Search Results - subject:"branching processes"

Fluctuation theory of continuous-time, skip-free downward Markov chains with applications to branching processes with immigration

Loeffen, Ronnie; Patie, Pierre; Wang, Jian - In: Mathematics of operations research 50 (2025) 1, pp. 169-188

Persistent link: https://www.econbiz.de/10015211653

Asymptotic Properties of a Supercritical Branching Process with Immigration in a Random Environment

Wang, Yanqing; Liu, Quansheng - In: Stochastics and Quality Control 36 (2022) 2, pp. 145-155

Abstract This is a short survey about asymptotic properties of a supercritical branching process (Z_{n}) with immigration in a stationary and ergodic or independent and identically distributed random environment. We first present basic properties of the fundamental submartingale (W_{n}) , about...

Persistent link: https://www.econbiz.de/10014591062

Branching Process Modelling of COVID-19 Pandemic Including Immunity and Vaccination

Atanasov, Dimitar; Stoimenova, Vessela; Yanev, Nikolay M. - In: Stochastics and Quality Control 36 (2022) 2, pp. 157-164

Abstract We propose modeling COVID-19 infection dynamics using a class of two-type branching processes. These models …

Persistent link: https://www.econbiz.de/10014591067

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

Branching particle pricers with heston examples

Kouritzin, Michael A.; MacKay, Anne - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012270887

Polynomial time algorithms for branching Markov decision processes and probabilistic min(max) polynomial Bellman equations

Etessami, Kousha; Stewart, Alistair; Yannakakis, Mihalis - In: Mathematics of operations research 45 (2020) 1, pp. 34-62

Persistent link: https://www.econbiz.de/10012183018

A branching process approach to power markets

Jiao, Ying; Ma, Chunhua; Scotti, Simone; Sgarra, Carlo - In: Energy economics 79 (2019), pp. 144-156

Persistent link: https://www.econbiz.de/10012172268

ЭКОНОМИЧЕСКАЯ БЕЗОПАСНОСТЬ В КИБЕРПРОСТРАНСТВЕ: МОДЕЛИРОВАНИЕ КОАЛИЦИОННЫХ АТАК В ИНФОРМАЦИОННОМ ПРОСТРАНСТВЕ ХОЗЯЙСТВЕННОЙ СИСТЕМЫ

ВЛАДИМИРОВНА, ШИПИЛЕВА АЛЛА - In: Вестник Волгоградского … (2013) 3, pp. 137-142

В современном обществе информационные активы являются основным ресурсом и обеспечивают компаниям добавленную стоимость. Сложность и размеры ущерба,...

Persistent link: https://www.econbiz.de/10011222299

Multi-Type Branching Processes Modeling of Nosocomial Epidemics

Mohamed, Zeinab; Oraby, Tamer - In: Stochastics and Quality Control 32 (2017) 2, pp. 63-75

Abstract Nosocomial epidemics are infectious diseases which spread among different types of susceptible individuals in a health-care facility. To model this type of epidemics, we use a multi-type branching process with a multivariate negative binomial offspring distribution. In particular, we...

Persistent link: https://www.econbiz.de/10014591018

Innovation diffusion, general purpose technologies and economic growth

Andergassen, Rainer; Nardini, Franco; Ricottilli, Massimo - In: Structural change and economic dynamics : SC+ED 40 (2017), pp. 72-80

Persistent link: https://www.econbiz.de/10011779992