Stochastic Models

Stochastic Models

随机模型

  • 4区 中科院分区
  • Q4 JCR分区

高引用文章

文章名称 引用次数
A Bitcoin-inspired infinite-server model with a random fluid limit 6
Ruin problem of a two-dimensional fractional Brownian motion risk process 2
On the genealogy and coalescence times of Bienayme-Galton-Watson branching processes 2
Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate 2
Efficient simulation of tail probabilities in a queueing model with heterogeneous servers 2
Branching random walks and their applications for epidemic modeling 2
Reliability of semi-Markov missions 1
The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case 1
Multi operator-stable random measures and fields 1
Diffusion approximation of near critical branching processes in fixed and random environment 1
Strong approximations for time-varying infinite-server queues with non-renewal arrival and service processes 1
Computing the conditional stationary distribution in Markov chains of level-dependent M/G/1-type 1
Cross-infection in epidemics spread by carriers 1
Asymptotic degree distribution in preferential attachment graph models with multiple type edges 1
A factorization of a Levy process over a phase-type horizon 1
Regularly varying nonstationary second-order Galton-Watson processes with immigration 1
Sojourn time in a Processor Sharing queue with batch arrivals 1
Nash equilibria for voter models with randomly perceived positions 1
Sojourn time in an M/M/1 processor sharing queue with permanent customers 1
Ancestral inference for branching processes in random environments and an application to polymerase chain reaction 0
Forefather distribution in a variant of Galton-Watson branching process 0
The variance constant for continuous-time level dependent quasi-birth-and-death processes 0
Robustness of power-law behavior in cascading line failure models 0
Equivalent measure changes for subordinate diffusions 0
MAP fitting by count and inter-arrival moment matching 0
Control of a tandem queue with a startup cost for the second server 0
On the minimum of a conditioned Brownian bridge 0
Population-dependent two-sex branching processes with random mating: rates of growth 0
Stochastic fixed-point equations 0
Survival of some measure-valued Markov branching processes 0
Sample paths of continuous-state branching processes with dependent immigration 0
On the lifetime of a size-dependent branching process 0
Distribution of suprema for generalized risk processes 0
Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities 0
A hard-core stochastic process with simultaneous births and deaths 0
Self-stabilizing processes 0
Optimal debt ratio and dividend strategies for an insurer under a regime-switching model 0
Heavy traffic analysis of a polling model with retrials and glue periods 0
Maximizing survival time in a random walk on an interval 0
Poisson random measures and critical Sevastyanov branching processes 0
Finite horizon optimal execution with bounded rate of transaction 0
Branching processes in varying environment with generation-dependent immigration 0
M-estimator and its weak consistency for a (1) random walk in a parametric random environment 0
Explosion time for some Laplace transforms of the Wishart process 0
Multi-type age-dependent branching processes as models of metastasis evolution 0
Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments 0