Temat: Markov processes - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Properties of efficient sequential plans for a birth and death process
Autorzy:: Różański, Roman
Powiązania:: https://bibliotekanauki.pl/articles/747944.pdf
Data publikacji:: 1981
Wydawca:: Polskie Towarzystwo Matematyczne
Tematy:: Sequential estimation,Markov processes: estimation
Opis:: W pracy udowodniono własności efektywnych planów sekwencyjnych dla procesu urodzin i śmierci o przeliczalnej ilości stanów. Podano przykłady takich planów.
A birth and death process with parameters θ=(λ,μ), λ>0, μ>0, is considered. The absolute continuity of measures generated by this process is proved. The Rao-Cramér inequality for the variance of the unbiased estimator of a function h(θ) is derived. Some properties of the estimator attaining the Rao-Cramér lower bound are asserted.
Źródło:: Mathematica Applicanda; 1981, 9, 17
1730-2668
2299-4009
Pojawia się w:: Mathematica Applicanda
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 2.

Tytuł:: Model procesu eksploatacji obiektu technicznego
Model of technical objects operation process
Autorzy:: Kierzkowski, A.
Powiązania:: https://bibliotekanauki.pl/articles/311836.pdf
Data publikacji:: 2013
Wydawca:: Instytut Naukowo-Wydawniczy "SPATIUM"
Tematy:: transport lotniczy
port lotniczy
procesy Markowa
proces semimarkowski
air transport
airport
Markov processes
semi-Markov processes
Opis:: Przedstawiony w pracy model może być wykorzystywany w procesie analizy różnego rodzaju zagadnień, obejmujących problem modelowania procesu eksploatacji obiektu technicznego. Opracowany model pozwala na: ocenę zgodności funkcjonującego procesu eksploatacji obiektu z założonym harmonogramem, ocenę wyników procesów eksploatacji obiektu technicznego poprzez analizę funkcji prawdopodobieństw stanów oraz funkcje gotowości obiektu technicznego, symulację procesu eksploatacji w fazie projektowania jego procesu użytkowania oraz obsługiwania. Przedstawiony w pracy model umożliwia analizę oraz symulowanie procesu eksploatacji obiektu technicznego, posiada jednak pewne ograniczenia: brak możliwości zmiany harmonogramu procesu eksploatacji obiektu technicznego w dowolnej chwili jego realizacji; brak własności dyspozytorskich modelu, mających na celu wskazanie możliwości zmian w procesie eksploatacji mających na celu osiągnięcie założonych kryteriów (minimalna wartość prawdopodobieństwa stanu, minimalny poziom funkcji gotowości procesu); brak implementacji zdarzeń losowych z innego systemu, w celu zamodelowania potencjalnie możliwych zdarzeń losowych, mających wpływ na proces eksploatacji obiektu technicznego.
Aim of the study which was to develop a model of the operation of a technical process of timing, was executed by developing the following partial tasks: defining the basic relationship between the stages of the operation of a technical process, adopting theoretical assumptions, describing modeled the operation of a technical process, developing a model of the operation of a technical process, verify the operation of a process model based on a technical inquiry into the real system operation of low cost airlines aircrafts. Model presented in this work can be used in the analysis of various issues, including the problem of modeling the operation of a technical process. The model allows to: evaluate of assessment process, exploit the functioning of the schedule, evaluate the results of the operation of a technical process by analyzing the functions of probabilities of states of readiness of a technical object, simulating the operation process in the design phase of the process of use and handling. Presented model provides analyzing and simulating the operation of a technical process, but it also has some limitations: it is not possible to change the schedule of operation of a technical object at any time for its implementation, lack of ownership of dispatching model, designed to identify possible changes in the operation process to achieve established criteria (minimum probability of a minimum level of preparedness functions of the process), lack of implementation of the mishap from another system, in order to model a potentially possible random events that affect the operation of a technical process.
Źródło:: Autobusy : technika, eksploatacja, systemy transportowe; 2013, 14, 3; 2193-2200
1509-5878
2450-7725
Pojawia się w:: Autobusy : technika, eksploatacja, systemy transportowe
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 3.

