Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
نویسندگان
چکیده
منابع مشابه
Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
In this paper, we are concerned with a time-inhomogeneous version of the Markovian Arrival Process. Under the assumption that the environment process is asymptotically time-homogeneous, we discuss a Poisson approximation of the counting process of arrivals when the arrivals are rare. We provide a rate of convergence for the distance in variation. Poisson-type approximation for the process resul...
متن کاملStrong convergence of a class of non-homogeneous Markov Arrivals Processes to a Poisson process
In this paper, we are concerned with a time-inhomogeneous version of the Markovian Arrival Process. Under the assumption that the environment process is asymptotically time-homogeneous, we discuss a Poisson approximation of the counting process of arrivals when the arrivals are rare. We provide a rate of convergence for the distance in variation. Poisson-type approximation for the process resul...
متن کاملa generalization of strong causality
در این رساله t_n - علیت قوی تعریف می شود. این رده ها در جدول علیت فضا- زمان بین علیت پایدار و علیت قوی قرار دارند. یک قضیه برای رده بندی آنها ثابت می شود و t_n- علیت قوی با رده های علی کارتر مقایسه می شود. همچنین ثابت می شود که علیت فشرده پایدار از t_n - علیت قوی نتیجه می شود. بعلاوه به بررسی رابطه نظریه دامنه ها با نسبیت عام می پردازیم و ثابت می کنیم که نوع خاصی از فضا- زمان های علی پایدار, ب...
Strong convergence theorem for a class of multiple-sets split variational inequality problems in Hilbert spaces
In this paper, we introduce a new iterative algorithm for approximating a common solution of certain class of multiple-sets split variational inequality problems. The sequence of the proposed iterative algorithm is proved to converge strongly in Hilbert spaces. As application, we obtain some strong convergence results for some classes of multiple-sets split convex minimization problems.
متن کاملOn Double Periodic Non–Homogeneous Poisson Processes
Non-homogenous Poisson processes with periodic claim intensity rate are proposed as the claim counting process of risk theory. We introduce a doubly periodic Poisson model with short and long term trends, illustrated by a double-beta intensity function. Here periodicity does not repeat the exact same short term pattern every year, but lets its peak intensity vary over a longer period. This mode...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2008
ISSN: 0167-7152
DOI: 10.1016/j.spl.2007.07.018