1,720,960 research outputs found
Multivariate negative aging in an exchangeable model of heterogeneity
Full text linkWe introduce an exchangeable model, which accounts for heterogeneity and dependence at a time. Based on this model, we show how situations of multivariate negative ageing arise in a natural way from conditions of heterogeneity
Simulating the tail of the interference in a Poisson network model
Full text linkInterference among simultaneous transmissions represents the main limitation factor for the capacity and connectivity of dense wireless networks. In this paper we provide efficient simulation laws for the tail of the interference in a simple wireless ad hoc network model. Particularly, we consider node locations distributed according to a Poisson point process and various classes of light-tailed fading distribution
Lundberg parameters for non standard risk processes
No full textWe consider risk processes with delayed claims in a Markovian environment, and we study the asymptotic behaviour of finite and infinite horizon ruin probabilities under the small claim assumption. We also consider multivariate risk processes of the same kind, and we give upper and lower bounds for the Lundberg parameters of the corresponding total reserve. Our results have strong analogies with those one in the paper by Juri (Super modular order and Lundberg exponents, 2002)
Rate of convergence to equilibrium of marked Hawkes processes
No full textIn this article we obtain rates of convergence to equilibrium of marked Hawkes processes in two situations. Firstly, the stationary process is the empty process, in which case we speak of the rate of extinction. Secondly, the stationary process is the unique stationary and nontrivial marked Hawkes process, in which case we speak of the rate of installation. The first situation models small epidemics, whereas the results in the second case are useful in deriving stopping rules for simulation algorithms of Hawkes processes with random marks
Risk processes with delayed claims for heavy tailed distributions
Full text linkEnWe study the ruin problem for a non-life insurance company, whose risk process has the following features: claims are not immediately settled, heavy tailed claims distributions. We prove a large deviation principle for the total claim amount process, and then we provide an asymptotic estimates for the logarithm of the in nite horizon ruin probabilities
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
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