yusuke1997/dblp-id-title huggingface dataset:
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
On the asymptotic behavior of the Diaconis-Freedman chain in a multi-dimensional simplex
Persistence of spectral projections for stochastic operators on large tensor products
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour
Optimal control policy for a Brownian inventory system with concave ordering cost
New maximal inequalities for N-demimartingales with scan statistic applications
Optimal proportional reinsurance to maximize an insurer's exponential utility under unobservable drift
Mean-field analysis of stochastic networks with reservation
Averaging for slow-fast piecewise deterministic Markov processes with an attractive boundary
Bose-Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in
First-passage time asymptotics over moving boundaries for random walk bridges
Component importance in coherent systems with exchangeable components
On a wider class of prior distributions for graphical models
On maxima of stationary fields
Long range dependence of heavy-tailed random functions
Convergence to the structured coalescent process
Asymptotic Expected Number of Passages of a Random Walk Through an Interval
Optimization results for a generalized coupon collector problem
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Conditional Distributions of Processes Related to Fractional Brownian Motion
Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics
Approximations: replacing random variables with their means
Reliability and optimal age replacement policy of a system subject to shocks following a Markovian arrival process
On strongly rigid hyperfluctuating random measures
On the outcome of epidemics with detections
JPR volume 59 issue 1 Cover and Back matter
On sufficient conditions for the comparison in the excess wealth order and spacings
On a coalescence process and its branching genealogy
First passage percolation on sparse random graphs with boundary weights
Erratum to: Mixture representations of residual lifetimes of used systems
The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process
Is the Sibuya distribution a progeny?
Central limit theorem in complete feedback games
Widths of crossings in Poisson Boolean percolation
The dutch draw: constructing a universal baseline for binary classification problems
A martingale approach for asset allocation with derivative security and hidden economic risk
Nondecreasing Lower Bound on the Poisson Cumulative Distribution Function for z Standard Deviations Above the Mean
Comparison results for M/G/1 queues with waiting and sojourn time deadlines
Buffon's problem determines Gaussian curvature in three geometries
On the Deterioration of Nonrepairable Multistate Strongly Coherent Systems
A Fluid EOQ Model with Markovian Environment
Exactly solvable urn models under random replacement schemes and their applications
A Risk Model with Delayed Claims
A Duality Approach to Queues with Service Restrictions and Storage Systems with State-Dependent Rates
Tightness for Maxima of Generalized Branching Random Walks
Critical Path Statistics of Max-Plus Linear Systems with Gaussian Noise
Some properties of the cumulative residual entropy of coherent and mixed systems
A Symmetry Property for a Class of Random Walks in Stationary Random Environments on Z
Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability
Explosion of continuous-state branching processes with competition in a Lévy environment
Statistical inference for partially observed branching processes with immigration
Poisson-saddlepoint approximation for Gibbs point processes with infinite-order interaction: in memory of Peter Hall
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
Size distributions in random triangles
Dynamic binomials with an application to gender bias analysis
On the Disorder Problem for a Negative Binomial Process
On association and other forms of positive dependence for Feller processes
Approximation of excessive backlog probabilities of two tandem queues
Approaching the coupon collector's problem with group drawings via Stein's method
On the convergence rates of some adaptive Markov chain Monte Carlo algorithms
On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models
An alternative axiomatic characterisation of pricing operators
Self-normalized Cramér moderate deviations for a supercritical Galton-Watson process
Optimality Results for Coupon Collection
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum
On Binomial Observations of Continuous-Time Markovian Population Models
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations
Geometric ρ-Mixing Property of the Interarrival Times of a Stationary Markovian Arrival Process
Parisian ruin of self-similar Gaussian risk processes
On the minimal number of driving Lévy motions in a multivariate price model
Gaussian process approximations for multicolor Pólya urn models
On the convergence of the quasi-regression method: polynomial chaos and regularity
Stochastic Order Relations Among Parallel Systems from Weibull Distributions
Persistence and Equilibria of Branching Populations with Exponential Intensity
Asymptotic Behaviour of Extinction Probability of Interacting Branching Collision Processes
On Exceedance Times for Some Processes with Dependent Increments
A generalization of Matérn hard-core processes with applications to max-stable processes
Exponential convergence to a quasi-stationary distribution for birth-death processes with an entrance boundary at infinity
A New Two-Urn Model