Tytuł:: Comparative analysis of results of application of markov and semi-Markov processes to reliability models of multi-state technical objects
Autorzy:: Rudnicki, J.
Powiązania:: https://bibliotekanauki.pl/articles/2073636.pdf
Data publikacji:: 2016
Wydawca:: Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:: reliability
Markov processes
semi-Markov processes
multi-state technical object
procesy Markowa
niezawodność
wielostanowy obiekt techniczny
Opis:: During rational operation of technical objects and systems various operational decisions are made and decision-making process itself should be consisted in selecting that considered most favourable out of all possible to be taken. Choice of such decision is possible after taking into account many different information items but it never be completely correct without accounting for data and indices dealing with reliability. In the case when probabilistic principle of failure occurrence is determined , values of reliability indices can be estimated by using reliability mathematical models. During operation of many technical devices and systems ( e.g. ship main propulsion systems ) was observed many times the fact that their correct operation time is not a unique measure of their wear. Therefore for description of their serviceability and reliability can be used models of change of their reliability states in the form of semi-Markov processes based on the assumption of multi-state character of technical objects. This paper presents a comparative analysis of results of simulation reliability tests of a hypothetical technical object , obtained with the use of reliability models in the form of Markov processes and semi-Markov ones, corresponding to them, called also “half-Markov” processes.
Źródło:: Journal of Polish CIMEEAC; 2016, 11, 1; 169--181
1231-3998
Pojawia się w:: Journal of Polish CIMEEAC
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 4.

Tytuł:: Pricing of a defaultable coupon bond in an extended Mertons model
Autorzy:: Frankiewicz, E.
Powiązania:: https://bibliotekanauki.pl/articles/2050169.pdf
Data publikacji:: 2004
Wydawca:: Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:: arbitrage valuation
Markov processes
contraction semigroup
generators
Opis:: Three alternative approaches to the valuation of a defaultable coupon bond in an extended Merton's model are given. Probabilistic approach yields a closed-form expression for the arbitrage price of this bond. A boundary value problem method is based on the concept of an CD-extended generator for Markov processes. The third approach relies on a recursive procedure method in which at every step a suitable Cauchy problem is solved.
Źródło:: Opuscula Mathematica; 2004, 24, 1; 57-69
1232-9274
2300-6919
Pojawia się w:: Opuscula Mathematica
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 5.

Tytuł:: Statistical identification and prediction of the port oil pipeline system’s operation process and its reliability and risk evaluation
Autorzy:: Kołowrocki, K.
Soszyńska, J.
Powiązania:: https://bibliotekanauki.pl/articles/2069675.pdf
Data publikacji:: 2009
Wydawca:: Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:: semi-Markov processes
system operations process
reliability
Opis:: In the paper a Semi-markov processes are used to construct a general model of complex industrial systems’ operation processes. Main characteristics of this model are determined as well. In particular case, for a port oil pipeline transportation system, its operation states are defined, the relationships between them are fixed and particular model of its operation process is constructed and its main characteristics are determined. Further, the joint model of the system operation process and the system reliability is defined and applied to the reliability and risk evaluation of the port oil pipeline transportation system.
Źródło:: Journal of Polish Safety and Reliability Association; 2009, 2; 241--250
2084-5316
Pojawia się w:: Journal of Polish Safety and Reliability Association
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 6.

Tytuł:: Method for control of technical objects operation process with the use of semi - Markov decision processes
Autorzy:: Migawa, K.
Powiązania:: https://bibliotekanauki.pl/articles/242975.pdf
Data publikacji:: 2012
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: semi-Markov processes
control decisions
transport system
Opis:: In this article there is presented a description of a method for control of the operation process in a complex operation system of technical objects operation where semi-Markov decision processes are used for control. The study has been based on the operation process of a real bus municipal transportation system. For complex systems of technical objects operation, it is possible to achieve the set goal – appropriate accomplishment of the assigned task (tasks) with required efficiency - only when the control decisions, made by the system decision-makers, are rational. In systems where the complex operation process of technical objects is carried out, the choice of rational control decisions (from possible variants) is an issue of great importance and difficulty. In real complex operation systems of technical objects operation, the process of making control decisions should be carried out using mathematical procedures and methods, rather than according to the system decision makers' intuition or experience. Use of appropriate mathematical methods for control of the operation process facilitates the choice of rational control decisions providing correct and efficient accomplishment of the assigned tasks. The presented method involves elaborating a mathematical operation model (semi-Markov model) and choosing the best control strategy (from possible decision variants), according to the accepted criterion (criteria) of technical objects operation system assessment.
Źródło:: Journal of KONES; 2012, 19, 4; 439-447
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 7.

