Beyn, Wolf-Jürgen; Kruse, Raphael Numerical analysis of stochastic processes (to appear). (English) Zbl 06865670 De Gruyter Textbook. Berlin: De Gruyter (ISBN 978-3-11-044337-0/pbk). xii, 300 p. (2025). MSC: 65-02 65C50 60-08 PDFBibTeX XMLCite \textit{W.-J. Beyn} and \textit{R. Kruse}, Numerical analysis of stochastic processes (to appear). Berlin: De Gruyter (2025; Zbl 06865670)
Motegi, Kaiji; Woo, Sejun A note on the exponentiation approximation of the birthday paradox. (English) Zbl 07897860 Commun. Stat., Theory Methods 53, No. 18, 6417-6426 (2024). MSC: 97K50 60-01 65C50 PDFBibTeX XMLCite \textit{K. Motegi} and \textit{S. Woo}, Commun. Stat., Theory Methods 53, No. 18, 6417--6426 (2024; Zbl 07897860) Full Text: DOI
Dai, Guozheng; Su, Zhonggen; Ulyanov, Vladimir; Wang, Hanchao On Log-Concave-Tailed Chaoses and the Restricted Isometry Property. arXiv:2401.14860 Preprint, arXiv:2401.14860 [math.PR] (2024). MSC: 60B20 60G15 65C50 BibTeX Cite \textit{G. Dai} et al., ``On Log-Concave-Tailed Chaoses and the Restricted Isometry Property'', Preprint, arXiv:2401.14860 [math.PR] (2024) Full Text: arXiv OA License
Giorno, Virginia; Nobile, Amelia G. On a time-inhomogeneous diffusion process with discontinuous drift. (English) Zbl 07701093 Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023). MSC: 60J60 60J70 65C50 PDFBibTeX XMLCite \textit{V. Giorno} and \textit{A. G. Nobile}, Appl. Math. Comput. 451, Article ID 128012, 18 p. (2023; Zbl 07701093) Full Text: DOI
Awoniyi, Samuel Computation and applications of limits of certain non-stationary Markov chains. arXiv:2309.10974 Preprint, arXiv:2309.10974 [math.PR] (2023). MSC: 65C50 65C20 BibTeX Cite \textit{S. Awoniyi}, ``Computation and applications of limits of certain non-stationary Markov chains'', Preprint, arXiv:2309.10974 [math.PR] (2023) Full Text: arXiv OA License
Sheng, Ke-Ning; Naus, Joseph I. Exact probability of fixed patterns occurring in a random sequence. (English) Zbl 07603791 Commun. Stat., Simulation Comput. 51, No. 9, 4867-4882 (2022). MSC: 39A10 62P10 65C50 92D20 PDFBibTeX XMLCite \textit{K.-N. Sheng} and \textit{J. I. Naus}, Commun. Stat., Simulation Comput. 51, No. 9, 4867--4882 (2022; Zbl 07603791) Full Text: DOI
Sagiv, Amir Spectral convergence of probability densities for forward problems in uncertainty quantification. (English) Zbl 07507896 Numer. Math. 150, No. 4, 1165-1186 (2022). MSC: 62-XX 33C47 62G07 65C50 65D15 PDFBibTeX XMLCite \textit{A. Sagiv}, Numer. Math. 150, No. 4, 1165--1186 (2022; Zbl 07507896) Full Text: DOI arXiv
Ibragimov, Shokhrukh; Jentzen, Arnulf; Riekert, Adrian Convergence to good non-optimal critical points in the training of neural networks: Gradient descent optimization with one random initialization overcomes all bad non-global local minima with high probability. arXiv:2212.13111 Preprint, arXiv:2212.13111 [math.OC] (2022). MSC: 65K10 65C50 68T05 60H35 BibTeX Cite \textit{S. Ibragimov} et al., ``Convergence to good non-optimal critical points in the training of neural networks: Gradient descent optimization with one random initialization overcomes all bad non-global local minima with high probability'', Preprint, arXiv:2212.13111 [math.OC] (2022) Full Text: arXiv OA License
Gzyl, Henryk Construction of contingency tables by maximum entropy in the mean. (English) Zbl 07532171 Commun. Stat., Theory Methods 50, No. 20, 4778-4786 (2021). MSC: 62H17 15A29 60G99 65C50 62-XX PDFBibTeX XMLCite \textit{H. Gzyl}, Commun. Stat., Theory Methods 50, No. 20, 4778--4786 (2021; Zbl 07532171) Full Text: DOI
Kushkuley, Alexander A Remark on Random Vectors and Irreducible Representations. arXiv:2110.15504 Preprint, arXiv:2110.15504 [math.PR] (2021). MSC: 20Cxx 37L40 60B99 65C50 65C20 BibTeX Cite \textit{A. Kushkuley}, ``A Remark on Random Vectors and Irreducible Representations'', Preprint, arXiv:2110.15504 [math.PR] (2021) Full Text: arXiv OA License
Mishra, Siddhartha; Ochsner, David; Ruf, Adrian M.; Weber, Franziska Well-posedness of Bayesian inverse problems for hyperbolic conservation laws. arXiv:2107.09701 Preprint, arXiv:2107.09701 [math.NA] (2021). MSC: 65M32 65C50 BibTeX Cite \textit{S. Mishra} et al., ``Well-posedness of Bayesian inverse problems for hyperbolic conservation laws'', Preprint, arXiv:2107.09701 [math.NA] (2021) Full Text: arXiv OA License
Pereira, André G. C.; Campos, Viviane S. M.; de Pinho, André L. S.; Vivacqua, Carla A.; de Oliveira, Roberto T. G. On the convergence rate of the elitist genetic algorithm based on mutation probability. (English) Zbl 07549061 Commun. Stat., Theory Methods 49, No. 4, 769-780 (2020). MSC: 60J10 65C50 60J20 PDFBibTeX XMLCite \textit{A. G. C. Pereira} et al., Commun. Stat., Theory Methods 49, No. 4, 769--780 (2020; Zbl 07549061) Full Text: DOI
