MSC:  62G20 62M05 60J75 62P20
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### Empirical process theory for locally stationary processes. (English)Zbl 07467728

MSC:  60F17 60G10
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### A computational framework for evaluating the role of mobility on the propagation of epidemics on point processes. (English)Zbl 1478.92176

MSC:  92D30 60G55 60K35
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### Randomized multivariate central limit theorems for ergodic homogeneous random fields. (English)Zbl 1479.60052

MSC:  60F05 60G10 37A30
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### Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English)Zbl 07444672

MSC:  60G70 60F17 60G57
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### Compressibility analysis of asymptotically mean stationary processes. (English)Zbl 1475.60068

MSC:  60G10 94A12
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### Homogenization of symmetric jump processes in random media. (English)Zbl 07523888

MSC:  60G52 60J25 60J76

### A stochastic threshold to predict extinction and persistence of an epidemic SIRS system with a general incidence rate. (English)Zbl 07514546

MSC:  92-XX 60-XX
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### Stationary distribution of a stochastic ratio-dependent predator-prey system with regime-switching. (English)Zbl 07511349

MSC:  92-XX 60-XX
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### Statistical estimation for stationary models with tapered data. (English)Zbl 1482.62095

J. Contemp. Math. Anal., Armen. Acad. Sci. 56, No. 6, 347-367 (2021) and Izv. Nats. Akad. Nauk Armen., Mat. 56, No. 6, 12-38 (2021).
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### Spatio-temporal prediction of a nonstationary and nonseparable random fields with Tucker decomposition of covariance tensor. (Persian. English summary)Zbl 07481995

MSC:  62H11 62M20
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### Generalized Bernoulli process: simulation, estimation, and application. (English)Zbl 07478929

MSC:  60G10 60G20
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### Consistent particle systems and duality. (English)Zbl 07478665

MSC:  60K35 60J25
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### Intermittent estimation for finite alphabet finitarily Markovian processes with exponential tails. (English)Zbl 07478632

MSC:  62G05 60G25 60G10
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### A combinatorial representation for the invariant measure of diffusion processes on metric graphs. (English)Zbl 1480.60083

MSC:  60G10 60J60 60C05
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### A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English)Zbl 1482.60099

MSC:  60J10 60J28
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### From additive to second-order processes. (English)Zbl 07465312

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 205-215 (2021).
MSC:  60G55 60G52
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### Banach space valued weak second order stochastic processes. (English)Zbl 07465307

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 71-96 (2021).
MSC:  60G10 46E25
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### Ergodicity and steady state analysis for interference queueing networks. (English)Zbl 07465303

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 9-23 (2021).
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### Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model. (English)Zbl 1478.62256

MSC:  62M10 62F10 60G10
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### Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length. (English)Zbl 07458573

MSC:  60J80 60J85
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### Quasi-stationary distribution and metastability for the stochastic Becker-Döring model. (English)Zbl 1479.60156

MSC:  60J27 82C26
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### Convergence of Markov chain transition probabilities. (English)Zbl 1479.60152

MSC:  60J10 60G10
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### Exact solutions of three Sobolev equations containing fourth-order pseudo-Laplacians. (English. Russian original)Zbl 1480.35085

Differ. Equ. 57, No. 10, 1396-1401 (2021); translation from Differ. Uravn. 57, No. 10, 1421-1425 (2021).
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### Limit theorems for locally stationary processes. (English)Zbl 07450917

MSC:  60G10 60F15 60F05
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### Markov chains through semigroup graph expansions (a survey). (English)Zbl 07450048

Romeo, P. G. (ed.) et al., Semigroups, categories, and partial algebras. ICSAA 2019. Proceedings of the conference, Kochi, India, December 9–12, 2019. Singapore: Springer. Springer Proc. Math. Stat. 345, 141-159 (2021).
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MSC:  60G70
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### Estimation of linear functional of large spectral density matrix and application to Whittle’s approach. (English)Zbl 1477.62232

MSC:  62M10 62H12 62M15
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### A robust-filtering method for noisy non-stationary multivariate time series with econometric applications. (English)Zbl 1477.62261

MSC:  62M20 62M10 62P20
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