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Found 109 Documents (Results 1–100)

Adaptive choice and resampling techniques in extremal index estimation. (English) Zbl 1329.62228

Kitsos, Christos P. (ed.) et al., Theory and practice of risk assessment. Proceedings of the 5th conference on risk analysis, ICRA 5, Tomar, Portugal, May 30 – June 1, 2013. Cham: Springer (ISBN 978-3-319-18028-1/pbk; 978-3-319-18029-8/ebook). Springer Proceedings in Mathematics & Statistics 136, 321-332 (2015).
MSC:  62G32 60G70 62G09
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Constructive computation in stochastic models with applications. The RG-factorization. (English) Zbl 1208.60073

Berlin: Springer; Beijing: Tsinghua University Press (ISBN 978-3-642-11491-5; 978-7-302-21501-1/hbk; 978-3-642-11492-2/ebook). xiv, 672 p. (2010).
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A comparison of probabilistic and invariant subspace methods for the block \(M/G/1\) Markov chain. (English) Zbl 1190.60062

Pearce, Charles (ed.) et al., Optimization. Structure and applications. New York, NY: Springer (ISBN 978-0-387-98095-9/hbk; 978-0-387-98096-6/ebook). Springer Optimization and Its Applications 32, 189-205 (2009).
MSC:  60J10 60J22
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A two-stage iteration for solving nearly completely decomposable Markov chains. (English) Zbl 0804.65148

Golub, Gene (ed.) et al., Recent advances in iterative methods. Papers from the IMA workshop on iterative methods for sparse and structured problems, held in Minneapolis, MN, February 24-March 1, 1992. New York, NY: Springer-Verlag. IMA Vol. Math. Appl. 60, 201-216 (1994).
MSC:  65C99 60J10
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Algorithms for infinite Markov chains with repeating columns. (English) Zbl 0790.65121

Meyer, Carl D. (ed.) et al., Linear algebra, Markov chains, and queueing models. Proceedings of the workshop held as part of the year of applied linear algebra at the Institute for Mathematics and its Applications in Minnesota, MN, USA, January 13-17, 1992. New York: Springer-Verlag. IMA Vol. Math. Appl. 48, 231-265 (1993).
MSC:  65C99 60J10
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