Mendo, Luis Simulating a coin with irrational bias using rational arithmetic. arXiv:2010.14901 Preprint, arXiv:2010.14901 [math.PR] (2020). MSC: 65C10 65C50 BibTeX Cite \textit{L. Mendo}, ``Simulating a coin with irrational bias using rational arithmetic'', Preprint, arXiv:2010.14901 [math.PR] (2020) Full Text: arXiv OA License
Kim, Dae San; Kim, Taekyun Degenerate binomial and degenerate Poisson random variables. arXiv:2008.03769 Preprint, arXiv:2008.03769 [math.NT] (2020). MSC: 65C50 11B73 11B83 BibTeX Cite \textit{D. S. Kim} and \textit{T. Kim}, ``Degenerate binomial and degenerate Poisson random variables'', Preprint, arXiv:2008.03769 [math.NT] (2020) Full Text: arXiv OA License
Lindgren, Georg; Podgorski, Krzysztof; Rychlik, Igor Effective computations of joint excursion times for stationary Gaussian processes. arXiv:2007.14220 Preprint, arXiv:2007.14220 [math.PR] (2020). MSC: 60G15 60G10 58J65 60G55 62P35 65C50 65D30 BibTeX Cite \textit{G. Lindgren} et al., ``Effective computations of joint excursion times for stationary Gaussian processes'', Preprint, arXiv:2007.14220 [math.PR] (2020) Full Text: arXiv OA License
Bolten, Matthias; Gottschalk, Hanno; Hahn, Camilla; Saadi, Mohamed Numerical shape optimization to decrease failure probability of ceramic structures. (English) Zbl 07704833 Comput. Vis. Sci. 21, No. 1-6, 1-10 (2019). MSC: 65Nxx 49Q10 74P10 65C50 60G55 PDFBibTeX XMLCite \textit{M. Bolten} et al., Comput. Vis. Sci. 21, No. 1--6, 1--10 (2019; Zbl 07704833) Full Text: DOI arXiv
Kuva, J.; Voutilainen, M.; Mattila, K. Modeling mass transfer in fracture flows with the time domain-random walk method. (English) Zbl 1425.76246 Comput. Geosci. 23, No. 5, 953-967 (2019). MSC: 76S05 65C50 74R10 PDFBibTeX XMLCite \textit{J. Kuva} et al., Comput. Geosci. 23, No. 5, 953--967 (2019; Zbl 1425.76246) Full Text: DOI OA License
Mendo, Luis An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series. (English) Zbl 07137642 Stochastic Processes Appl. 129, No. 11, 4366-4384 (2019). MSC: 65C50 PDFBibTeX XMLCite \textit{L. Mendo}, Stochastic Processes Appl. 129, No. 11, 4366--4384 (2019; Zbl 07137642) Full Text: DOI arXiv Link
Feng, Joe-Mei; Krahmer, Felix; Saab, Rayan Quantized compressed sensing for random circulant matrices. (English) Zbl 1422.94011 Appl. Comput. Harmon. Anal. 47, No. 3, 1014-1032 (2019). MSC: 94A12 94A14 65C50 PDFBibTeX XMLCite \textit{J.-M. Feng} et al., Appl. Comput. Harmon. Anal. 47, No. 3, 1014--1032 (2019; Zbl 1422.94011) Full Text: DOI arXiv
Fuenzalida, Consuelo; Jerez-Hanckes, Carlos; McClarren, Ryan G. Uncertainty quantification for multigroup diffusion equations using sparse tensor approximations. (English) Zbl 1421.82049 SIAM J. Sci. Comput. 41, No. 3, B545-B575 (2019). MSC: 82D75 65M60 35R60 65C50 82C80 PDFBibTeX XMLCite \textit{C. Fuenzalida} et al., SIAM J. Sci. Comput. 41, No. 3, B545--B575 (2019; Zbl 1421.82049) Full Text: DOI
Chen, Ziheng; Gan, Siqing; Wang, Xiaojie Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 1420.60065 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513-4545 (2019). MSC: 60H10 60H35 65C50 PDFBibTeX XMLCite \textit{Z. Chen} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 4513--4545 (2019; Zbl 1420.60065) Full Text: DOI arXiv
Grafke, Tobias; Vanden-Eijnden, Eric Numerical computation of rare events via large deviation theory. (English) Zbl 1416.65042 Chaos 29, No. 6, 063118, 21 p. (2019). MSC: 65C50 60F10 PDFBibTeX XMLCite \textit{T. Grafke} and \textit{E. Vanden-Eijnden}, Chaos 29, No. 6, 063118, 21 p. (2019; Zbl 1416.65042) Full Text: DOI arXiv Link
Herrmann, S.; Zucca, C. Exact simulation of the first-passage time of diffusions. (English) Zbl 1416.65043 J. Sci. Comput. 79, No. 3, 1477-1504 (2019). MSC: 65C50 60G40 60J60 60J65 PDFBibTeX XMLCite \textit{S. Herrmann} and \textit{C. Zucca}, J. Sci. Comput. 79, No. 3, 1477--1504 (2019; Zbl 1416.65043) Full Text: DOI arXiv
Balata, Alessandro; Huré, Côme; Laurière, Mathieu; Pham, Huyên; Pimentel, Isaque A class of finite-dimensional numerically solvable McKean-Vlasov control problems. (English) Zbl 1417.93333 ESAIM, Proc. Surv. 65, 114-144 (2019). MSC: 93E20 65C50 91G10 91G40 91G60 PDFBibTeX XMLCite \textit{A. Balata} et al., ESAIM, Proc. Surv. 65, 114--144 (2019; Zbl 1417.93333) Full Text: DOI arXiv Link
Grigoriu, M. Finite dimensional models for random functions. (English) Zbl 1416.60067 J. Comput. Phys. 376, 1253-1272 (2019). MSC: 60H25 65C50 65C30 PDFBibTeX XMLCite \textit{M. Grigoriu}, J. Comput. Phys. 376, 1253--1272 (2019; Zbl 1416.60067) Full Text: DOI
