Pub Date : 2024-03-08DOI: 10.1080/15326349.2024.2313987
Tommi Gröhn, Joona Karjalainen, Lasse Leskelä
A statistical network model with overlapping communities can be generated as a superposition of mutually independent random graphs of varying size. The model is parameterized by the number of nodes...
{"title":"Clique and cycle frequencies in a sparse random graph model with overlapping communities","authors":"Tommi Gröhn, Joona Karjalainen, Lasse Leskelä","doi":"10.1080/15326349.2024.2313987","DOIUrl":"https://doi.org/10.1080/15326349.2024.2313987","url":null,"abstract":"A statistical network model with overlapping communities can be generated as a superposition of mutually independent random graphs of varying size. The model is parameterized by the number of nodes...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140074100","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this article, we exploit recent results for the Laplace transform of the sojourn time Ω of an entire batch in the M[X]/M/1 processor sharing queue in order to derive the asymptotic behavior of t...
{"title":"Asymptotic analysis of the sojourn time of a batch in a M[X]/M/1 processor sharing queue","authors":"Fabrice Guillemin, Alain Simonian, Ridha Nasri, Veronica Quintuna Rodriguez","doi":"10.1080/15326349.2024.2317210","DOIUrl":"https://doi.org/10.1080/15326349.2024.2317210","url":null,"abstract":"In this article, we exploit recent results for the Laplace transform of the sojourn time Ω of an entire batch in the M[X]/M/1 processor sharing queue in order to derive the asymptotic behavior of t...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140046542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-01DOI: 10.1080/15326349.2024.2319208
Erol A. Peköz, Rhonda Righter
In Gambler’s Ruin when both players start with the same amount of money, we show the playing time stochastically increases when the games are made more fair. We give two different arguments for thi...
{"title":"Increasing Gambler’s Ruin duration and Brownian motion exit times","authors":"Erol A. Peköz, Rhonda Righter","doi":"10.1080/15326349.2024.2319208","DOIUrl":"https://doi.org/10.1080/15326349.2024.2319208","url":null,"abstract":"In Gambler’s Ruin when both players start with the same amount of money, we show the playing time stochastically increases when the games are made more fair. We give two different arguments for thi...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140019652","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-01DOI: 10.1080/15326349.2024.2321195
Bo Yang, Ruili Song, Dingjun Yao, Gongpin Cheng
This article focuses on the classic optimal dividend and reinsurance problems. Different from the existing literature, it assumes that the insurance company has two lines of business with a common ...
{"title":"Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence","authors":"Bo Yang, Ruili Song, Dingjun Yao, Gongpin Cheng","doi":"10.1080/15326349.2024.2321195","DOIUrl":"https://doi.org/10.1080/15326349.2024.2321195","url":null,"abstract":"This article focuses on the classic optimal dividend and reinsurance problems. Different from the existing literature, it assumes that the insurance company has two lines of business with a common ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140010140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-06DOI: 10.1080/15326349.2024.2308521
N. O. Bakır, Büşra Keleş, Salih Tekin
{"title":"Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures","authors":"N. O. Bakır, Büşra Keleş, Salih Tekin","doi":"10.1080/15326349.2024.2308521","DOIUrl":"https://doi.org/10.1080/15326349.2024.2308521","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139801546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-06DOI: 10.1080/15326349.2024.2308521
N. O. Bakır, Büşra Keleş, Salih Tekin
{"title":"Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures","authors":"N. O. Bakır, Büşra Keleş, Salih Tekin","doi":"10.1080/15326349.2024.2308521","DOIUrl":"https://doi.org/10.1080/15326349.2024.2308521","url":null,"abstract":"","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139861647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/15326349.2024.2305344
Emmanuel Coffie
While the original Ait-Sahalia interest rate model has been found to be of considerable use for describing the time-series evolution of interest rates, it may not possess adequate specifications to...
{"title":"Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay","authors":"Emmanuel Coffie","doi":"10.1080/15326349.2024.2305344","DOIUrl":"https://doi.org/10.1080/15326349.2024.2305344","url":null,"abstract":"While the original Ait-Sahalia interest rate model has been found to be of considerable use for describing the time-series evolution of interest rates, it may not possess adequate specifications to...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139754960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-02DOI: 10.1080/15326349.2023.2297959
Igor Lazov, Petar Lazov
We consider a population of finite size M, where the current number N of entities, N∈{0,1,2,…,M}, determines its states. We geometrically analyze the amounts of information iN and iM−N, carried by ...
我们考虑一个有限大小为 M 的群体，当前实体的数量 N（N∈{0,1,2,...,M}）决定了它的状态。我们从几何学角度分析了 N 和 iM-N 所携带的信息量。
{"title":"Geometrical interpretation of the population entropy maximum","authors":"Igor Lazov, Petar Lazov","doi":"10.1080/15326349.2023.2297959","DOIUrl":"https://doi.org/10.1080/15326349.2023.2297959","url":null,"abstract":"We consider a population of finite size M, where the current number N of entities, N∈{0,1,2,…,M}, determines its states. We geometrically analyze the amounts of information iN and iM−N, carried by ...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2024-02-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139664579","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-18DOI: 10.1080/15326349.2023.2286961
Miaomiao Wang, Shunping Zheng, Xuejun Wang
In this article, under some suitable conditions, we study the Lq convergence and complete q-th moment convergence for arrays of rowwise asymptotically almost negatively associated (AANA, for short)...
{"title":"Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations","authors":"Miaomiao Wang, Shunping Zheng, Xuejun Wang","doi":"10.1080/15326349.2023.2286961","DOIUrl":"https://doi.org/10.1080/15326349.2023.2286961","url":null,"abstract":"In this article, under some suitable conditions, we study the Lq convergence and complete q-th moment convergence for arrays of rowwise asymptotically almost negatively associated (AANA, for short)...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138745172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-20DOI: 10.1080/15326349.2023.2278527
Pavel Ievlev
This article investigates the Parisian ruin probability for a class of Gaussian processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptoti...
{"title":"Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance","authors":"Pavel Ievlev","doi":"10.1080/15326349.2023.2278527","DOIUrl":"https://doi.org/10.1080/15326349.2023.2278527","url":null,"abstract":"This article investigates the Parisian ruin probability for a class of Gaussian processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptoti...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2023-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138536195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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