Sensitivity analysis of Stochastic Fluid Models: Stationary and transient quantities with applications
Fuente:
arXiv
Saved in:
| Main Authors: | Aksamit, Anna, O'Reilly, Małgorzata M., Palmowski, Zbigniew |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Yaglom limit for Stochastic Fluid Models
by: Bean, Nigel G., et al.
Published: (2019)
by: Bean, Nigel G., et al.
Published: (2019)
On the longest/shortest negative excursion of a Lévy risk process and related quantities
by: Lkabous, M. A., et al.
Published: (2024)
by: Lkabous, M. A., et al.
Published: (2024)
Entropy and additional utility of a discrete information disclosed progressively in time
by: Aksamit, Anna
Published: (2026)
by: Aksamit, Anna
Published: (2026)
Pricing American Options Time-Capped by a Drawdown Event
by: Palmowski, Zbigniew, et al.
Published: (2025)
by: Palmowski, Zbigniew, et al.
Published: (2025)
Pricing American options time-capped by a drawdown event in a Lévy market
by: Palmowski, Zbigniew, et al.
Published: (2025)
by: Palmowski, Zbigniew, et al.
Published: (2025)
Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
by: Palmowski, Zbigniew, et al.
Published: (2023)
by: Palmowski, Zbigniew, et al.
Published: (2023)
Exit Times for a Discrete Markov Additive Process
by: Palmowski, Zbigniew, et al.
Published: (2020)
by: Palmowski, Zbigniew, et al.
Published: (2020)
Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by: Foss, Sergey, et al.
Published: (2023)
by: Foss, Sergey, et al.
Published: (2023)
Branching random walk and log-slowly varying tails
by: Bhattacharya, Ayan, et al.
Published: (2024)
by: Bhattacharya, Ayan, et al.
Published: (2024)
Stable random walks in cones
by: Cygan, Wojciech, et al.
Published: (2024)
by: Cygan, Wojciech, et al.
Published: (2024)
Stationary states for stable processes with partial resetting
by: Grzywny, Tomasz, et al.
Published: (2024)
by: Grzywny, Tomasz, et al.
Published: (2024)
Lévy processes with partially stochastic resetting
by: Palmowski, Zbigniew, et al.
Published: (2026)
by: Palmowski, Zbigniew, et al.
Published: (2026)
Finite-Time Ruin for the Compound Markov Binomial Risk Model
by: Palmowski, Zbigniew, et al.
Published: (2025)
by: Palmowski, Zbigniew, et al.
Published: (2025)
Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes
by: Palmowski, Zbigniew, et al.
Published: (2023)
by: Palmowski, Zbigniew, et al.
Published: (2023)
Early predicting of hospital admission using machine learning algorithms: Priority queues approach
by: Antczak, Jakub, et al.
Published: (2026)
by: Antczak, Jakub, et al.
Published: (2026)
The Uniformly Rotated Mondrian Kernel
by: Osborne, Calvin, et al.
Published: (2025)
by: Osborne, Calvin, et al.
Published: (2025)
Sojourns of Vector-Valued Stationary Gaussian Random Fields
by: Dębicki, Krzysztof, et al.
Published: (2025)
by: Dębicki, Krzysztof, et al.
Published: (2025)
Stochastic volatility model with long memory for water quantity-quality dynamics
by: Yoshioka, Hidekazu, et al.
Published: (2025)
by: Yoshioka, Hidekazu, et al.
Published: (2025)
Markov Decision Process and Approximate Dynamic Programming for a Patient Assignment Scheduling problem
by: O'Reilly, Malgorzata M., et al.
Published: (2024)
by: O'Reilly, Malgorzata M., et al.
Published: (2024)
Switching to a Green and sustainable finance setting: a mean field game approach
by: Aksamit, Anna, et al.
Published: (2025)
by: Aksamit, Anna, et al.
Published: (2025)
Stationary measures of continuous time Markov chains with applications to stochastic reaction networks
by: Hansen, Mads Chr, et al.
Published: (2023)
by: Hansen, Mads Chr, et al.