Lin, Ling; Yu, Haijun; Zhou, Xiang Quasi-potential calculation and minimum action method for limit cycle. (English) Zbl 1421.34039 J. Nonlinear Sci. 29, No. 3, 961-991 (2019). MSC: 34F05 34C05 65C50 60H10 37H10 65C30 PDFBibTeX XMLCite \textit{L. Lin} et al., J. Nonlinear Sci. 29, No. 3, 961--991 (2019; Zbl 1421.34039) Full Text: DOI arXiv
Wu, Dan; Hin, Lin Yee; Kordzakhia, Nino; Novikov, Alexander Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations. (English) Zbl 1419.65003 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 579-589 (2019). MSC: 65C50 62E17 60J60 45D05 PDFBibTeX XMLCite \textit{D. Wu} et al., MATRIX Book Ser. 2, 579--589 (2019; Zbl 1419.65003) Full Text: DOI
Bardsley, Johnathan M.; Cui, Tiangang A Metropolis-Hastings-within-Gibbs sampler for nonlinear hierarchical-Bayesian inverse problems. (English) Zbl 1419.65002 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 3-12 (2019). MSC: 65C50 62F15 65C05 PDFBibTeX XMLCite \textit{J. M. Bardsley} and \textit{T. Cui}, MATRIX Book Ser. 2, 3--12 (2019; Zbl 1419.65002) Full Text: DOI
Li, Kim-Hung; Li, Cheuk Ting Linear combination of independent exponential random variables. (English) Zbl 1411.65158 Methodol. Comput. Appl. Probab. 21, No. 1, 253-277 (2019). MSC: 65Q30 65C50 PDFBibTeX XMLCite \textit{K.-H. Li} and \textit{C. T. Li}, Methodol. Comput. Appl. Probab. 21, No. 1, 253--277 (2019; Zbl 1411.65158) Full Text: DOI
Muns, Sander An iterative algorithm to bound partial moments. (English) Zbl 1417.65027 Comput. Stat. 34, No. 1, 89-122 (2019). MSC: 65C50 44A60 90C15 PDFBibTeX XMLCite \textit{S. Muns}, Comput. Stat. 34, No. 1, 89--122 (2019; Zbl 1417.65027) Full Text: DOI OA License
Gaidashev, Denis; Pihlström, Ralf; Ryner, Martin On some spectral properties of stochastic similarity matrices for data clustering. arXiv:1910.01392 Preprint, arXiv:1910.01392 [math.ST] (2019). MSC: 60B20 91C20 65C50 BibTeX Cite \textit{D. Gaidashev} et al., ``On some spectral properties of stochastic similarity matrices for data clustering'', Preprint, arXiv:1910.01392 [math.ST] (2019) Full Text: arXiv OA License
Fouché, Willem; Lee, Hyunwoo; Lim, Donghyun; Park, Sewon; Schröder, Matthias; Ziegler, Martin Randomized Computation of Continuous Data: Is Brownian Motion Computable? arXiv:1906.06684 Preprint, arXiv:1906.06684 [math.NA] (2019). MSC: 68Q87 65C50 BibTeX Cite \textit{W. Fouché} et al., ``Randomized Computation of Continuous Data: Is Brownian Motion Computable?'', Preprint, arXiv:1906.06684 [math.NA] (2019) Full Text: arXiv OA License
Jacquier, Antoine; Malone, Emma R.; Oumgari, Mugad Stacked Monte Carlo for option pricing. arXiv:1903.10795 Preprint, arXiv:1903.10795 [q-fin.CP] (2019). MSC: 65C05 91B28 65C50 BibTeX Cite \textit{A. Jacquier} et al., ``Stacked Monte Carlo for option pricing'', Preprint, arXiv:1903.10795 [q-fin.CP] (2019) Full Text: arXiv OA License
Nezhad, Mohammad Saber Fallah; Saredorahi, Faeze Zahmatkesh Designing an economically optimal repetitive group-sampling plan based on loss functions. (English) Zbl 07549489 Commun. Stat., Simulation Comput. 47, No. 3, 783-799 (2018). MSC: 65C40 65C50 PDFBibTeX XMLCite \textit{M. S. F. Nezhad} and \textit{F. Z. Saredorahi}, Commun. Stat., Simulation Comput. 47, No. 3, 783--799 (2018; Zbl 07549489) Full Text: DOI
Zolotukhin, Anatolii; Nagaev, Sergei; Chebotarev, Vladimir On a bound of the absolute constant in the Berry-Esseen inequality for i.i.d. Bernoulli random variables. (English) Zbl 1412.60048 Mod. Stoch., Theory Appl. 5, No. 3, 385-410 (2018). MSC: 60F05 65C50 PDFBibTeX XMLCite \textit{A. Zolotukhin} et al., Mod. Stoch., Theory Appl. 5, No. 3, 385--410 (2018; Zbl 1412.60048) Full Text: DOI arXiv
Mehdad, Ehsan; Kleijnen, Jack P. C. Stochastic intrinsic Kriging for simulation metamodeling. (English) Zbl 1420.60049 Appl. Stoch. Models Bus. Ind. 34, No. 3, 322-337 (2018). MSC: 60G15 65C50 PDFBibTeX XMLCite \textit{E. Mehdad} and \textit{J. P. C. Kleijnen}, Appl. Stoch. Models Bus. Ind. 34, No. 3, 322--337 (2018; Zbl 1420.60049) Full Text: DOI
Di Lorenzo, Paolo; Banelli, Paolo; Isufi, Elvin; Barbarossa, Sergio; Leus, Geert Adaptive graph signal processing: algorithms and optimal sampling strategies. (English) Zbl 1415.94091 IEEE Trans. Signal Process. 66, No. 13, 3584-3598 (2018). MSC: 94A12 05C90 62M09 65C50 90C90 PDFBibTeX XMLCite \textit{P. Di Lorenzo} et al., IEEE Trans. Signal Process. 66, No. 13, 3584--3598 (2018; Zbl 1415.94091) Full Text: DOI arXiv
Benko, David; Coroian, Dan; Dragnev, Peter; Orive, Ramón Probability, minimax approximation, and Nash-equilibrium. Estimating the parameter of a biased coin. (English) Zbl 1415.65024 ETNA, Electron. Trans. Numer. Anal. 50, 109-128 (2018). MSC: 65C50 41A05 41A10 91A05 PDFBibTeX XMLCite \textit{D. Benko} et al., ETNA, Electron. Trans. Numer. Anal. 50, 109--128 (2018; Zbl 1415.65024) Full Text: DOI arXiv Link
