Buchumschlag

Behavior of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level

We consider almost semicontinuous processes defined on a Markov chain and obtain representations for the generatrices of the absolute maximum upon attainment of a positive level and the recovery time. Modified processes with two-step intensities of negative jumps are investigated.

Gespeichert in:

Bibliographische Detailangaben
Datum:	2010
Hauptverfasser:	Karnaukh, E. V., Карнаух, Є. В.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2010
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/2844
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Ähnliche Einträge

Two-limit problems for almost semicontinuous processes defined on a Markov chain
von: Karnaukh, E. V., et al.
Veröffentlicht: (2007)

On the Moment-Generating Functions of Extrema and Their Complements for Almost Semicontinuous Integer-Valued Poisson Processes on Markov Chains
von: M. S. Herych, et al.
Veröffentlicht: (2015)

On the Moment-Generating Functions of Extrema and Their Complements for Almost Semicontinuous Integer-Valued Poisson Processes on Markov Chains
von: Herych, M. S., et al.
Veröffentlicht: (2015)

Sojourn time of almost semicontinuous integral-valued processes in a fixed state
von: Gusak, D. V., et al.
Veröffentlicht: (2011)

Markov chains with discrete intervention of accident forming a semi-Markov process
von: Yezhоv, I. I., et al.
Veröffentlicht: (1966)

Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence
von: Baev, A. V., et al.
Veröffentlicht: (2006)

On One Property of a Regular Markov Chain
von: Ibragimov, A. A., et al.
Veröffentlicht: (2002)

The given level attainment problem and material destruction
von: Yastrubenko, M.I.
Veröffentlicht: (2007)

Boundary Functionals of a Semicontinuous Process with Independent Increments on an Interval
von: Kadankova, T. V., et al.
Veröffentlicht: (2004)

On asymptotics of the potential of a countable ergodic Markov chain
von: Moskal'tsova, N. V., et al.
Veröffentlicht: (1993)

On potentials of ergodic Markov chains
von: Moskal'tsova, N. V., et al.
Veröffentlicht: (1994)

Distribution of Overjump Functionals of a Semicontinuous Homogeneous Process with Independent Increments
von: Gusak, D. V., et al.
Veröffentlicht: (2002)

Limit functionals for a semicontinuous difference of renewal processes with discrete time
von: Yezhov, I. I., et al.
Veröffentlicht: (1993)

On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point
von: Ju. Pilipenko, et al.
Veröffentlicht: (2015)

On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point
von: Pilipenko, A. Yu., et al.
Veröffentlicht: (2015)

Mixture of distributions based on the Markov chain
von: Ya. I. Yeleiko, et al.
Veröffentlicht: (2022)

Homogeneous Markov chains in compact spaces
von: Skorokhod, A.V.
Veröffentlicht: (2007)

Ruin problem for an inhomogeneous semicontinuous integer-valued process
von: Gusak, D. V., et al.
Veröffentlicht: (2000)

Asymptotic analysis of the distribution of random variables connected in a Markov chain
von: Litvinov, A. N., et al.
Veröffentlicht: (1966)

A model of dynamical system for the attainment of consensus
von: O. R. Satur, et al.
Veröffentlicht: (2019)

A model of dynamical system for the attainment of consensus
von: Satur, O. R., et al.
Veröffentlicht: (2019)

G-Invariant Deformations of Almost-Coupling Poisson Structures
von: Vallejo, J.A., et al.
Veröffentlicht: (2017)

Research of health indicators based on Markov chains
von: O. A. Vahis
Veröffentlicht: (2017)

Symbolic Markov chains with multilinear memory function
von: S. S. Melnik, et al.
Veröffentlicht: (2015)

Central limit theorem for centered frequencies of a countable ergodic markov chain
von: Moskal'tsova, N. V., et al.
Veröffentlicht: (1993)

A study of attainability of the continuous part of the hybrid system
von: Denysenko, T. A., et al.
Veröffentlicht: (2018)

A study of attainability of the continuous part of the hybrid system
von: T. A. Denisenko, et al.
Veröffentlicht: (2018)

Weak convergence of a series scheme of Markov chains to the solution of a Levy driven SDE
von: T. I. Kosenkova
Veröffentlicht: (2012)

On resolvent of the Levy process with matrix-exponential distribution of jumps
von: Karnaukh, E. V., et al.
Veröffentlicht: (2016)

Numerical simulation of the insurance business by means of markov chains
von: V. I. Norkin, et al.
Veröffentlicht: (2016)

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process
von: Bondarenko, G. I., et al.
Veröffentlicht: (2004)

Integral conditions for the invertibility of Markov chains on a half-line with general measure of irreducibility
von: Isakova, T. I., et al.
Veröffentlicht: (2004)

Almost periodic and Poisson stable solutions of difference equations in metric spaces
von: Yu. Sliusarchuk
Veröffentlicht: (2015)

Almost periodic and Poisson stable solutions of difference equations in metric spaces
von: Slyusarchuk, V. Yu., et al.
Veröffentlicht: (2015)

Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain
von: Lapshin, A. L., et al.
Veröffentlicht: (1998)

A limit theorem for semi-Markov process
von: Bondarenko, A.
Veröffentlicht: (2007)

Convergence of a semi-Markov process and an accompanying
von: Malik, V. F., et al.
Veröffentlicht: (2010)

Prediction of level of financial condition of engineering companies using Markov processes
von: T. V. Reshetniak
Veröffentlicht: (2016)

Correlation functions for linear additive Markov chains of higher orders
von: V. E. Vekslerchik, et al.
Veröffentlicht: (2019)

On the generating function of the time of first hitting the boundary by a semicontinuous difference of independent renewal processes with discrete time
von: Yezhov, I. I., et al.
Veröffentlicht: (2000)