Asymptotics of the allele frequency spectrum and the number of alleles
Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials
Computable bounds of an l 2 -spectral gap for discrete Markov chains with band transition matrices
The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales
Some new results on stochastic comparisons of coherent systems using signatures
A remark on optimal variance stopping problems
JPR volume 58 issue 4 Cover and Back matter
R -positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices
Randomized near-neighbor graphs, giant components and applications in data science
Representations for the Decay Parameter of a Birth-Death Process Based on the Courant-Fischer Theorem
The Time to Ruin in Some Additive Risk Models with Random Premium Rates
On the significands of uniform random variables
Non-hyperuniformity of Gibbs point processes with short-range interactions
On some mixing times for nonreversible finite Markov chains
On ordered system signature and its dynamic version for coherent systems with applications
Limit theory for unbiased and consistent estimators of statistics of random tessellations
Momentum liquidation under partial information
Ergodicity of Markov chain Monte Carlo with reversible proposal
Moderate deviation principles for importance sampling estimators of risk measures
The failure probability of components in three-state networks with applications to age replacement policy
Limiting shape for first-passage percolation models on random geometric graphs
Multivariate Distributions with Fixed Marginals and Correlations
Optimal Design of Dynamic Default Risk Measures
A conditional limit theorem for high-dimensional ℓᵖ-spheres
Optimal coupling of jumpy Brownian motion on the circle
Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
Frog models on trees through renewal theory
The De Vylder-Goovaerts conjecture holds within the diffusion limit
Branching processes in nearly degenerate varying environment
Marginal standardization of upper semicontinuous processes. With application to max-stable processes
On the Number of Turns in Reduced Random Lattice Paths
On generalized max-linear models in max-stable random fields
On the measure of Voronoi cells
A temporal approach to the Parisian risk model
On a new Class of Tempered Stable Distributions: Moments and Regular Variation
Rate of strong convergence to Markov-modulated Brownian motion
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes
On the rate of convergence for an α-stable central limit theorem under sublinear expectation
How did we get here?
Exact simulation of generalised Vervaat perpetuities
The Probability of the Alabama Paradox
Phylogenetic confidence intervals for the optimal trait value
Exponential ergodicity for a class of Markov processes with interactions
Percolation in lattice k -neighbor graphs
Competing risks and shock models governed by a generalized bivariate Poisson process
Exact boundaries in sequential testing for phase-type distributions
Limit theorems for pure death processes coming down from infinity
Rational Processes Related to Communicating Markov Processes
Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution
Weak convergence of random processes with immigration at random times
Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-Type Inequalities for Markov Chains and Related Processes
A remark on positive sojourn times of symmetric processes
Moments of k-hop counts in the random-connection model
A stochastic two-stage innovation diffusion model on a lattice
On extremes of random clusters and marked renewal cluster processes
Large deviations for multidimensional state-dependent shot-noise processes
Aging notions, stochastic orders, and expected utilities
Optimal Closing of a Momentum Trade
A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
Preferential attachment graphs with co-existing types of different fitnesses
Obituary: Miloslav Jiřina
On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
A deep look into the dagum family of isotropic covariance functions
Joint law of an Ornstein-Uhlenbeck process and its supremum
Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary
The Kruskal-Katona Theorem and a Characterization of System Signatures
On Tail Bounds for Random Recursive Trees
On expected durations of birth-death processes, with applications to branching processes and SIS epidemics
Generalized limit theorems for U -max statistics
A spatio-temporal point process model for particle growth
Stochastic comparisons and ageing properties of an extended gamma process
Daryl John Daley, 4 April 1939 - 16 April 2023 An internationally acclaimed researcher in applied probability and a gentleman of great kindness
A Stochastic Model for Virus Growth in a Cell Population
Exact simulation of extrinsic stress-release processes
Preservation of the mean residual life order for coherent and mixed systems
A Quenched Central Limit Theorem for Reversible Random Walks in a Random Environment on Z
Optimal stopping under g-Expectation with -integrable reward process
The limiting spectral distribution of large random permutation matrices
A spatial model for selection and cooperation
Extrema of a multinomial assignment process
A remark on exact simulation of tempered stable Ornstein-Uhlenbeck processes
On the long-range dependence of fractional Poisson and negative binomial processes
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics
Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset
Asymptotic Properties of Protected Nodes in Random Recursive Trees