Sochala, P.; De Martin, F. Surrogate combining harmonic decomposition and polynomial chaos for seismic shear waves in uncertain media. (English) Zbl 1405.86016 Comput. Geosci. 22, No. 1, 125-144 (2018). MSC: 86A15 65C50 74J10 74L05 86-08 PDFBibTeX XMLCite \textit{P. Sochala} and \textit{F. De Martin}, Comput. Geosci. 22, No. 1, 125--144 (2018; Zbl 1405.86016) Full Text: DOI
Hall, Eric Joseph; Katsoulakis, Markos A. Robust information divergences for model-form uncertainty arising from sparse data in random PDE. (English) Zbl 07003639 SIAM/ASA J. Uncertain. Quantif. 6, 1364-1394 (2018). MSC: 65C50 60H35 94A17 PDFBibTeX XMLCite \textit{E. J. Hall} and \textit{M. A. Katsoulakis}, SIAM/ASA J. Uncertain. Quantif. 6, 1364--1394 (2018; Zbl 07003639) Full Text: DOI arXiv
Kusch, Jonas; Frank, Martin Intrusive methods in uncertainty quantification and their connection to kinetic theory. (English) Zbl 1397.65020 Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 54-69 (2018). MSC: 65C50 60H35 65M60 35Q53 35L65 82C80 82C40 PDFBibTeX XMLCite \textit{J. Kusch} and \textit{M. Frank}, Int. J. Adv. Eng. Sci. Appl. Math. 10, No. 1, 54--69 (2018; Zbl 1397.65020) Full Text: DOI
Rezaeiravesh, Saleh; Vinuesa, Ricardo; Liefvendahl, Mattias; Schlatter, Philipp Assessment of uncertainties in hot-wire anemometry and oil-film interferometry measurements for wall-bounded turbulent flows. (English) Zbl 1408.76298 Eur. J. Mech., B, Fluids 72, 57-73 (2018). MSC: 76F55 76F40 65C05 65C50 PDFBibTeX XMLCite \textit{S. Rezaeiravesh} et al., Eur. J. Mech., B, Fluids 72, 57--73 (2018; Zbl 1408.76298) Full Text: DOI arXiv
Dassios, Angelos; Lim, Jia Wei Recursive formula for the double-barrier Parisian stopping time. (English) Zbl 1398.91579 J. Appl. Probab. 55, No. 1, 282-301 (2018). MSC: 91G20 91G60 65C50 60J65 60G40 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J. W. Lim}, J. Appl. Probab. 55, No. 1, 282--301 (2018; Zbl 1398.91579) Full Text: DOI Link
Bayat Mokhtari, Elham; Lawrence, J. Josh; Stone, Emily F. Effect of neuromodulation of short-term plasticity on information processing in hippocampal interneuron synapses. (English) Zbl 1395.92032 J. Math. Neurosci. 8, Paper No. 7, 31 p. (2018). MSC: 92C20 65C50 94A15 PDFBibTeX XMLCite \textit{E. Bayat Mokhtari} et al., J. Math. Neurosci. 8, Paper No. 7, 31 p. (2018; Zbl 1395.92032) Full Text: DOI arXiv OA License
Morrison, Rebecca E.; Oliver, Todd A.; Moser, Robert D. Representing model inadequacy: a stochastic operator approach. (English) Zbl 1396.65014 SIAM/ASA J. Uncertain. Quantif. 6, 457-496 (2018). MSC: 65C50 62F15 PDFBibTeX XMLCite \textit{R. E. Morrison} et al., SIAM/ASA J. Uncertain. Quantif. 6, 457--496 (2018; Zbl 1396.65014) Full Text: DOI arXiv
Zhao, Yibo; Amemiya, Yasuo; Hung, Ying Efficient Gaussian process modeling using experimental design-based subagging. (English) Zbl 1394.62108 Stat. Sin. 28, No. 3, 1459-1479 (2018). MSC: 62K10 60G15 65C50 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Stat. Sin. 28, No. 3, 1459--1479 (2018; Zbl 1394.62108) Full Text: DOI
Zhang, Jincheng; Fu, Song An efficient Bayesian uncertainty quantification approach with application to \(k\)-\(\omega\)-\(\gamma\) transition modeling. (English) Zbl 1390.76121 Comput. Fluids 161, 211-224 (2018). MSC: 76F60 65C50 PDFBibTeX XMLCite \textit{J. Zhang} and \textit{S. Fu}, Comput. Fluids 161, 211--224 (2018; Zbl 1390.76121) Full Text: DOI
Wang, Shasha; Xu, Wen-Qing Random cyclic polygons from Dirichlet distributions and approximations of \(\pi\). (English) Zbl 1391.60026 Stat. Probab. Lett. 140, 84-90 (2018). MSC: 60D05 60F05 65C50 PDFBibTeX XMLCite \textit{S. Wang} and \textit{W.-Q. Xu}, Stat. Probab. Lett. 140, 84--90 (2018; Zbl 1391.60026) Full Text: DOI
Liao, J. G.; Cavanaugh, Joseph E.; McMurry, Timothy L. Extending AIC to best subset regression. (English) Zbl 1417.62191 Comput. Stat. 33, No. 2, 787-806 (2018). MSC: 62J05 62M10 62B10 65C50 PDFBibTeX XMLCite \textit{J. G. Liao} et al., Comput. Stat. 33, No. 2, 787--806 (2018; Zbl 1417.62191) Full Text: DOI
Kirsal, Yonal Analytical modelling and optimization analysis of large-scale communication systems and networks with repairmen policy. (English) Zbl 1388.60153 Computing 100, No. 5, 503-527 (2018). MSC: 60K25 65C50 60J28 PDFBibTeX XMLCite \textit{Y. Kirsal}, Computing 100, No. 5, 503--527 (2018; Zbl 1388.60153) Full Text: DOI
Almeida, C. G.; Bertone, A. M. A.; Jafelice, R. M. Fuzzification of the miscible displacement model in heterogeneous porous media. (English) Zbl 1390.35254 J. Math. Anal. Appl. 463, No. 1, 242-267 (2018). MSC: 35Q35 35R60 76S05 76M10 65C50 60H15 PDFBibTeX XMLCite \textit{C. G. Almeida} et al., J. Math. Anal. Appl. 463, No. 1, 242--267 (2018; Zbl 1390.35254) Full Text: DOI
