Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Andreas Löpker"'
Publikováno v:
Journal of Mathematical Biology. 86
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f468af2e550e95057350a1a47629691
https://doi.org/10.1007/s00285-023-01913-9
https://doi.org/10.1007/s00285-023-01913-9
Autor:
Offer Kella, Andreas Löpker
Publikováno v:
Indagationes Mathematicae.
In this paper we consider the notions of binomial thinning, binomial mixing, their generalizations, certain interplay between them, associated limit theorems and provide various examples.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::202a4f336f1b936d00c2a8927c41030d
https://doi.org/10.1016/j.indag.2022.09.003
https://doi.org/10.1016/j.indag.2022.09.003
Autor:
Andreas Löpker
Publikováno v:
Queueing Systems. 100:221-223
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::41a205520a06a474d875da880e30c9b2
https://doi.org/10.1007/s11134-022-09784-5
https://doi.org/10.1007/s11134-022-09784-5
Publikováno v:
Queueing Systems, 98(3-4), 225-245. Springer Netherlands
Queueing Systems, 98(3-4), 225-245. Springer
Queueing Systems, 98(3-4), 225-245. Springer
This paper presents an analysis of the stochastic recursion $$W_{i+1} = [V_iW_i+Y_i]^+$$ W i + 1 = [ V i W i + Y i ] + that can be interpreted as an autoregressive process of order 1, reflected at 0. We start our exposition by a discussion of the mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f3587f43cc12b8b0cbb3e08aaebad66
https://doi.org/10.1007/s11134-021-09698-8
https://doi.org/10.1007/s11134-021-09698-8
Publikováno v:
Journal of Applied Probability, 57(2), 657-678. University of Sheffield
We introduce two general classes of reflected autoregressive processes, INGAR+ and GAR+. Here, INGAR+ can be seen as the counterpart of INAR(1) with general thinning and reflection being imposed to keep the process non-negative; GAR+ relates to AR(1)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4342e952ea75bfa20f5e50e5dac4f922
https://research.tue.nl/nl/publications/6d4945b6-b82d-4e0e-9ff4-67c311e5754d
https://research.tue.nl/nl/publications/6d4945b6-b82d-4e0e-9ff4-67c311e5754d
Autor:
Andreas Löpker
Publikováno v:
Mathematical Methods of Operations Research. 84:59-92
We consider a continuous time stochastic fluid model with alternating on- and off-periods. During on-periods the process increases linearly, during off periods there is an additional negative decrease rate, proportional to the content level. While th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0500ab18c07504df908c7a5d2a6706f
https://doi.org/10.1007/s00186-016-0534-4
https://doi.org/10.1007/s00186-016-0534-4
Autor:
Andreas Löpker, Yoav Kerner
Publikováno v:
Probability in the Engineering and Informational Sciences. 29:219-232
We show that overshoots over Erlang random variables give rise to a natural generalization of the stationary excess operator and its iterates. The new operators can be used to derive expansions for the expectation Eg(X) of a non-negative random varia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fa48f3ab1bd4dcb20f60f7e4481f5a2
https://doi.org/10.1017/s0269964814000308
https://doi.org/10.1017/s0269964814000308
Publikováno v:
Annals of Operations Research, 241(1), 53-82. Springer
We consider a make-to-stock production-inventory model with one machine that produces stock in a buffer. The machine is subject to breakdowns. During up periods, the machine fills the buffer at a level-dependent rate $$\alpha (x)>0$$ . During down pe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c6feb48b666eb92abd7694d0138af6db
https://doi.org/10.1007/s10479-014-1658-7
https://doi.org/10.1007/s10479-014-1658-7
Publikováno v:
Statistics & Probability Letters. 83:783-789
Motivated by and with the aim of generalizing ( Bar-Lev and Enis, 1987 ), we identify various limit laws of certain centralizing transformations of families of random variables by establishing a nontrivial equivalence with limits of their Laplace–S
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a521d0b2ee6ce6f7286bcd5bf90341d
https://doi.org/10.1016/j.spl.2012.11.027
https://doi.org/10.1016/j.spl.2012.11.027
Autor:
Andreas Löpker, Offer Kella
Publikováno v:
Probability in the Engineering and Informational Sciences. 26:425-436
We consider a generalized memoryless property which relates to Cantor's second functional equation, study its properties and demonstrate various examples.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9341e3c5f8d2a4f9609e1ac2c1820994
https://doi.org/10.1017/s0269964812000095
https://doi.org/10.1017/s0269964812000095