Stochastic impulsive processes given by a sum of random variables on a superposition of two renewal processes are considered on increasing time intervals. Algorithms of average, diffusion approximation, and large deviation generators are realized in the series scheme with a small series parameter underm suitable scalings
Starting from recent strong and weak approximations to the partial sums of i.i.d. random vectors (cf...
Abstract. We study the asymptotic behaviour of stochastic processes that are generated by sums of pa...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
Abstract — Necessary and sufficient conditions are provided for stochastic stability and mean expone...
The spectrum of the stationary synchronous interval process in the stochastic point process obtained...
AbstractWe develop a strong approximation of renewal processes. The consequences of this approximati...
International audienceWe study the convergence rates of strong approximations of stochastic processe...
Necessary and sufficient conditions are provided for stochastic stability and mean exponential stabi...
In this paper the scales of classes of stochastic processes are introduced. New interpolation theore...
The Gillespie algorithm provides statistically exact methods for simulating stochastic dynamics mode...
AbstractWe study sufficient conditions under which a sequence of stochastic processes (Xn(t))t ≥ 0 c...
This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic...
Compound stochastic processes are constructed by taking the superpositive of independent copies of s...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
What happens when a continuously evolving stochastic process is interrupted with large changes at ra...
Starting from recent strong and weak approximations to the partial sums of i.i.d. random vectors (cf...
Abstract. We study the asymptotic behaviour of stochastic processes that are generated by sums of pa...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
Abstract — Necessary and sufficient conditions are provided for stochastic stability and mean expone...
The spectrum of the stationary synchronous interval process in the stochastic point process obtained...
AbstractWe develop a strong approximation of renewal processes. The consequences of this approximati...
International audienceWe study the convergence rates of strong approximations of stochastic processe...
Necessary and sufficient conditions are provided for stochastic stability and mean exponential stabi...
In this paper the scales of classes of stochastic processes are introduced. New interpolation theore...
The Gillespie algorithm provides statistically exact methods for simulating stochastic dynamics mode...
AbstractWe study sufficient conditions under which a sequence of stochastic processes (Xn(t))t ≥ 0 c...
This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic...
Compound stochastic processes are constructed by taking the superpositive of independent copies of s...
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of sto...
What happens when a continuously evolving stochastic process is interrupted with large changes at ra...
Starting from recent strong and weak approximations to the partial sums of i.i.d. random vectors (cf...
Abstract. We study the asymptotic behaviour of stochastic processes that are generated by sums of pa...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
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