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  • Search: subject:"Weighted branching processes"
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Large deviations 2 Random difference equations 2 Stochastic fixed-point equations 2 Weighted branching processes 2 Branching random walk 1 Cramér-Lundberg approximation 1 Cramér–Lundberg approximation 1 High-order Lindley equation 1 Markov chain 1 Markov-Kette 1 Maximum recursion 1 Multiplicative cascades 1 Power law distributions 1 Queueing theory 1 Regular variation 1 Stochastic process 1 Stochastic recursions 1 Stochastischer Prozess 1 Warteschlangentheorie 1 database lockingreader-writer queues 1 distributional fixed-point equations 1 high-order Lindley equation 1 large deviations 1 many-server queues 1 queueing networks with synchronization 1 weighted branching processes 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Olvera-Cravioto, Mariana 3 Jelenković, Predrag R. 1 Lacedelli, Octavio Ruiz 1
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Stochastic Processes and their Applications 2 Mathematics of operations research 1
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Stationary waiting time in parallel queues with synchronization
Olvera-Cravioto, Mariana; Lacedelli, Octavio Ruiz - In: Mathematics of operations research 46 (2021) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012498080
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Maximums on trees
Jelenković, Predrag R.; Olvera-Cravioto, Mariana - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 217-232
We study the minimal/endogenous solution R to the maximum recursion on weighted branching trees given by R=D(⋁i=1NCiRi)∨Q, where (Q,N,C1,C2,…) is a random vector with N∈N∪{∞}, P(|Q|0)0 and nonnegative weights {Ci}, and {Ri}i∈N is a sequence of i.i.d. copies of R independent of...
Persistent link: https://www.econbiz.de/10011077904
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Tail behavior of solutions of linear recursions on trees
Olvera-Cravioto, Mariana - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1777-1807
Consider the linear nonhomogeneous fixed-point equation R=D∑i=1NCiRi+Q, where (Q,N,C1,C2,…) is a random vector with N∈{0,1,2,3,…}∪{∞},Ci≥0 for all i∈N, P(|Q|0)0, and {Ri}i∈N is a sequence of i.i.d. random variables independent of (Q,N,C1,C2,…) having the same distribution as...
Persistent link: https://www.econbiz.de/10011064951
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