Výsledky vyhledávání - "Brémaud, Pierre"

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Sampling cluster point processes: a review

Autor: Brémaud, Pierre

The theme of this article is the sampling of cluster and iterated cluster point processes. It is partially a review, mainly of the Brix-Kendall exact sampling method for cluster point processes and its adaptation by M{\o}ller and Rasmussen to Hawkes

Externí odkaz: http://arxiv.org/abs/1604.06643

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Stationary IPA Estimates for Non-Smooth G/G/1/$\infty$ Functionals via Palm Inversion and Level-Crossing Analysis

Autor: Bremaud, Pierre, Lasgouttes, Jean-Marc

Publikováno v: Discrete Event Dynamic Systems 3, 4 (1993) 347-374

We give stationary estimates for the derivative of the expectation of a non-smooth function of bounded variation f of the workload in a G/G/1/$\infty$ queue, with respect to a parameter influencing the distribu- tion of the input process. For this, w

Externí odkaz: http://arxiv.org/abs/1207.3241

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Ergodicity of a stress release point process seismic model with aftershocks

Autor: Brémaud, Pierre, Foss, Sergey

Publikováno v: Markov Processes and Related Fields, 16 (2010), 389--408

We prove ergodicity of a point process earthquake model combining the classical stress release model for primary shocks with the Hawkes model for aftershocks.
Comment: 20 pages

Externí odkaz: http://arxiv.org/abs/0912.0551

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