Zobrazeno 1 - 10
of 187
pro vyhledávání: '"Nikolai Leonenko"'
Publikováno v:
Symmetry, Vol 14, Iss 3, p 615 (2022)
Several queueing systems in heavy traffic regimes are shown to admit a diffusive approximation in terms of the Reflected Brownian Motion. The latter is defined by solving the Skorokhod reflection problem on the trajectories of a standard Brownian mot
Externí odkaz:
https://doaj.org/article/6707d9f220734ddd9004bb3c8a3de898
Publikováno v:
Fractal and Fractional, Vol 6, Iss 2, p 74 (2022)
In this article, some properties of multifractional Brownian motion (MFBM) are discussed. It is shown that it has persistence of signs long range dependence (LRD) and persistence of magnitudes LRD properties. A generalization called here nth order mu
Externí odkaz:
https://doaj.org/article/82632c9190ce4befa30692ea6d4e2e17
Publikováno v:
Entropy, Vol 22, Iss 11, p 1193 (2020)
In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam pr
Externí odkaz:
https://doaj.org/article/4c24d74aa0c743bca50d5e12358d797c
Publikováno v:
Entropy, Vol 22, Iss 2, p 217 (2020)
This paper investigates solutions of hyperbolic diffusion equations in R 3 with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere S 2 are studied. All assumptions are formulate
Externí odkaz:
https://doaj.org/article/de9922eb423847c38b4373d4ac271e86
Publikováno v:
Mathematics, Vol 6, Iss 9, p 159 (2018)
Starting from the definition of fractional M/M/1 queue given in the reference by Cahoy et al. in 2015 and M/M/1 queue with catastrophes given in the reference by Di Crescenzo et al. in 2003, we define and study a fractional M/M/1 queue with catastrop
Externí odkaz:
https://doaj.org/article/ce646bd15c0749e9b54667b99cf9472a
Publikováno v:
Theory of Probability and Mathematical Statistics. 107:61-76
The paper investigates random fields in the ball. It studies three types of such fields: restrictions of scalar random fields in the ball to the sphere, spin, and vector random fields. The review of the existing results and new spectral theory for ea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7c7b3909a9f356c7ac4281e79e49545
https://doi.org/10.1090/tpms/1175
https://doi.org/10.1090/tpms/1175
Autor:
Nikolai Leonenko, Igor Podlubny
Publikováno v:
Fractional Calculus and Applied Analysis. 25:841-857
In this work the Monte Carlo method, introduced recently by the authors for orders of differentiation between zero and one, is further extended to differentiation of orders higher than one. Two approaches have been developed on this way. The first ap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f7e41307b5de9f4677349bb939d4f8a
https://doi.org/10.1007/s13540-022-00048-w
https://doi.org/10.1007/s13540-022-00048-w
Publikováno v:
Communications in Statistics - Theory and Methods. 52:2682-2701
We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Pólya-Aeppli process of order k: We characterize these processes by deriving their non-local governing equations. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::743b6710627701eb09582553f00c2ab4
https://doi.org/10.1080/03610926.2021.1958228
https://doi.org/10.1080/03610926.2021.1958228
The proof of consistency for the kth nearest neighbour distance estimator of the Shannon entropy for an arbitrary fixed is provided. It is constructed the non-parametric test of goodness-of-fit for a class of introduced generalised multivariate Gauss
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d9f930a4ce8b5b00579b0206b28a37f
https://orca.cardiff.ac.uk/id/eprint/149192/1/CEML_22.pdf
https://orca.cardiff.ac.uk/id/eprint/149192/1/CEML_22.pdf
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c90df30ad251da499a1f1fb842e69786
https://orca.cardiff.ac.uk/id/eprint/140120/1/ALP_JTP_21_Published.pdf
https://orca.cardiff.ac.uk/id/eprint/140120/1/ALP_JTP_21_Published.pdf