[HTML][HTML] Stochastic process in railway traffic flow: Models, methods and implications
We model railway traffic dynamics based on microscopic behavior of vehicles, ie speed and
distance between vehicles. We consider domain dynamics (eg signalling system, kinematic …
distance between vehicles. We consider domain dynamics (eg signalling system, kinematic …
Stochastic framework for partially degradation systems with continuous component degradation‐rate‐interactions
L Bian, N Gebraeel - Naval Research Logistics (NRL), 2014 - Wiley Online Library
Many conventional models that characterize the reliability of multicomponent systems are
developed on the premise that for a given system, the failures of its components are …
developed on the premise that for a given system, the failures of its components are …
[HTML][HTML] First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes
Given a two-dimensional correlated diffusion process, we determine the joint density of the
first passage times of the process to some constant boundaries. This quantity depends on …
first passage times of the process to some constant boundaries. This quantity depends on …
[HTML][HTML] Restricted Ornstein–Uhlenbeck process and applications in neuronal models with periodic input signals
Abstract Restricted Gauss–Markov processes are used to construct inhomogeneous leaky
integrate-and-fire stochastic models for single neurons activity in the presence of a lower …
integrate-and-fire stochastic models for single neurons activity in the presence of a lower …
On the exit time from open sets of some semi-Markov processes
In this paper we characterize the distribution of the first exit time from an arbitrary open set
for a class of semi-Markov processes obtained as time-changed Markov processes. We …
for a class of semi-Markov processes obtained as time-changed Markov processes. We …
Exact simulation of the first-passage time of diffusions
S Herrmann, C Zucca - Journal of Scientific Computing, 2019 - Springer
Since diffusion processes arise in so many different fields, efficient technics for the
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
simulation of sample paths, like discretization schemes, represent crucial tools in applied …
Joint densities of first hitting times of a diffusion process through two time-dependent boundaries
L Sacerdote, O Telve, C Zucca - Advances in Applied Probability, 2014 - cambridge.org
Consider a one-dimensional diffusion process on the diffusion interval I originated in x0∈ I.
Let a (t) and b (t) be two continuous functions of t, t> t0, with bounded derivatives, a (t)< b (t) …
Let a (t) and b (t) be two continuous functions of t, t> t0, with bounded derivatives, a (t)< b (t) …
On the first-passage time of an integrated Gauss-Markov process
M Abundo - Scientiae Mathematicae Japonicae, 2016 - jstage.jst.go.jp
Gauss-Markov process starting from y. The first-passage time (FPT) of X through a constant
boundary and the first-exit time of X from an interval (a, b) are investigated, generalizing …
boundary and the first-exit time of X from an interval (a, b) are investigated, generalizing …
A health performance prediction method of large-scale stochastic linear hybrid systems with small failure probability
Health performance prediction of a dynamical system aims at determining the probability or
possibility that the system state will remain in a permitted area (safe set) or reach a forbidden …
possibility that the system state will remain in a permitted area (safe set) or reach a forbidden …
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
We study the first-exit-time problem for the two-dimensional Wiener and Ornstein–
Uhlenbeck processes through time-varying ellipses which run according to specific rules …
Uhlenbeck processes through time-varying ellipses which run according to specific rules …