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  • Search: subject:"Stationary Distribution"
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Year of publication
Subject
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stationary distribution 10 Markov chain 8 Theorie 5 Benford's Law 4 n-step 4 significand 4 significant digits 4 transition probabilities 4 uniform distribution modulo 1 4 Markov-Kette 3 Stationary distribution 3 Statistische Verteilung 3 Stochastic process 3 Stochastischer Prozess 3 Theory 3 Bayes premium 2 Markovscher Prozess 2 Poisson claims 2 Statistical distribution 2 Zeitreihenanalyse 2 actuarial mathematics 2 equilibrium distribution 2 experience rating 2 insurance portfolio 2 motor insurance 2 quasi-stationary distribution 2 Bandwidth 1 Compactness 1 Consumer behaviour 1 Ergodic and irreducible Markov chains 1 Feller property 1 Finanzmarkt 1 Foias operator 1 Hedging 1 Heterogenous Agents 1 Individual state space 1 Konsumentenverhalten 1 Language 1 Local limit theorem 1 Lyapunov exponent 1
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Online availability
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Free 16 CC license 1
Type of publication
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Book / Working Paper 12 Article 4
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 10 Undetermined 6
Author
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Berger, Arno 4 Hill, Theodore P. 4 Kaynar, Bahar 4 Ridder, Ad 4 Asmussen, Søren 2 Kunst, Robert M. 2 Nagaev, Alexander V. 2 Nagaev, Sergei A. 2 Hall, Peter 1 Ikoba, N. A. 1 Jolayemi, E. T. 1 Kam, Timothy 1 Miclo, Laurent 1 Oscar Mauricio VALENCIA A. 1 Sivasamy, R. 1 Stachurski, John 1 Valencia, Oscar Mauricio 1 Van, Cuong Le 1 Wolff, Rodney C 1
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Institution
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Center for Intergenerational Studies, Institute of Economic Research 1 DEPARTAMENTO NACIONAL DE PLANEACIÓN 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 1 School of Economics and Finance, Business School 1 Tinbergen Institute 1 Tinbergen Instituut 1 UNIVERSIDAD DE LOS ANDES-CEDE 1
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Published in...
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Risks 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 ARCHIVOS DE ECONOMÍA 1 Cahiers de la Maison des Sciences Economiques 1 DOCUMENTOS CEDE 1 Discussion paper / Tinbergen Institute 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 PIE/CIS Discussion Paper 1 Reihe Ökonomie / Economics Series 1 School of Economics and Finance Discussion Papers and Working Papers Series 1 Tinbergen Institute Discussion Paper 1 Working papers / TSE : WP 1
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Source
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RePEc 9 ECONIS (ZBW) 4 EconStor 3
Showing 1 - 10 of 16
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A finite state Markovian queue to let in impatient customers only during K-vacations
Sivasamy, R. - In: Statistics in transition : an international journal of … 25 (2024) 3, pp. 187-196
We investigate a matrix analysis study for a single-server Markovian queue with finite capacity, i.e. an M/M/1/N queue, where the single server can go for a maximum, i.e. a K number of consecutive vacation periods. During these vacation periods of the server, every customer becomes impatient and...
Persistent link: https://www.econbiz.de/10015127242
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On metastability
Miclo, Laurent - 2020
Persistent link: https://www.econbiz.de/10012264698
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Modelling language extinction using susceptible-infectious-removed (sir) model
Ikoba, N. A.; Jolayemi, E. T. - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 71-87
The study presents a stochastic epidemic model applied to the model of indigenous language extinction. The Susceptible-Infectious-Removed (SIR) categorization of an endemic disease has been reformulated to capture the dynamics of indigenous language decline, based on the assumption of...
Persistent link: https://www.econbiz.de/10012158167
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Modeling and performance of bonus-malus systems: Stationarity versus age-correction
Asmussen, Søren - In: Risks 2 (2014) 1, pp. 49-73
comparison to the typical sojourn time of a customer in the portfolio. We suggest an age-correction to the stationary … distribution and present an extensive numerical study of its effects. An important feature of the modeling is a Bayesian view …
Persistent link: https://www.econbiz.de/10010421284
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Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
Asmussen, Søren - In: Risks 2 (2014) 1, pp. 49-73
comparison to the typical sojourn time of a customer in the portfolio. We suggest an age-correction to the stationary … distribution and present an extensive numerical study of its effects. An important feature of the modeling is a Bayesian view …
Persistent link: https://www.econbiz.de/10011030549
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Finite-State Markov Chains obey Benford's Law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - 2010
A sequence of real numbers (xn) is Benford if the significands, i.e. the fractionparts in the floating-point representation of (xn), are distributed logarithmically.Similarly, a discrete-time irreducible and aperiodic finite-state Markov chain withprobability transition matrix P and limiting...
Persistent link: https://www.econbiz.de/10010325878
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Finite-State Markov Chains obey Benford's Law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - Tinbergen Instituut - 2010
This discussion paper resulted in a publication in the <I>Siam Journal on Matrix Analysis and Applications (2011). Volume 32, issue 3, pages 665-684.<P> A sequence of real numbers (<I>x<sub>n</sub></I>) is Benford if the significands, i.e. the fractionparts in the floating-point representation of (<I>x<sub>n</sub></I>), are distributed...</i></i></p></i>
Persistent link: https://www.econbiz.de/10011257212
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On a Unique Nondegenerate Distribution of Agents in the Huggett Model
Kam, Timothy - Center for Intergenerational Studies, Institute of … - 2010
stationary distribution of agent types. This coincides with the possibility that an equilibrium individual state space may turn …
Persistent link: https://www.econbiz.de/10008495338
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Finite-State Markov Chains obey Benford's Law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - Tinbergen Institute - 2010
A sequence of real numbers (<I>x<sub>n</sub></I>) is Benford if the significands, i.e. the fraction
Persistent link: https://www.econbiz.de/10008838552
Saved in:
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Finite-state Markov chains obey Benford's law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - 2010
A sequence of real numbers (xn) is Benford if the significands, i.e. the fractionparts in the floating-point representation of (xn), are distributed logarithmically.Similarly, a discrete-time irreducible and aperiodic finite-state Markov chain withprobability transition matrix P and limiting...
Persistent link: https://www.econbiz.de/10011380062
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