Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Penka Mayster"'
Autor:
Assen Tchorbadjieff, Penka Mayster
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 2, Pp 229-244 (2022)
The factorial moments of any Markov branching process describe the behaviour of its probability generating function $F(t,s)$ in the neighbourhood of the point $s=1$. They are applied to solve the forward Kolmogorov equation for the critical Markov br
Externí odkaz:
https://doaj.org/article/4b0b0a14f5394ab6a329ffa902298ad9
Autor:
Assen Tchorbadjieff, Penka Mayster
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 7, Iss 4, Pp 357-378 (2020)
We present a model of a continuous-time Markov branching process with the infinitesimal generating function defined by the geometric probability distribution. It is proved that the solution of the backward Kolmogorov equation is expressed by the comp
Externí odkaz:
https://doaj.org/article/e35f35e768914dcab74a90c606c3b565
Autor:
Penka Mayster, Assen Tchorbadjieff
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 4, Pp 419-441 (2019)
Let $\{L(t),t\ge 0\}$ be a Lévy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and Lévy measure of this process. We also define two su
Externí odkaz:
https://doaj.org/article/e63781c219274b0f989e3061340d06bd
Autor:
Penka Mayster, Assen Tchorbadjieff
Publikováno v:
Proceedings of the Bulgarian Academy of Sciences. 76:517-524
The subcritical Markov branching process X(t) starting with one particle as the initial condition has the ultimate extinction probability q = 1. The branching mechanism in consideration is defined by the mixture of logarithmic distributions on the no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ceb834440a41bc59f6ad1f4e2e414ed
https://doi.org/10.7546/crabs.2023.04.02
https://doi.org/10.7546/crabs.2023.04.02
Autor:
Assen Tchorbadjieff, Penka Mayster
Publikováno v:
Lithuanian Mathematical Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ae9e00d34d1ade6f8667786d84e452e
https://doi.org/10.1007/s10986-023-09591-2
https://doi.org/10.1007/s10986-023-09591-2
Autor:
Assen Tchorbadjieff, Penka Mayster
Publikováno v:
J Appl Stat
In this work, we study a linear birth–death process starting from random initial conditions. First, we consider these initial conditions as a random number of particles following different standard probabilistic distributions – Negative-Binomial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8324fb6cc932a59900ff4dbc3e60cf67
https://pubmed.ncbi.nlm.nih.gov/35707432
https://pubmed.ncbi.nlm.nih.gov/35707432
Autor:
Assen Tchorbadjieff, Penka Mayster
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 4, Pp 419-441 (2019)
Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We also define
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2daaa186ec44d88cf466e4fce6b315d
http://arxiv.org/abs/1912.07945
http://arxiv.org/abs/1912.07945
Autor:
Penka Mayster
Publikováno v:
Journal of Applied Probability. 42:1095-1108
We introduce the idea of controlling branching processes by means of another branching process, using the fractional thinning operator of Steutel and van Harn. This idea is then adapted to the model of alternating branching, where two Markov branchin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7fa532b0ef96c5a2b0194e0f0414d26f
https://doi.org/10.1017/s0021900200001133
https://doi.org/10.1017/s0021900200001133