Search Results - subject:"generating functions"

Gambler’s ruin and winning a series by m games

Lengyel, Tamás - In: Annals of the Institute of Statistical Mathematics 63 (2011) 1, pp. 181-195

Persistent link: https://www.econbiz.de/10008925553

Generalized Waiting Time Problems Associated with Pattern in Polya's Urn Scheme

Inoue, Kiyoshi; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 54 (2002) 3, pp. 681-688

Persistent link: https://www.econbiz.de/10005616102

Selecting a sequence of last successes in independent trials

Bruss, F. Thomas; Paindaveine, Davy - Volkswirtschaftliche Fakultät, … - 2000

Let I1, I2, . . . , In be a sequence of independent indicator functions de- fined on a probability space (Ω, A, P ). We say that index k is a success time if Ik = 1. The sequence I1, I2, . . . , In is observed sequentially. The objective of this article is to predict the l-th last success, if...

Persistent link: https://www.econbiz.de/10008592964

Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots

Gao, Peixia; Wittevrongel, Sabine; Walraevens, Joris; … - In: Computational Statistics 67 (2008) 2, pp. 269-284

probability generating functions (PGF’s). Explicit expressions are obtained for the PGF’s of the system contents and the packet …

Persistent link: https://www.econbiz.de/10010847878

Analytic study of multiserver buffers with two-state Markovian arrivals and constant service times of multiple slots

Gao, Peixia; Wittevrongel, Sabine; Walraevens, Joris; … - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 269-284

probability generating functions (PGF’s). Explicit expressions are obtained for the PGF’s of the system contents and the packet …

Persistent link: https://www.econbiz.de/10010950263

Semi-self-decomposable distributions on Z<Subscript>+</Subscript>

Bouzar, Nadjib - In: Annals of the Institute of Statistical Mathematics 60 (2008) 4, pp. 901-917

Persistent link: https://www.econbiz.de/10005616361

The semi-Sibuya distribution

Bouzar, Nadjib - In: Annals of the Institute of Statistical Mathematics 60 (2008) 2, pp. 459-464

Persistent link: https://www.econbiz.de/10005760205

Time series with discrete semistable marginals

Bouzar, Nadjib; Jayakumar, K. - In: Statistical Papers 49 (2008) 4, pp. 619-635

Persistent link: https://www.econbiz.de/10008533842

Short-term relative arbitrage in volatility-stabilized markets

Banner, Adrian; Fernholz, Daniel - In: Annals of Finance 4 (2008) 4, pp. 445-454

Persistent link: https://www.econbiz.de/10005701378

Conditional moments of record times

Stepanov, A. - In: Statistical Papers 44 (2003) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10005167171