Tytuł:: Method of availability control of the transport means
Autorzy:: Woropay, M.
Migawa, K.
Neubauer, A.
Powiązania:: https://bibliotekanauki.pl/articles/247367.pdf
Data publikacji:: 2013
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: semi-Markov processes
control decisions
genetic algorithm
Opis:: The problems presented in this article deal with operation and maintenance process control in complex systems of technical object operation and maintenance. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the operation and maintenance process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the operation and maintenance process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of technical objects operation and maintenance. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled operation and maintenance process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. Depending on one’s needs, the genetic algorithm including the obtained model of operation and maintenance process may be implemented for mathematic formulation and solution of a wide array of problems connected with control of complex systems of technical object operation and maintenance. It pertains mostly to the economic analysis, safety management and controlling availability and reliability of complex systems. The opinions were presented on the example of the operation and maintenance process of the means of transport implemented in the real system of the bus municipal transport.
Źródło:: Journal of KONES; 2013, 20, 4; 485-492
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 8.

Tytuł:: Polish school of reliability and safety
Autorzy:: Jaźwiński, J.
Powiązania:: https://bibliotekanauki.pl/articles/244377.pdf
Data publikacji:: 2007
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: transport systems
reliability
safety
Markov processes
renewable object
Opis:: The history beginning of School of Safety and Reliability in Poland is represented in paper. Authors of the School are among other Prof. Krystyna Ważyńska-Fiok, Prof. Jerzy Jazwiński, Prof. Jan Borgoń, Prof. Zbigniew Smalko, Prof. Józef Żurek, Dr. Tadeusz Salamonowicz, Prof. Tadeusz Szopa, Prof. Alfred Brandowski, Dr. Krzysztof Kolowrocki. Among scientific institutions having greatest contributions in development of the Polish School of Safety and the Reliability are Committee of Transport and Committee of Machines Construction of Polish Academy of Sciences, Air Force Institute of Technology, Faculty of Transport of Warsaw University of Technology, Polish Cybernetic Society, Polish Society of Safety and Reliability. Conferences "Problems of the Reliability in the Transport" and "Safety of Systems" "International Conference of Safety and Reliability KONBIN" determine leading in the country and recognized in the world meeting points scientist occupying with these scientific problems. The reliability and the safety are with themselves related. The elements the three-stage, renewable three-stage element, the fourth state of security threat, the fifth state of feeling security threat are an object of the paper. Markov processes and the theory tracing systems of the safety are presented in paper. The three-stage object non-renewable, the model of the object of damages, the diagram presenting time of flight, the elementary model system, "the system protected - the system switching on - the system protecting", the object of the structure ranker complex of three-stage elements the model of the three-stage renewable object with reversible state of efficiency deceptive, the reduced model, the three-stage renewable object are discussed in the paper.
Źródło:: Journal of KONES; 2007, 14, 4; 33-48
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 9.

Tytuł:: Professor Jerzy Jazwinskis contribution for science and technology on reliability, safety and transport in the new century (prof. Jerzy Jazwinski festschrift)
Autorzy:: Jankowski, A.
Powiązania:: https://bibliotekanauki.pl/articles/244399.pdf
Data publikacji:: 2007
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: transport systems
reliability
safety
Markov processes
renewable object
Opis:: Prof. Jerzy Jazwinski is a creator of the Polish School of the Reliability and Safety which an idea was the joint treatment of these problems. Prof. Jerzy Jazwinski sat in on the organization of Winter-Schools of Reliability which determine the centre for the scientific promotion of many workers occupying with the reliability, diagnostics, and exploitation. As the worker of the AFIT, in the first term he was assigned to the Committee of Machine Construction of Polish Academy of Sciences. As the worker of the AFIT he sat in on works of the Scientific Boards of the Air Force Institute of Technology, Military Institute of Information Technology, Electromechanical Faculty of Military University of Technology, Military Institute of Armoured and Automotive Technology. Since establishment of the quarterly of the Problem of the Exploitation of Machines of Polish Academy of Sciences (ZEM), he is a Sub-Editor of the Reliability. Professor worked out the novel model stepped system of the safety, connected with period of the terrorism and natural disasters. Other problem is worked out by him the model of the system with assumptive structure redundant, ensuing from turbulent development of mechatronics, artificial intelligences, and the utilization of processors in transport control particularly in aeronautics. Prof. Jerzy Jazwinski is an author of several hundred scientific publications and analyses which were inculcated to the practice. He is laureate of numerous prizes for scientific achievements. Prof. Jerzy Jazwinski actively participates in domestic and international symposia, conferences and Congresses not only as an author and chairman, but also as a discussion participant Polish Academy of Sciences, as well as an attraction explorer of the culture and art of remote countries. Prof. Jerzy Jazwinski has a great scientific authority, he is a member of many organizations and Scientific Societies Superlative is an election of Prof. Jerzy Jazwinski to the State Committee for Scientific Research as a Member (2 times). The scientific activity of Prof. Jerzy Jazwinski mainly concentrates in Polish Academy of Sciences, and Air Force Institute of Technology. The prof. Jerzy Jazwinski has also successes as the author of the lyrical poetry.
Źródło:: Journal of KONES; 2007, 14, 4; 12-31
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 10.

