Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Vladimir Pozdnyakov"'
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 4, Pp 413-430 (2022)
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two off-states jointly
Externí odkaz:
https://doaj.org/article/330298d5177d4b169e240ec5319c6d2b
Prudent management of insurance investment portfolios requires competent asset pricing of fixed-income assets with time-to-event contingent cash flows, such as consumer asset-backed securities (ABS). Current market pricing techniques for these assets
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eec750caadbbd6be6ffd68b1cc758d71
Publikováno v:
The Bulletin of the Japanese Bird Banding Association. 31:65-72
Autor:
Vladimir Pozdnyakov
Publikováno v:
The Bulletin of the Japanese Bird Banding Association. 31:53-64
Statistical modeling of animal movement is of critical importance. The continuous trajectory of an animal's movements is only observed at discrete, often irregularly spaced time points. Most existing models cannot handle the unequal sampling interval
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2efc17f2e9a297f90661a711075fcf98
http://arxiv.org/abs/2004.00160
http://arxiv.org/abs/2004.00160
Publikováno v:
E3S Web of Conferences, Vol 210, p 22005 (2020)
The article considers the first stage of designing diversification of professional retraining programs for employees of the nuclear industry in the conditions of digital transformation of the industry. The article justifies the new digital approaches
Publikováno v:
Methodology and Computing in Applied Probability. 21:907-920
A Brownian motion whose infinitesimal variance alternates according to a telegraph process is considered. This stochastic process can be employed to model a variety of real-word situations, such as animal movement in ecology and stochastic volatility
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two off-states jointly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43ff8b160832355da8e1e5bd8c381b44
http://arxiv.org/abs/1909.13311
http://arxiv.org/abs/1909.13311
Autor:
Vladimir Pozdnyakov, J. Michael Steele
Publikováno v:
Mathematics Magazine. 89:167-176
The random—or orderly—seating of passengers on a bus is used to motivate several questions about cycles of permutations. These in turn motivates the investigation of bijections between special subs...