Zobrazeno 1 - 10
of 154
pro vyhledávání: '"Gyula Pap"'
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 3, Pp 315-338 (2020)
Sufficient conditions are presented on the offspring and immigration distributions of a second-order Galton–Watson process ${({X_{n}})_{n\geqslant -1}}$ with immigration, under which the distribution of the initial values $({X_{0}},{X_{-1}})$ can b
Externí odkaz:
https://doaj.org/article/54599952fcea4ff2b6a32438788dbf27
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 5, Iss 1, Pp 53-79 (2018)
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton–Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases,
Externí odkaz:
https://doaj.org/article/63c1151e570247559e7bece2cd897f1b
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
Publikováno v:
Journal of Applied Mathematics, Vol 2004, Iss 4, Pp 293-309 (2004)
Discrete-time forward interest rate curve models are studied, where the curves are driven by a random field. Under the assumption of no-arbitrage, the maximum likelihood estimator of the volatility parameter is given and its asymptotic behaviour is s
Externí odkaz:
https://doaj.org/article/6bf22ee5fa5945ac8e6b8c386d66ebf5
Autor:
Gyula Pap
Publikováno v:
Discrete Mathematics & Theoretical Computer Science, Vol DMTCS Proceedings vol. AE,..., Iss Proceedings (2005)
In this paper we present an algorithmic approach to packing A-paths. It is regarded as a generalization of Edmonds' matching algorithm, however there is the significant difference that here we do not build up any kind of alternating tree. Instead we
Externí odkaz:
https://doaj.org/article/48ce7c06cdcf449584484a78d58a4484
Publikováno v:
Stochastic Processes and their Applications. 160:318-350
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ce09d054857953ebf439d1f8fd2467a
https://doi.org/10.1016/j.spa.2023.03.003
https://doi.org/10.1016/j.spa.2023.03.003
Publikováno v:
Involve, a Journal of Mathematics. 14:871-891
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30b40a5be99de83155c582be84669046
https://doi.org/10.2140/involve.2021.14.871
https://doi.org/10.2140/involve.2021.14.871
Publikováno v:
Advances in Applied Probability. 53:1023-1060
Under a fourth-order moment condition on the branching and a second-order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous-state and continuous-time branchin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39cad4b2b98111ab6aa6abb730870800
https://doi.org/10.1017/apr.2021.7
https://doi.org/10.1017/apr.2021.7
Publikováno v:
Mathematica Slovaca. 71:1241-1268
We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and with idiosyncratic Poisson innovati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24466d19931b945df1c9c3c5eca3621b
https://doi.org/10.1515/ms-2021-0051
https://doi.org/10.1515/ms-2021-0051
Autor:
József Varnyú, Gyula Pap
Publikováno v:
Journal of Graph Algorithms and Applications. 25:437-459
We consider a variation of the well-known traveling salesman problem in which there are multiple agents who all have to tour the whole set of nodes of the same graph, while obeying node- and edge-capacity constraints require that agents must not "cra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f2893ab886840bea83d0a32d3cb79656
https://doi.org/10.7155/jgaa.00566
https://doi.org/10.7155/jgaa.00566
Publikováno v:
Lithuanian Mathematical Journal
We study an iterated temporal and contemporaneous aggregation of N independent copies of a strongly stationary subcritical Galton–Watson branching process with regularly varying immigration having index α ∈ (0, 2). We show that limits of finite-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e193cad5c4f8a33374da6f41ab03bf34
https://doi.org/10.1007/s10986-020-09492-8
https://doi.org/10.1007/s10986-020-09492-8