Tytuł:: Analysis of the military vehicles operating process by means of Markov processes
Autorzy:: Żurek, J.
Borucka, A.
Ziółkowski, J.
Powiązania:: https://bibliotekanauki.pl/articles/245001.pdf
Data publikacji:: 2016
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: operation
Markov processes
military vehicles
Military Economic Units
Opis:: The article presents the method of analysing the operating process of Star military vehicles in their readiness aspect. The subject of research was the Military Economic Unit, recently created in the Polish Army. Markov processes were applied. A simple 5-state model was built, and the research was made in a discrete, as well as continuous time. The limit probabilities, both for the chain and the time, were estimated. Thanks to Chapman-Kołomogorov-Smoluchowski equations, the long-term projections could be estimated. To ensure of operating processes, correctly object’s permissible transitions from the previous state to the next one were chosen. It was defined based on technical documentation and owned operational knowledge on the considered operating process. The mathematical description of a set of permissible transitions includes a matrix of permissible Si → Sj transitions from the previous state Si (lines) to the next one. The five-state system has possible and forbidden transitions are presented. Graph of permissible transitions for the five-state operation model usage, standby, maintenance, repair, standstill in repair; correlogram for the average duration of the state; evolution of the probability of the Star cars’ staying in the state of usage, standby, maintenance, repair, standstill in repair are presented in the article.
Źródło:: Journal of KONES; 2016, 23, 2; 443-453
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 11.

Tytuł:: Estimation of the parameters of the Galton-Watson process
Autorzy:: Holzheimer, Joachim
Powiązania:: https://bibliotekanauki.pl/articles/748731.pdf
Data publikacji:: 1982
Wydawca:: Polskie Towarzystwo Matematyczne
Tematy:: Markov processes: estimation,Branching processes (Galton-Watson, birth-and-death, etc.)
Opis:: MR0707820
The aim of this paper is to present a review of estimators for one-dimensional Galton-Watson processes. Properties of known estimators of the mean, the creation probabilities, and the variance for subcritical, critical, and supercritical Galton-Watson processes are discussed.
Źródło:: Mathematica Applicanda; 1982, 10, 20
1730-2668
2299-4009
Pojawia się w:: Mathematica Applicanda
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 12.

Tytuł:: Adaptive control of discrete time Markov processes by the large deviations method
Autorzy:: Duncan, T.
Pasik-Duncan, B.
Stettner, Łukasz
Powiązania:: https://bibliotekanauki.pl/articles/1208162.pdf
Data publikacji:: 2000
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: discrete time controlled Markov processes
adaptive control
large deviations
Opis:: Some discrete time controlled Markov processes in a locally compact metric space whose transition operators depend on an unknown parameter are described. The adaptive controls are constructed using the large deviations of empirical distributions which are uniform in the parameter that takes values in a compact set. The adaptive procedure uses a finite family of continuous, almost optimal controls. Using the large deviations property it is shown that an adaptive control which is a fixed almost optimal control after a finite time is almost optimal with probability nearly 1.
Źródło:: Applicationes Mathematicae; 2000, 27, 3; 265-285
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 13.