Galanis, George Information geometry applications for optimizing numerical simulations. (English) Zbl 1388.53103 Math. Methods Appl. Sci. 41, No. 3, 994-997 (2018). Reviewer: Jaromír Antoch (Praha) MSC: 53Z05 58Z05 60D05 62B10 65C50 PDFBibTeX XMLCite \textit{G. Galanis}, Math. Methods Appl. Sci. 41, No. 3, 994--997 (2018; Zbl 1388.53103) Full Text: DOI
Ling, Chengxiu; Peng, Zuoxiang; Tan, Zhongquan Extremes on different grids and continuous time of stationary processes. (English) Zbl 1390.60129 J. Math. Anal. Appl. 461, No. 1, 150-168 (2018). MSC: 60G10 60G70 65C50 PDFBibTeX XMLCite \textit{C. Ling} et al., J. Math. Anal. Appl. 461, No. 1, 150--168 (2018; Zbl 1390.60129) Full Text: DOI
Dassios, Angelos; Lim, Jia Wei An efficient algorithm for simulating the drawdown stopping time and the running maximum of a Brownian motion. (English) Zbl 1409.91232 Methodol. Comput. Appl. Probab. 20, No. 1, 189-204 (2018). MSC: 91G20 91G60 65C05 65C50 60G40 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{J. W. Lim}, Methodol. Comput. Appl. Probab. 20, No. 1, 189--204 (2018; Zbl 1409.91232) Full Text: DOI OA License
Ben Rached, Nadhir; Benkhelifa, Fatma; Kammoun, Abla; Alouini, Mohamed-Slim; Tempone, Raul On the generalization of the hazard rate twisting-based simulation approach. (English) Zbl 1384.65013 Stat. Comput. 28, No. 1, 61-75 (2018). MSC: 65C50 60F10 60G50 PDFBibTeX XMLCite \textit{N. Ben Rached} et al., Stat. Comput. 28, No. 1, 61--75 (2018; Zbl 1384.65013) Full Text: DOI
Masuda, Naoki; Rocha, Luis E. C. A Gillespie algorithm for non-Markovian stochastic processes. (English) Zbl 1405.60003 SIAM Rev. 60, No. 1, 95-115 (2018). MSC: 60-08 65C50 60K05 PDFBibTeX XMLCite \textit{N. Masuda} and \textit{L. E. C. Rocha}, SIAM Rev. 60, No. 1, 95--115 (2018; Zbl 1405.60003) Full Text: DOI arXiv
Lim, Yongdo Contractive barycentric maps and \(L^{1}\) ergodic theorems on the cone of positive definite matrices. (English) Zbl 1379.65007 J. Math. Anal. Appl. 459, No. 1, 291-306 (2018). MSC: 65C50 60A10 PDFBibTeX XMLCite \textit{Y. Lim}, J. Math. Anal. Appl. 459, No. 1, 291--306 (2018; Zbl 1379.65007) Full Text: DOI
De March, Hadrien Entropic approximation for multi-dimensional martingale optimal transport. arXiv:1812.11104 Preprint, arXiv:1812.11104 [math.PR] (2018). MSC: 65C50 90C05 90C06 90C08 90C25 BibTeX Cite \textit{H. De March}, ``Entropic approximation for multi-dimensional martingale optimal transport'', Preprint, arXiv:1812.11104 [math.PR] (2018) Full Text: arXiv OA License
Wu, Yue A Note on Random Sampling for Matrix Multiplication. arXiv:1811.11237 Preprint, arXiv:1811.11237 [math.NA] (2018). MSC: 65C05 68W20 65C50 62P30 BibTeX Cite \textit{Y. Wu}, ``A Note on Random Sampling for Matrix Multiplication'', Preprint, arXiv:1811.11237 [math.NA] (2018) Full Text: arXiv OA License
Carreira, Marcos Costa Santos An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution. arXiv:1805.11556 Preprint, arXiv:1805.11556 [math.PR] (2018). MSC: 65C50 BibTeX Cite \textit{M. C. S. Carreira}, ``An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution'', Preprint, arXiv:1805.11556 [math.PR] (2018) Full Text: arXiv OA License
Gottschalk, Hanno; Saadi, Mohamed; Doganay, Onur Tanil; Klamroth, Kathrin; Schmitz, Sebastian Adjoint Method to Calculate Shape Gradients of Failure Probabilaties for Turbomachinery Components. arXiv:1802.05240 Preprint, arXiv:1802.05240 [math.NA] (2018). MSC: 49Q10 74P10 65C50 60G55 BibTeX Cite \textit{H. Gottschalk} et al., ``Adjoint Method to Calculate Shape Gradients of Failure Probabilaties for Turbomachinery Components'', Preprint, arXiv:1802.05240 [math.NA] (2018) Full Text: arXiv OA License
Li, Ray; Miller, Steven J. A collection of central limit type results in generalized Zeckendorf decompositions. (English) Zbl 1401.60036 Fibonacci Q. 55, No. 5, 105-114 (2017). MSC: 60F05 60B10 11B05 11B39 65C50 PDFBibTeX XMLCite \textit{R. Li} and \textit{S. J. Miller}, Fibonacci Q. 55, No. 5, 105--114 (2017; Zbl 1401.60036) Full Text: Link
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; Tsener, Inna How to solve dynamic stochastic models computing expectations just once. (English) Zbl 1410.91334 Quant. Econ. 8, No. 3, 851-893 (2017). MSC: 91B55 65C50 PDFBibTeX XMLCite \textit{K. L. Judd} et al., Quant. Econ. 8, No. 3, 851--893 (2017; Zbl 1410.91334) Full Text: DOI
Aggarwal, Amol Convergence of the stochastic six-vertex model to the ASEP, stochastic six-vertex model and ASEP. (English) Zbl 1413.82005 Math. Phys. Anal. Geom. 20, No. 2, Paper No. 3, 20 p. (2017). MSC: 82C22 60K35 65C50 PDFBibTeX XMLCite \textit{A. Aggarwal}, Math. Phys. Anal. Geom. 20, No. 2, Paper No. 3, 20 p. (2017; Zbl 1413.82005) Full Text: DOI arXiv
