Related papers: Estimates of the probability of a regenerative pro…
The ability to estimate the rate of convergence for the distributions of regenerative processes is in great demand. These processes are often encountered in queuing theory and in related problems. In some papers on regenerative processes,…
We discuss the concepts of quasi-renewal and quasi-regenerative processes. We also propose a method for obtaining the upper bounds for the convergence rate of the distribution of a regenerative and quasi-regenerative process to a stationary…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general…
We give strong bounds for the rate of convergence of the regenerative process distribution to the stationary distribution in the total variation metric. These bounds are obtained by using coupling method. We propose this method for…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…
Obtaining estimates of the convergence rate of the regenerating process $Q(t)$ whose value at time $t$ is equal to the number of claims in the system $ M \backslash G \backslash \infty $ at this moment, to the limit (stationary) regime.
In the report the approach to estimation of quality of planned experiments is considered. This approach is based on the analysis of uncertainty, which will take place under the future hypotheses testing about the existence of a new…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
We review the theory of regenerative processes, which are processes that can be intuitively seen as comprising of i.i.d.\ cycles. Although we focus on the classical definition, we present a more general definition that allows for some form…
Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…
Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…
We consider the problem of an harmonic oscillator coupled to a scalar field in the framework of recently introduced dressed coordinates. We compute all the probabilities associated with the decay process of an excited level of the…
This paper studies the on- and off-diagonal upper estimate and the two-sided transition probability estimate of random walks on weighted graphs.
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…
In this paper, we develop a computational approach for estimating the mean value of a quantity in the presence of uncertainty. We demonstrate that, under some mild assumptions, the upper and lower bounds of the mean value are efficiently…
This text surveys different probabilistic aspects of a model which is used to describe the evolution of an object that falls apart randomly as time passes. Each point of view yields useful techniques to establish properties of such random…
If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…
The estimation of the guessing probability has paramount importance in quantum cryptographic processes. It can also be used as a witness for nonlocal correlations. In most of the studied scenarios, estimating the guessing probability…