Tytuł:: Stochastyczny model bezpieczeństwa obiektu w procesie eksploatacji
Stochastic model of safety system operation
Autorzy:: Grabski, F.
Powiązania:: https://bibliotekanauki.pl/articles/257879.pdf
Data publikacji:: 2011
Wydawca:: Sieć Badawcza Łukasiewicz - Instytut Technologii Eksploatacji - Państwowy Instytut Badawczy
Tematy:: bezpieczeństwo
procesy semimarkowskie
eksploatacja
safety
semi-Markov processes
operation
Opis:: Teoria procesów stochastycznych dostarcza pojęcia i twierdzenia umożliwiające matematyczny opis i analizę różnych aspektów funkcjonowania systemów, a w tym aspektu bezpieczeństwa. W pracy jest przedstawiony przykład modelu procesu eksploatacji obiektu w aspekcie bezpieczeństwa. Modelem jest proces semimarkowski o skończonym zbiorze stanów. Teoria procesów semi-markowskich pozwala określić parametry i charakterystyki bezpieczeństwa.
To describe the safety evolution of the system, we constructed a Semi-Markov process by defining the states and the renewal kernel of that one. In our model, the time of the safety system operation is represented by a random variable that denotes the first passage of time from the given state to the subset of states. Appropriate theorems from the Semi-Markov processes theory allow us to calculate the safety function and the mean time of the safety operation.
Źródło:: Problemy Eksploatacji; 2011, 1; 89-102
1232-9312
Pojawia się w:: Problemy Eksploatacji
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 14.

Tytuł:: Assesment of operation of ship main diesel engine using the theory of semi-Markovian and Markov processes
Autorzy:: Rudnicki, J.
Powiązania:: https://bibliotekanauki.pl/articles/245616.pdf
Data publikacji:: 2009
Wydawca:: Instytut Techniczny Wojsk Lotniczych
Tematy:: operations
ship power plant
diesel engine
semi-Markov processes
Opis:: Operation of ship propulsion system is associated with realization of definite operational goals. If to elements of the system the operational reliability strategy could be applied, the situation would be very simple as existing conditions would unambiguously determine application of means being on hand. However decision to reject application of the strategy (even if hypothetical) becomes obvious with a view of necessity of ensuring an acceptable level of safety to ship and environment as well as presence of associated formal and legal limitations. Therefore complexity of operational reality makes that means intended for operation may be used in various ways. Objectivity and rationality in making decision, assumed optimal in given conditions, forces to apply an evaluating (quantitative) approach to the problem, hence to search for such their parameters (indices) which, in a given decision situation, can be deemed most adequate. To precisely determine the task it is necessary to specify also its duration time, apart from conditions in which it will be realized. When considering propulsion engine, i.e. the main element of ship propulsion system, especially important becomes not only the problem which amount of energy could be at one's disposal but also within which time interval it could be delivered. Therefore apart from applying the commonly used reliability indices, it seems sensible to consider the operation in such evaluating approach as it could be determined by energy and time simultaneously.
Źródło:: Journal of KONES; 2009, 16, 3; 325-333
1231-4005
2354-0133
Pojawia się w:: Journal of KONES
Dostawca treści:: Biblioteka Nauki

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Skocz do pozycji: 15.

Tytuł:: The first exit of almost strongly recurrent semi-Markov processes
Autorzy:: Domsta, Joachim
Grabski, Franciszek
Powiązania:: https://bibliotekanauki.pl/articles/1340260.pdf
Data publikacji:: 1995
Wydawca:: Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:: limit distribution
Markov renewal
first exit
extended exponential p.d
semi-Markov
recurrent Markov processes
Opis:: Let $\stackrelnX(·)$, n ∈ N, be a sequence of homogeneous semi-Markov processes (HSMP) on a countable set K, all with the same initial p.d. concentrated on a non-empty proper subset J. The subrenewal kernels which are restrictions of the corresponding renewal kernels $\stackrelnQ$ on K×K to J×J are assumed to be suitably convergent to a renewal kernel P (on J×J). The HSMP on J corresponding to P is assumed to be strongly recurrent. Let [$π_j$; j ∈ J] be the stationary p.d. of the embedded Markov chain. In terms of the averaged p.d.f. $F_{ϑ}(t) :=\sum_{j,k ∈ J} π_jP_{j,k}(t)$, t ∈ i$ℝ_+$, and its Laplace-Stieltjes transform $\widetilde F_ϑ$, the above assumptions imply: The time $\stackrel{n}{T}_{J}$ of the first exit of $\stackrel{n}{X}(·)$ from J has a limit p.d. (up to some constant factors) iff 1 - $\widetilde F_ϑ$ is regularly varying at 0 with a positive degree, say α ∈ (0,1]. Then the transform of the limit p.d.f. equals $\widetilde G^{(α)}(s) = (1+s^{α})^{-1}$, Re s ≥ 0. This extends the results by V. S. Korolyuk and A. F. Turbin (1976) obtained for α = 1 under essentially stronger conditions.
Źródło:: Applicationes Mathematicae; 1995-1996, 23, 3; 285-304
1233-7234
Pojawia się w:: Applicationes Mathematicae
Dostawca treści:: Biblioteka Nauki

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