Pandal, A.; Payri, R.; García-Oliver, J. M.; Pastor, J. M. Optimization of spray break-up CFD simulations by combining {\(\Sigma\)}-Y Eulerian atomization model with a response surface methodology under diesel engine-like conditions (ECN spray A). (English) Zbl 1390.76876 Comput. Fluids 156, 9-20 (2017). MSC: 76T10 65C50 65C60 PDFBibTeX XMLCite \textit{A. Pandal} et al., Comput. Fluids 156, 9--20 (2017; Zbl 1390.76876) Full Text: DOI Link
Fernández, Roberto (ed.); Jansen, Sabine C. (ed.); Tsagkarogiannis, Dimitrios (ed.) Mini-workshop: Cluster expansions: from combinatorics to analysis through probability. Abstracts from the mini-workshop held February 5–11, 2017. (English) Zbl 1390.00090 Oberwolfach Rep. 14, No. 1, 417-452 (2017). MSC: 00B05 00B25 60K35 60D05 65C50 05-06 60-06 82-06 82B05 05C80 PDFBibTeX XMLCite \textit{R. Fernández} (ed.) et al., Oberwolfach Rep. 14, No. 1, 417--452 (2017; Zbl 1390.00090) Full Text: DOI arXiv
Gonçalves, Flávio B.; Łatuszyński, Krzysztof; Roberts, Gareth O. Barker’s algorithm for Bayesian inference with intractable likelihoods. (English) Zbl 1385.65013 Braz. J. Probab. Stat. 31, No. 4, 732-745 (2017). MSC: 65C50 60J22 65C05 PDFBibTeX XMLCite \textit{F. B. Gonçalves} et al., Braz. J. Probab. Stat. 31, No. 4, 732--745 (2017; Zbl 1385.65013) Full Text: DOI arXiv Euclid
De Marco, S.; Hillairet, C.; Jacquier, A. Shapes of implied volatility with positive mass at zero. (English) Zbl 1407.91246 SIAM J. Financ. Math. 8, 709-737 (2017). MSC: 91G20 65C50 62G32 91G60 62P05 PDFBibTeX XMLCite \textit{S. De Marco} et al., SIAM J. Financ. Math. 8, 709--737 (2017; Zbl 1407.91246) Full Text: DOI arXiv
Cong, Yulai; Chen, Bo; Zhou, Mingyuan Fast simulation of hyperplane-truncated multivariate normal distributions. (English) Zbl 1384.65014 Bayesian Anal. 12, No. 4, 1017-1037 (2017). MSC: 65C50 60J22 62F15 62H10 PDFBibTeX XMLCite \textit{Y. Cong} et al., Bayesian Anal. 12, No. 4, 1017--1037 (2017; Zbl 1384.65014) Full Text: DOI arXiv Euclid
Richter, Wolf-Dieter; Schicker, Kay Simulation of polyhedral convex contoured distributions. (English) Zbl 1386.65055 J. Stat. Distrib. Appl. 4, Paper No. 1, 19 p. (2017). MSC: 65C50 60E05 62H10 PDFBibTeX XMLCite \textit{W.-D. Richter} and \textit{K. Schicker}, J. Stat. Distrib. Appl. 4, Paper No. 1, 19 p. (2017; Zbl 1386.65055) Full Text: DOI OA License
Avendaño-Garrido, Martha Lorena; Gabriel-Argüelles, José Rigiberto A numerical approximation to the Kantorovich’s metric. (English) Zbl 1378.65028 Int. J. Numer. Methods Appl. 16, No. 2, 107-125 (2017). MSC: 65C20 65C50 90C59 90C90 PDFBibTeX XMLCite \textit{M. L. Avendaño-Garrido} and \textit{J. R. Gabriel-Argüelles}, Int. J. Numer. Methods Appl. 16, No. 2, 107--125 (2017; Zbl 1378.65028) Full Text: DOI
Zhu, Xueyu; Linebarger, Erin M.; Xiu, Dongbin Multi-fidelity stochastic collocation method for computation of statistical moments. (English) Zbl 1378.65040 J. Comput. Phys. 341, 386-396 (2017). MSC: 65C50 PDFBibTeX XMLCite \textit{X. Zhu} et al., J. Comput. Phys. 341, 386--396 (2017; Zbl 1378.65040) Full Text: DOI
Farazmand, Mohammad; Sapsis, Themistoklis P. Reduced-order prediction of rogue waves in two-dimensional deep-water waves. (English) Zbl 1376.86003 J. Comput. Phys. 340, 418-434 (2017). MSC: 86A05 35Q86 35Q55 65C50 PDFBibTeX XMLCite \textit{M. Farazmand} and \textit{T. P. Sapsis}, J. Comput. Phys. 340, 418--434 (2017; Zbl 1376.86003) Full Text: DOI arXiv
Kulikova, Maria Vyacheslavovna; Tsyganova, Yulia Vladimirovna Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise. (Russian. English summary) Zbl 1378.65039 Vychisl. Tekhnol. 22, No. 3, 45-60 (2017). MSC: 65C50 60G35 PDFBibTeX XMLCite \textit{M. V. Kulikova} and \textit{Y. V. Tsyganova}, Vychisl. Tekhnol. 22, No. 3, 45--60 (2017; Zbl 1378.65039) Full Text: Link
Popova, Olga Arkadievna Application of numerical probabilistic analysis in interpolation problems. (Russian. English summary) Zbl 1378.65044 Vychisl. Tekhnol. 22, No. 2, 99-114 (2017). MSC: 65D05 65D07 65C50 65G20 60H25 PDFBibTeX XMLCite \textit{O. A. Popova}, Vychisl. Tekhnol. 22, No. 2, 99--114 (2017; Zbl 1378.65044) Full Text: Link
Daras, Nicholas J. Ellipsoid targeting with overlap. (English) Zbl 1378.65129 Daras, Nicholas J. (ed.) et al., Operations research, engineering, and cyber security. Trends in applied mathematics and technology. Based on the presentations at the conference, Nea Peramos, Greece, May 2015. Cham: Springer (ISBN 978-3-319-51498-7/hbk; 978-3-319-51500-7/ebook). Springer Optimization and Its Applications 113, 135-154 (2017). MSC: 65K10 90C22 65C50 PDFBibTeX XMLCite \textit{N. J. Daras}, Springer Optim. Appl. 113, 135--154 (2017; Zbl 1378.65129) Full Text: DOI
