Recently, a computationally-efficient method was presented for calibrating a wide-class of Markov processes from discrete-sampled abundance data. The method was illustrated with respect to one-dimensional processes and required the assumption of stationarity. Here we demonstrate that the...

We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are...

We consider asymptotic expansions for defective and excessive renewal equations that are close to being proper. These expansions are applied to the analysis of processor sharing queues and perturbed risk models, and yield approximations that can be useful in applications where moments are...

Nagrinėjant situaciją, kai draudimo kompanija moka dividendus akcininkams pagal barjero strategiją su parametru b, iškyla sunkumų nustatant optimalų dividendų barjerą. Dažnai individualių žalų dydžių skirstinys nežinomas, tačiau galime tikėtis kelių pirmųjų momentų...

We prove a central limit theorem for products of centered i.i.d. r.v.'s taking values on nilpotent, graded, simply connected Lie groups. The main tool is given by weak approximation results for SDEs.