کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148662 957846 2007 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Birth-multiple catastrophe processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Birth-multiple catastrophe processes
چکیده انگلیسی

Birth-multiple catastrophe processes are analyzed where the birth transition rates are assumed to be constant while catastrophes are distinguished by having possibly different destinations and possibly different transition rates. The transient probability functions of such birth-multiple catastrophe systems are determined. The solution method uses dual processes, randomization, and sample path counting. Solutions are explicit in terms of being a finite linear combination of products of exponential functions of time, t, and nonnegative integer powers of t. The coefficients within this expansion follow a pattern of rational functions of the transition rates.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 5, 1 May 2007, Pages 1544–1559
نویسندگان
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