Jones, Christopher Book review of: K. Law et al., Data assimilation. A mathematical introduction; S. Reich and C. Cotter, Probabilistic forecasting and Bayesian data assimilation. (English) Zbl 1378.00038 SIAM Rev. 59, No. 4, 915-918 (2017). MSC: 00A17 60-02 62-07 60G35 62M20 93E11 65-02 62F15 37N99 65C40 65C05 65C50 00A06 PDFBibTeX XMLCite \textit{C. Jones}, SIAM Rev. 59, No. 4, 915--918 (2017; Zbl 1378.00038) Full Text: DOI
DeSalvo, Stephen Exact sampling algorithms for Latin squares and Sudoku matrices via probabilistic divide-and-conquer. (English) Zbl 1412.60019 Algorithmica 79, No. 3, 742-762 (2017). MSC: 60C05 65C50 PDFBibTeX XMLCite \textit{S. DeSalvo}, Algorithmica 79, No. 3, 742--762 (2017; Zbl 1412.60019) Full Text: DOI arXiv
Sun, Xianming; Vanmaele, Michèle Uncertainty quantification of derivative instruments. (English) Zbl 1377.62200 East Asian J. Appl. Math. 7, No. 2, 343-362 (2017). MSC: 62P05 65C05 65C50 91G20 PDFBibTeX XMLCite \textit{X. Sun} and \textit{M. Vanmaele}, East Asian J. Appl. Math. 7, No. 2, 343--362 (2017; Zbl 1377.62200) Full Text: DOI
Kuravskiĭ, L. S.; Marmalyuk, P. A.; Yur’ev, G. A.; Dumin, P. N. Numerical methods of identification for discrete-state continuous-time Markov processes. (Russian. English summary) Zbl 1389.60091 Mat. Model. 29, No. 5, 133-146 (2017). Reviewer: Sergei Georgievich Zhuravlev (Moskva) MSC: 60J25 90C52 65C50 PDFBibTeX XMLCite \textit{L. S. Kuravskiĭ} et al., Mat. Model. 29, No. 5, 133--146 (2017; Zbl 1389.60091) Full Text: MNR
Vasiliev, N. N.; Duzhin, V. S. Numerical study of the asymptotics of path probabilities in a Markov process close to a central one on the 3D Young graph. (English. Russian original) Zbl 1375.65010 J. Math. Sci., New York 224, No. 2, 214-220 (2017); translation from Zap. Nauchn. Semin. POMI 448, 69-79 (2016). MSC: 65C50 60J10 60J22 PDFBibTeX XMLCite \textit{N. N. Vasiliev} and \textit{V. S. Duzhin}, J. Math. Sci., New York 224, No. 2, 214--220 (2017; Zbl 1375.65010); translation from Zap. Nauchn. Semin. POMI 448, 69--79 (2016) Full Text: DOI
Cloud, Kirkwood; Huber, Mark Fast perfect simulation of Vervaat perpetuities. (English) Zbl 1372.65024 J. Complexity 42, 19-30 (2017). MSC: 65C50 60G99 91B99 PDFBibTeX XMLCite \textit{K. Cloud} and \textit{M. Huber}, J. Complexity 42, 19--30 (2017; Zbl 1372.65024) Full Text: DOI arXiv
Kawai, Reiichiro Acceleration on adaptive importance sampling with sample average approximation. (English) Zbl 1372.65005 SIAM J. Sci. Comput. 39, No. 4, A1586-A1615 (2017). MSC: 65C05 65C50 60F05 60E05 PDFBibTeX XMLCite \textit{R. Kawai}, SIAM J. Sci. Comput. 39, No. 4, A1586--A1615 (2017; Zbl 1372.65005) Full Text: DOI
Bini, D. A.; Latouche, G.; Meini, B. Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations. (English) Zbl 1372.65023 Appl. Numer. Math. 116, 24-36 (2017). MSC: 65C50 60J80 15A24 65F30 PDFBibTeX XMLCite \textit{D. A. Bini} et al., Appl. Numer. Math. 116, 24--36 (2017; Zbl 1372.65023) Full Text: DOI arXiv
Ma, Yuechao; Chen, Hui Finite-time fault tolerant control of uncertain singular Markovian jump systems with bounded transition probabilities. (English) Zbl 1383.65007 Comput. Appl. Math. 36, No. 2, 929-953 (2017). Reviewer: Jaromír Antoch (Praha) MSC: 65C50 93E03 93B52 PDFBibTeX XMLCite \textit{Y. Ma} and \textit{H. Chen}, Comput. Appl. Math. 36, No. 2, 929--953 (2017; Zbl 1383.65007) Full Text: DOI
Huber, Mark Optimal linear Bernoulli factories for small mean problems. (English) Zbl 1379.65006 Methodol. Comput. Appl. Probab. 19, No. 2, 631-645 (2017). Reviewer: Jaromír Antoch (Praha) MSC: 65C50 60G50 PDFBibTeX XMLCite \textit{M. Huber}, Methodol. Comput. Appl. Probab. 19, No. 2, 631--645 (2017; Zbl 1379.65006) Full Text: DOI arXiv
McDaniel, Lee S.; Glen, Andrew G.; Leemis, Lawrence M. Linear approximations of probability density functions. (English) Zbl 1367.65017 Glen, Andrew G. (ed.) et al., Computational probability applications. Cham: Springer (ISBN 978-3-319-43315-8/hbk; 978-3-319-43317-2/ebook). International Series in Operations Research & Management Science 247, 119-132 (2017). MSC: 65C50 PDFBibTeX XMLCite \textit{L. S. McDaniel} et al., Int. Ser. Oper. Res. Manag. Sci. 247, 119--132 (2017; Zbl 1367.65017) Full Text: DOI
Glen, Andrew G.; Leemis, Lawrence M.; Luckett, Daniel J. Survival distributions based on the incomplete gamma function ratio. (English) Zbl 1367.62027 Glen, Andrew G. (ed.) et al., Computational probability applications. Cham: Springer (ISBN 978-3-319-43315-8/hbk; 978-3-319-43317-2/ebook). International Series in Operations Research & Management Science 247, 51-58 (2017). MSC: 62E10 62N05 65C50 62P10 PDFBibTeX XMLCite \textit{A. G. Glen} et al., Int. Ser. Oper. Res. Manag. Sci. 247, 51--58 (2017; Zbl 1367.62027) Full Text: DOI
