Imagen de Portada

Yaglom limit for Stochastic Fluid Models

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Bean, Nigel G., O'Reilly, Małgorzata M., Palmowski, Zbigniew
Formato:	Preprint
Publicado:	2019
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications
por: Aksamit, Anna, et al.
Publicado: (2026)

Pricing American Options Time-Capped by a Drawdown Event
por: Palmowski, Zbigniew, et al.
Publicado: (2025)

Pricing American options time-capped by a drawdown event in a Lévy market
por: Palmowski, Zbigniew, et al.
Publicado: (2025)

Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
por: Palmowski, Zbigniew, et al.
Publicado: (2023)

Exit Times for a Discrete Markov Additive Process
por: Palmowski, Zbigniew, et al.
Publicado: (2020)

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
por: Foss, Sergey, et al.
Publicado: (2023)

Branching random walk and log-slowly varying tails
por: Bhattacharya, Ayan, et al.
Publicado: (2024)

Stable random walks in cones
por: Cygan, Wojciech, et al.
Publicado: (2024)

Lévy processes with partially stochastic resetting
por: Palmowski, Zbigniew, et al.
Publicado: (2026)

Finite-Time Ruin for the Compound Markov Binomial Risk Model
por: Palmowski, Zbigniew, et al.
Publicado: (2025)

Approximating fluid queues with quasi birth-and-death processes with rational arrival process components
por: Bean, Nigel, et al.
Publicado: (2025)

Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes
por: Palmowski, Zbigniew, et al.
Publicado: (2023)

Long time behavior and Yaglom limit for real trait-structured Birth and Death Processes
por: Collet, Pierre, et al.
Publicado: (2025)

Computing the Yaglom limit of Markov chains with a single exit state using their excursion measure
por: Cerf, Elie
Publicado: (2024)

Early predicting of hospital admission using machine learning algorithms: Priority queues approach
por: Antczak, Jakub, et al.
Publicado: (2026)

On the longest/shortest negative excursion of a Lévy risk process and related quantities
por: Lkabous, M. A., et al.
Publicado: (2024)

Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit
por: Yamato, Kosuke
Publicado: (2024)

Yaglom limits of continuous-state branching processes in Brownian random environment
por: Li, Pei-Sen, et al.
Publicado: (2026)

Rates on Yaglom's limit for Galton-Watson processes in a varying environment
por: Cardona-Tobón, Natalia, et al.
Publicado: (2023)

The Uniformly Rotated Mondrian Kernel
por: Osborne, Calvin, et al.
Publicado: (2025)

The Yaglom limit for branching Brownian motion with absorption and slightly subcritical drift
por: Berestycki, Julien, et al.
Publicado: (2024)

Yaglom theorem for critical branching random walk on $\mathbb{Z}^d$
por: Chen, Xinxin, et al.
Publicado: (2025)

Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
por: O'Reilly, Malgorzata M., et al.
Publicado: (2024)

Stationary states for stable processes with partial resetting
por: Grzywny, Tomasz, et al.
Publicado: (2024)

Fluid limit of a distributed ledger model with random delay
por: Feng, Jiewei, et al.
Publicado: (2023)

Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
por: Dębicki, Krzysztof, et al.
Publicado: (2026)

Growing open Markovian Jackson networks: Fluid limit and infinite-dimensional Skorokhod problem
por: Clarke, Louis T., et al.
Publicado: (2026)

Stochastic oscillators out of equilibrium: scaling limits and correlation estimates
por: Gonçalves, Patrícia, et al.
Publicado: (2025)

Operatopes, Operanoids, and Noncommutative Zonoids
por: O'Reilly, Eliza, et al.
Publicado: (2026)

Pricing time-capped American options using Least Squares Monte Carlo method
por: Stȩpniak, Paweł, et al.
Publicado: (2025)

Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
por: Han, Yi
Publicado: (2023)

A resolution of the Gaussian hyperplane tessellation conjecture on the sphere
por: Dirksen, Sjoerd, et al.
Publicado: (2025)

Central limit theorem of Multilevel Monte Carlo Euler estimators for Stochastic Volterra equations with fractional kernels
por: Liu, Shanqi, et al.
Publicado: (2025)

Robust Filtering of Lévy-driven Stochastic Models
por: Srinivasan, Sharan, et al.
Publicado: (2026)

Scaling Limit of a Stochastic Clustering Model on $\mathbb{R}$
por: Dey, Partha S., et al.
Publicado: (2025)

Robustness to noise and erasures of Gabor frames in finite dimensions
por: Salanevich, Palina, et al.
Publicado: (2025)

The Large Deviation Principle for Stochastic Flow of Stochastic Slow-Fast Motions
por: Ye, Mingkun, et al.
Publicado: (2024)

Flocking with Multiple Types: Competition, Fluid Limits and Traveling Waves
por: Banerjee, Sayan, et al.
Publicado: (2026)

Optimization Based Data Enrichment Using Stochastic Dynamical System Models
por: Kearney, Griffin M., et al.
Publicado: (2023)

The limit shape of the Leaky Abelian Sandpile Model on isoradial graphs
por: Ballu, Théo
Publicado: (2025)