Published: (2023)
Stationary measures for the Porous Medium Model
by: Blondel, Oriane
Published: (2024)
by: Blondel, Oriane
Published: (2024)
Assigning Stationary Distributions to Sparse Stochastic Matrices
by: Gillis, Nicolas, et al.
Published: (2023)
by: Gillis, Nicolas, et al.
Published: (2023)
Geometrical quantity on random checkerboards on the regular torus
by: Gohier, Léa
Published: (2024)
by: Gohier, Léa
Published: (2024)
Exact analysis of transient behavior of finite-capacity MAP-driven queues
by: Mandjes, Michel, et al.
Published: (2026)
by: Mandjes, Michel, et al.
Published: (2026)
Stochastic Burgers Equation from Non-Product Stationary Measures via a Generalised Second-Order Boltzmann-Gibbs Principle
by: Gonçalves, Patrícia, et al.
Published: (2025)
by: Gonçalves, Patrícia, et al.
Published: (2025)
Distributional and Extremal Behaviour of Brownian Motion with Exponential Resetting
by: Dębicki, Krzysztof, et al.
Published: (2026)
by: Dębicki, Krzysztof, et al.
Published: (2026)
Operatopes, Operanoids, and Noncommutative Zonoids
by: O'Reilly, Eliza, et al.
Published: (2026)
by: O'Reilly, Eliza, et al.
Published: (2026)
Stationary Log-Gamma Polymer in Half-Space
by: Zeng, Jiyue, et al.
Published: (2026)
by: Zeng, Jiyue, et al.
Published: (2026)
Tracking the Mean of a Piecewise Stationary Sequence
by: Ganesan, Ghurumuruhan
Published: (2024)
by: Ganesan, Ghurumuruhan
Published: (2024)
Pricing time-capped American options using Least Squares Monte Carlo method
by: Stȩpniak, Paweł, et al.
Published: (2025)
by: Stȩpniak, Paweł, et al.
Published: (2025)
Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation
by: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Published: (2025)
by: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Published: (2025)
Stationary half-space geometric last passage percolation
by: Zeng, Jiyue
Published: (2025)
by: Zeng, Jiyue
Published: (2025)
Analysis of quantities determining the critical inverse temperature in the annealed Potts model with Pareto vertex weights
by: Janssen, A. J. E. M.
Published: (2025)
by: Janssen, A. J. E. M.
Published: (2025)
Stationary fluctuations for the WASEP with long jumps and infinitely extended reservoirs
by: Chen, Wenxuan, et al.
Published: (2024)
by: Chen, Wenxuan, et al.
Published: (2024)
Stationary fluctuation for the occupation time of the multi-species stirring process
by: Xue, Xiaofeng
Published: (2025)
by: Xue, Xiaofeng
Published: (2025)
Sensitivity analysis of colored noise-driven interacting particle systems
by: Garnier, Josselin, et al.
Published: (2024)
by: Garnier, Josselin, et al.
Published: (2024)
Concentration of the Langevin Algorithm's Stationary Distribution
by: Altschuler, Jason M., et al.
Published: (2022)
by: Altschuler, Jason M., et al.
Published: (2022)
Logarithmic fluctuations of Stationary Hastings-Levitov
by: Berger, Noam, et al.
Published: (2025)
by: Berger, Noam, et al.
Published: (2025)
Stationary fluctuations of run-and-tumble particles
by: Redig, Frank, et al.
Published: (2023)
by: Redig, Frank, et al.
Published: (2023)
Similar Items
-
Yaglom limit for Stochastic Fluid Models
by: Bean, Nigel G., et al.
Published: (2019) -
On the longest/shortest negative excursion of a Lévy risk process and related quantities
by: Lkabous, M. A., et al.
Published: (2024) -
Entropy and additional utility of a discrete information disclosed progressively in time
by: Aksamit, Anna
Published: (2026) -
Pricing American Options Time-Capped by a Drawdown Event
by: Palmowski, Zbigniew, et al.
Published: (2025) -
Pricing American options time-capped by a drawdown event in a Lévy market
by: Palmowski, Zbigniew, et al.
Published: (2025)