Stein's Method for the Beta Distribution and the Pólya-Eggenberger Urn
Bit flipping and time to recover
Extreme Analysis of a Random Ordinary Differential Equation
Information-theoretic convergence of extreme values to the Gumbel distribution
Moderate Deviations for Stable Random Walks in Random Scenery
Stability of multiclass queueing networks under longest-queue and longest-dominating-queue scheduling
Arcsine laws for random walks generated from random permutations with applications to genomics
Stochastic orderings of multivariate elliptical distributions
On connectivity and robustness of random graphs with inhomogeneity
Fractional Brownian Motion with H < 1/2 as a Limit of Scheduled Traffic
Optimal multiple stopping problem with irregular reward
Identifiability of a Coalescent-Based Population Tree Model
A transport process on graphs and its limiting distributions
Regeneration of branching processes with immigration in varying environments
Subcritical Sevastyanov branching processes with nonhomogeneous Poisson immigration
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices
Sample path moderate deviations for non-stationary power-law shot noise processes
Interacting urns on a finite directed graph
On the Conditional Residual Life and Inactivity Time of Coherent Systems
Fast mixing of a randomized shift-register Markov chain
A model for the spreading of fake news
Generalized stacked contact process with variable host fitness
Color-avoiding percolation and branching processes
Minimal H -factors and covers
The limit distribution of the maximum probability nearest-neighbour ball
Stochastically modeled weakly reversible reaction networks with a single linkage class
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
A Note on the Dependence Structure of the Two-State Markovian Arrival Process
Large deviations of Poisson Telecom processes
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
Exact estimation for Markov chain equilibrium expectations
On two classes of reflected autoregressive processes
The Markov consistency of Archimedean survival processes
A temporal factorization at the maximum for certain positive self-similar Markov processes
First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
Subgeometric ergodicity and β-mixing
Local martingales with two reflecting barriers
Binary Trees, Exploration Processes, and an Extended Ray-Knight Theorem
A large deviation theorem for a supercritical super-Brownian motion with absorption
Dirichlet and Quasi-Bernoulli Laws for Perpetuities
(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two
Infinite-server queues with Hawkes input
Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
The Markov chain embedding problem in a one-jump setting
Large deviations for the stochastic predator-prey model with nonlinear functional response
A Dynamic Taylor's law
Asymptotic results on Hoppe trees and their variations
The Limiting Behaviour of Hanski's Incidence Function Metapopulation Model
Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
Maximizing the Size of the Giant
Convergence to Stable Laws in the Space D
Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect
On the covariances of outdegrees in random plane recursive trees
Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems
The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process
Discrete-type approximations for non-Markovian optimal stopping problems: Part I
An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit
Sturm-Liouville theory and decay parameter for quadratic markov branching processes
Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings
Completely asymmetric stable processes conditioned to avoid an interval
Records for time-dependent stationary Gaussian sequences
On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management
The shape of a seed bank tree
A Pólya Approximation to the Poisson-Binomial Law
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011)
Majorization and randomness measures
First exit time of a Lévy flight from a bounded region in ℝ N
Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations
JPR volume 58 issue 3 Cover and Front matter
Investing and Stopping
The stochastic filtering problem: a brief historical account
Replica-mean-field limits of fragmentation-interaction-aggregation processes
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
Extropy: Characterizations and dynamic versions
Nonergodic Jackson networks with infinite supply-local stabilization and local equilibrium analysis
Coupling results and Markovian structures for number representations of continuous random variables
Geometric random intersection graphs with general connection probabilities
Recursive formula for the double-barrier Parisian stopping time
The elephant random walk in the triangular array setting
Variance estimates for random disc-polygons in smooth convex discs
On the Generalized Drift Skorokhod Problem in One Dimension
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance
A general approach to the integral functionals of epidemic processes
Breaking of ensemble equivalence for dense random graphs under a single constraint
A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function
Joint distribution of a Lévy process and its running supremum
Asymptotic behavior of the weak approximation to a class of Gaussian processes
A Note on a Lower Bound for the Multiplicative Odds Theorem of Optimal Stopping
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Optimal allocation of relevations in coherent systems
