Compound Poisson process with a Poisson subordinator

A Di Crescenzo, B Martinucci, S Zacks - Journal of Applied …, 2015 - cambridge.org
A compound Poisson process whose randomized time is an independent Poisson process
is called a compound Poisson process with Poisson subordinator. We provide its probability …

A generalized telegraph process with velocity driven by random trials

I Crimaldi, A Di Crescenzo, A Iuliano… - Advances in applied …, 2013 - cambridge.org
We consider a random trial-based telegraph process, which describes a motion on the real
line with two constant velocities along opposite directions. At each epoch of the underlying …

[PDF][PDF] On reliability of stochastic networks

JH Dshalalow, R White - Neural Parallel Sci. Comput, 2013 - dynamicpublishers.com
In the recent times we hear increasingly often about cyber attacks on various commercial
and strategic sites that manage to escape any defense. In this article we model such attacks …

On the Exiting Patterns of Multivariate Renewal-Reward Processes with an Application to Stochastic Networks

RT White - Symmetry, 2022 - mdpi.com
This article is a study of vector-valued renewal-reward processes on R d. The jumps of the
process are assumed to be independent and identically distributed nonnegative random …

On strategic defense in stochastic networks

JH Dshalalow, R White - Stochastic Analysis and Applications, 2014 - Taylor & Francis
This paper deals with the detection and prediction of losses due to cyber attacks waged on
vital networks. The accumulation of losses to a network during a series of attacks is modeled …

A Reliability Growth Process Model with Time-Varying Covariates and Its Application

XY Tian, X Shi, C Peng, XJ Yi - Mathematics, 2021 - mdpi.com
The nonhomogeneous Poisson process model with power law intensity, also known as the
Army Materiel Systems Analysis Activity (AMSAA) model, is commonly used to model the …

[PDF][PDF] Continous time interpolation of monotone marked random measures with applications

JH Dshalalow, KM Nandyose - Neural Parallel Sci. Comput, 2018 - acadsol.eu
We study a class of monotone delayed marked point processes that model stochastic
networks (under attacks), status of queueing systems during vacation modes, responses to …

[图书][B] Random Walks on Random Lattices and Their Applications

RT White - 2015 - search.proquest.com
This work studies a class of continuous-time, multidimensional random walk processes with
mutually dependent random step sizes and their exits from hyperrectangles. Fluctuations of …

On Reliability of Stochastic Networks

JH Dshalalow, RT White - arXiv preprint arXiv:1901.07137, 2019 - arxiv.org
In recent times we hear increasingly often about cyber attacks on various commercial and
strategic sites that manage to escape any defense. In this article, we model such attacks on …

Time Sensitive Functionals of Marked Random Measures in Real Time

KMN Frisbee - 2018 - repository.fit.edu
In this dissertation, we study marked random measures that model stochastic networks
(under attacks), status of queueing systems during vacation modes, responses to cancer …