Zheng, Yayun; Sun, Xu Governing equations for probability densities of stochastic differential equations with discrete time delays. (English) Zbl 1368.60064 Discrete Contin. Dyn. Syst., Ser. B 22, No. 9, 3615-3628 (2017). MSC: 60H10 65C50 34K50 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{X. Sun}, Discrete Contin. Dyn. Syst., Ser. B 22, No. 9, 3615--3628 (2017; Zbl 1368.60064) Full Text: DOI arXiv
Urschel, John C. On the characterization and uniqueness of centroidal Voronoi tessellations. (English) Zbl 1369.52022 SIAM J. Numer. Anal. 55, No. 3, 1525-1547 (2017). MSC: 52B55 62H30 65C50 68U05 PDFBibTeX XMLCite \textit{J. C. Urschel}, SIAM J. Numer. Anal. 55, No. 3, 1525--1547 (2017; Zbl 1369.52022) Full Text: DOI
Wallstrom, Timothy C. On the application of McDiarmid’s inequality to complex systems. (English) Zbl 1378.60051 SIAM/ASA J. Uncertain. Quantif. 5, 240-245 (2017). MSC: 60E15 60F10 65C50 PDFBibTeX XMLCite \textit{T. C. Wallstrom}, SIAM/ASA J. Uncertain. Quantif. 5, 240--245 (2017; Zbl 1378.60051) Full Text: DOI arXiv OA License
Mikhov, Evgeniy D.; Mikhova, Evgenyia D.; Nepomnyashchiy, Oleg V. Comparative analysis of nonparametric algorithms on the example of modelling of stochastic processes. (Russian. English summary) Zbl 1367.65018 Vychisl. Tekhnol. 22, No. 1, 37-47 (2017). MSC: 65C50 92B20 60G99 PDFBibTeX XMLCite \textit{E. D. Mikhov} et al., Vychisl. Tekhnol. 22, No. 1, 37--47 (2017; Zbl 1367.65018) Full Text: Link
Benson, Austin R.; Gleich, David F.; Lim, Lek-Heng The spacey random walk: a stochastic process for higher-order data. (English) Zbl 1365.15033 SIAM Rev. 59, No. 2, 321-345 (2017). MSC: 15A69 65C50 60G50 60J10 15B51 15A18 PDFBibTeX XMLCite \textit{A. R. Benson} et al., SIAM Rev. 59, No. 2, 321--345 (2017; Zbl 1365.15033) Full Text: DOI arXiv
Dick, Josef; Gantner, Robert N.; Le Gia, Quoc T.; Schwab, Christoph Multilevel higher-order quasi-Monte Carlo Bayesian estimation. (English) Zbl 1375.65169 Math. Models Methods Appl. Sci. 27, No. 5, 953-995 (2017). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65N75 65C05 65C35 65C50 65N21 62F15 65N12 65N15 PDFBibTeX XMLCite \textit{J. Dick} et al., Math. Models Methods Appl. Sci. 27, No. 5, 953--995 (2017; Zbl 1375.65169) Full Text: DOI arXiv
Fallahnezhad, Mohammad Saber; Yazdi, Ahmad Ahmadi An optimization model for economic design of sampling plans based on conforming run length considering outgoing quality. (English) Zbl 1360.65041 Commun. Stat., Theory Methods 46, No. 5, 2202-2211 (2017). MSC: 65C40 65C50 PDFBibTeX XMLCite \textit{M. S. Fallahnezhad} and \textit{A. A. Yazdi}, Commun. Stat., Theory Methods 46, No. 5, 2202--2211 (2017; Zbl 1360.65041) Full Text: DOI
Akpoue, Blache Paul; Angers, Jean-François Some contributions on the multivariate Poisson-Skellam probability distribution. (English) Zbl 1362.65020 Commun. Stat., Theory Methods 46, No. 1, 49-68 (2017). MSC: 65C50 60E05 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{B. P. Akpoue} and \textit{J.-F. Angers}, Commun. Stat., Theory Methods 46, No. 1, 49--68 (2017; Zbl 1362.65020) Full Text: DOI
Maouche, Fouad; Dahmani, Abdelnasser; Rahmania, Nadji A stochastic procedure to solve linear ill-posed problems. (English) Zbl 1366.65059 Commun. Stat., Theory Methods 46, No. 3, 1519-1531 (2017). Reviewer: Bangti Jin (London) MSC: 65J22 65C50 65J10 47A52 PDFBibTeX XMLCite \textit{F. Maouche} et al., Commun. Stat., Theory Methods 46, No. 3, 1519--1531 (2017; Zbl 1366.65059) Full Text: DOI
Inoue, Yoshiaki; Takine, Tetsuya A computational algorithm for the loss probability in the \(\mathrm{M}/\mathrm{G}/1+\mathrm{PH}\) queue. (English) Zbl 1361.60083 Stoch. Models 33, No. 1, 116-148 (2017). MSC: 60K25 68M20 65C50 90B22 PDFBibTeX XMLCite \textit{Y. Inoue} and \textit{T. Takine}, Stoch. Models 33, No. 1, 116--148 (2017; Zbl 1361.60083) Full Text: DOI
Ahn, Soohan; Ramaswami, V. A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion. (English) Zbl 1361.60070 Stoch. Models 33, No. 1, 59-96 (2017). MSC: 60J65 60F05 65C50 60G17 90C20 PDFBibTeX XMLCite \textit{S. Ahn} and \textit{V. Ramaswami}, Stoch. Models 33, No. 1, 59--96 (2017; Zbl 1361.60070) Full Text: DOI
Dendievel, Sarah; Latouche, Guy Approximations for time-dependent distributions in Markovian fluid models. (English) Zbl 1360.60145 Methodol. Comput. Appl. Probab. 19, No. 1, 285-309 (2017). MSC: 60J25 60G50 65C50 PDFBibTeX XMLCite \textit{S. Dendievel} and \textit{G. Latouche}, Methodol. Comput. Appl. Probab. 19, No. 1, 285--309 (2017; Zbl 1360.60145) Full Text: DOI arXiv