110 research outputs found
Integer-valued branching processes with immigration
No full textThe notion of self-decomposability for N0-valued rv's as introduced by Steutel and van Harn [8] and its generalization by van Ham, Steutel and Vervaat [4], are used to study the limiting behaviour of continuous-time branching processes with immigration. This behaviour provides analogues to the behaviour of sequences of rv's obeying a certain difference equation as studied by Vervaat [10] and their continuous-time counterpart considered by Wolfe [11]. Furthermore, discrete-state analogues are given for results on stability in the processes studied by Wolfe, and for results on self-decomposability in supercritical branching processes by Yamazato [12]
Syllabus van het colloquium waarschijnlijkheidsrekening o.l.v. J. Th. Runnenburg, 1 : Laplace-Stieltjesgetransformeerden door W. Vervaat
No full textExact simulation of generalised Vervaat perpetuities
No full textWe consider a generalised Vervaat perpetuity of the form X = Y 1 W 1 +Y 2 W 1 W 2 + · · ·, where and (Y i) i≥0 is an independent and identically distributed sequence of random variables independent from (W i) i≥0. Based on a distributional decomposition technique, we propose a novel method for exactly simulating the generalised Vervaat perpetuity. The general framework relies on the exact simulation of the truncated gamma process, which we develop using a marked renewal representation for its paths. Furthermore, a special case arises when Y i = 1, and X has the generalised Dickman distribution, for which we present an exact simulation algorithm using the marked renewal approach. In particular, this new algorithm is much faster than existing algorithms illustrated in Chi (2012), Cloud and Huber (2017), Devroye and Fawzi (2010), and Fill and Huber (2010), as well as being applicable to the general payments case. Examples and numerical analysis are provided to demonstrate the accuracy and effectiveness of our method.</p
Topology and order: some investigations motivated by probability theory
No full textContains fulltext :
mmubn000001_169774716.pdf (Publisher’s version ) (Open Access)Promotor : W. VervaatXII, 67 p
Asymptotics for point processes and general linear processes
No full textContains fulltext :
mmubn000001_078155401.pdf (Publisher’s version ) (Open Access)Promotores : W. Vervaat en F. RuymgaartX, 118 p
How subadditive are subadditive capacities?
No full textsummary:Subadditivity of capacities is defined initially on the compact sets and need not extend to all sets. This paper explores to what extent subadditivity holds. It presents some incidental results that are valid for all subadditive capacities. The main result states that for all hull-additive capacities (a class that contains the strongly subadditive capacities) there is countable subadditivity on a class at least as large as the universally measurable sets (so larger than the analytic sets)
Limit theorems for records from discrete distributions
No full textAbstractWeak and strong functional limit theorems are obtained for record values and record epochs in a sequence of independent random variables with common distribution F. The emphasis is on the case in which F is concentrated on the non-negative integers. For contrast, the well-known case of continuous F is also considered. Analogues of results obtained earlier by Resnick, de Haan and the author for continuous F are presented here for F concentrated on the non-negative integers. Also is investigated under which circumstances the latter case is so close to the continuous F case that the resulting limit theorems are the same
Airline based priority flight sequencing: of aircraft arriving at an airport
No full textThis paper addresses the airline centred Arrival Sequencing and Scheduling problem aimed at the smart distribution of arrival delays, considering the explicit preferences from users. We consider the scenario in which actions are executed solely in the en-route phase with the available leeway present in thecurrent ATM system. The arrival process at the destination centre alongside equity rules such as ”First-Come, First-Served” remain untouched. A Mixed-Integer Linear Programming approach is presented in order to evaluate the fleet-wide impact of speed changes by individual aircraft in order to come to a global(airline specific) optimum. The approach presented is evaluated using operational data in the form of a case study of a large European hub-style carrier. Case study results indicate the ability to decrease delay related cost by over 15% through the more efficient distribution of delay times between aircraft. Overall aircraft timeliness in the case study for both the controlled airline as well as competing airlines shows a slight improvement of several seconds of average delay per aircraft. In addition, a number of variations to the base model are presented, investigating a possible trade-off between model priorities.Aerospace Engineerin
- …