Absolute regularity of semi-contractive GARCH-type processes
Percolation of Hard Disks
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure
Continuous, Discrete, and Conditional Scan Statistics
The martingale comparison method for Markov processes
Juggler's Exclusion Process
Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations
On transform orders for largest claim amounts
Approximation and estimation of scale functions for spectrally negative Lévy processes
Transient and slim versus recurrent and fat: Random walks and the trees they grow
A functional limit theorem for general shot noise processes
On some semi-parametric estimates for European option prices
Strong feller and ergodic properties of the (1+1)-affine process
On the Value Function of the M/G/1 FCFS and LCFS Queues
Uniqueness of the null solution to a nonlinear partial differential equation satisfied by the explosion probability of a branching diffusion
Dirichlet Random Walks
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
Cover time for branching random walks on regular trees
A probabilistic interpretation of the Gaussian binomial coefficients
Exact-Order Asymptotic Analysis for Closed Queueing Networks
Tertiles and the time constant
Asymptotics for the First Passage Times of Lévy Processes and Random Walks
Construction of age-structured branching processes by stochastic equations
Branching Brownian motion with spatially homogeneous and point-catalytic branching
Oscillations for order statistics of some discrete processes
Joseph Mark Gani AM, DSc, FAA, FASSA
On the probability of rumour survival among sceptics
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
A sharp lower bound for choosing the maximum of an independent sequence
Improvements on the distribution of maximal segmental scores in a Markovian sequence
Non-Comparability with respect to the convex transform order with applications
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs
The empirical mean position of a branching Lévy process
The Minimal Entropy Martingale Measure for Exponential Markov Chains
On some properties of distributions possessing a bathtub-shaped failure rate average
Some explicit results on one kind of sticky diffusion
Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process
The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
Asymptotic behaviour of randomised fractional volatility models
Separation cutoff for upward skip-free chains
Pair correlation functions and limiting distributions of iterated cluster point processes
On the last exit times for spectrally negative Lévy processes
A Branching Process for Virus Survival
Cover Times and Generic Chaining
Inequalities between time and customer averages for HNB(W)UE arrival processes
Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions
On the consistency of the spacings test for multivariate uniformity, including on manifolds
Jigsaw percolation on random hypergraphs
Return to the Poissonian city
Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss
Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
Regeneration of branching processes with immigration in varying environments - Erratum
Kronecker-Based Infinite Level-Dependent QBD Processes
Stochastic Boundary Crossing Probabilities for the Brownian Motion
Ergodicity of age-dependent inventory control systems
Coupling Limit Order Books and Branching Random Walks
Asymptotics of Hybrid Fluid Queues with Lévy Input
Inequalities and bounds for expected order statistics from transform-ordered families
Application of Cognitive Complexity Metrics to Object-Oriented Programs
Upgrading OML to Version 1.1: Referential Relationships
Forced Inheritance: A New Approach for Providing Orthogonal Persistence to C++
Building an Object Process Around Use Cases
Quality, Thy Name Is Not Testing
Interface and Initiative
Experience Report: SSADM-Designed System to Object-Oriented System
Inside an Eiffel Architecture
OML Metamodel: Relationships and State Modeling
Compile-Time Type Computation
Rooted Class Diagrams: A Notation for Context-Independent Models
Comparing ODBMS Features: A Review of DBMS Needs Assessment for Objects
System Modeling and Design with Objects and Patterns
Components in a Nutshell, Part 1
Modeling Models and Viewing Views: A Look at the Model-View-Controller Framework
How to Select a Training Organization
OOA/OOD/OOP: Waht Programmers and Managers Believe we Schould Teach
Abstract Better and Enjoy Life
The Bead Game, Rugs, and Beauty, Part I
Iterator Iterators and Temporal Sequences
Threaded Simulation
A More Complete Model of Relations and Their Implementation
Object-Oriented COBOL: An Introduction
Data Mining: Promises, Reality, and Future
Lets get Formal
An Introduction to RGDC as a Concurrent Object-Oriented Language
Class Firewall, Test Order, and Regression Testing of Object-Oriented Programs
Designing a Persistence Object Model from Patterns
Reduced-Conflict Objects
Programmer's Interface to Persistence_in_ODBMSs ObjectStore
Report from Morristown
OMT: The Object Model
A Method for Your First Object-Oriented Project
Ada Pointers: Access to Information
Extending the MOSES Methodology to Distributed Systems
Automating the Application of Design Patterns
Reuse, OOP, and Safety-Critical Software
Unifying System Structure and Behavior Through Object-Precess Analysis
As-a: A Relationship to Support Code Reuse
Using Goal-Based Use Cases
Testing Models: The Requirements Model
Querying Object Databases
Are Classes Necessary?
A Beginner's Guide to Developing with the Taligent Application Frameworks