Athreya, K. B.; Rajeev, B. Weak convergence of the past and future of Brownian motion given the present. (English) Zbl 1367.60015 Proc. Indian Acad. Sci., Math. Sci. 127, No. 1, 165-174 (2017). MSC: 60F05 60J65 60J25 PDF BibTeX XML Cite \textit{K. B. Athreya} and \textit{B. Rajeev}, Proc. Indian Acad. Sci., Math. Sci. 127, No. 1, 165--174 (2017; Zbl 1367.60015) Full Text: DOI
Diaconis, Persi; Miclo, Laurent Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks. (English) Zbl 1342.60131 Sci. China, Math. 59, No. 2, 205-226 (2016). MSC: 60J35 60J27 60J80 15A42 15B48 05C50 47B36 PDF BibTeX XML Cite \textit{P. Diaconis} and \textit{L. Miclo}, Sci. China, Math. 59, No. 2, 205--226 (2016; Zbl 1342.60131) Full Text: DOI arXiv
Collamore, Jeffrey F.; Diao, Guoqing; Vidyashankar, Anand N. Rare event simulation for processes generated via stochastic fixed point equations. (English) Zbl 1316.65015 Ann. Appl. Probab. 24, No. 5, 2143-2175 (2014). Reviewer: Gong Guanglu (Beijing) MSC: 65C50 65C05 91G60 60H25 60F10 60G40 60J05 60J10 60J22 60K15 65C40 91B30 91B84 PDF BibTeX XML Cite \textit{J. F. Collamore} et al., Ann. Appl. Probab. 24, No. 5, 2143--2175 (2014; Zbl 1316.65015) Full Text: DOI Euclid arXiv
Anagnostopoulou, V.; Díaz-Ordaz, K.; Jenkinson, O.; Richard, C. The flat spot standard family: variation of the entrance time median. (English) Zbl 1268.37047 Dyn. Syst. 27, No. 1, 29-43 (2012). MSC: 37E10 37C05 PDF BibTeX XML Cite \textit{V. Anagnostopoulou} et al., Dyn. Syst. 27, No. 1, 29--43 (2012; Zbl 1268.37047) Full Text: DOI
Schmelzer, Bernhard On solutions of stochastic differential equations with parameters modeled by random sets. (English) Zbl 1208.60059 Int. J. Approx. Reasoning 51, No. 9, 1159-1171 (2010). MSC: 60H10 PDF BibTeX XML Cite \textit{B. Schmelzer}, Int. J. Approx. Reasoning 51, No. 9, 1159--1171 (2010; Zbl 1208.60059) Full Text: DOI
Li, Yongkui; Hu, Dihe Taboo probability of discrete Markov chain in random enviroment. (Chinese. English summary) Zbl 1103.60322 J. Wuhan Univ., Nat. Sci. Ed. 52, No. 3, 273-276 (2006). MSC: 60K37 60J10 PDF BibTeX XML Cite \textit{Y. Li} and \textit{D. Hu}, J. Wuhan Univ., Nat. Sci. Ed. 52, No. 3, 273--276 (2006; Zbl 1103.60322)
Grübel, Rudolf; Reich, Marcus Rarity and exponentiality: an extension of Keilson’s theorem, with applications. (English) Zbl 1077.60024 J. Appl. Probab. 42, No. 2, 393-406 (2005). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60J10 PDF BibTeX XML Cite \textit{R. Grübel} and \textit{M. Reich}, J. Appl. Probab. 42, No. 2, 393--406 (2005; Zbl 1077.60024) Full Text: DOI
Remiche, Marie-Ange Compliance of the token-bucket model with Markovian traffic. (English) Zbl 1082.60088 Stoch. Models 21, No. 2-3, 615-630 (2005). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 60J25 68M20 PDF BibTeX XML Cite \textit{M.-A. Remiche}, Stoch. Models 21, No. 2--3, 615--630 (2005; Zbl 1082.60088) Full Text: DOI
van Doorn, Erik A. On associated polynomials and decay rates for birth–death processes. (English) Zbl 1041.42021 J. Math. Anal. Appl. 278, No. 2, 500-511 (2003). Reviewer: Ferenc Móricz (Szeged) MSC: 42C05 60J80 PDF BibTeX XML Cite \textit{E. A. van Doorn}, J. Math. Anal. Appl. 278, No. 2, 500--511 (2003; Zbl 1041.42021) Full Text: DOI
van Doorn, Erik A. Birth-death processes and associated polynomials. (English) Zbl 1039.60079 J. Comput. Appl. Math. 153, No. 1-2, 497-506 (2003). Reviewer: D. R. Grey (Sheffield) MSC: 60J80 42C05 PDF BibTeX XML Cite \textit{E. A. van Doorn}, J. Comput. Appl. Math. 153, No. 1--2, 497--506 (2003; Zbl 1039.60079) Full Text: DOI
Teepe, Thomas First passage times of genetic algorithms. (Ersteintrittszeiten genetischer Algorithmen.) (German) Zbl 1006.90094 Münster: Univ. Münster, Fachbereich Mathematik u. Informatik, 89 p. (2001). Reviewer: Peter Neumann (Dresden) MSC: 90C90 68T05 60J20 68W05 PDF BibTeX XML Cite \textit{T. Teepe}, Ersteintrittszeiten genetischer Algorithmen. Münster: Univ. Münster, Fachbereich Mathematik u. Informatik (2001; Zbl 1006.90094)
Ribe, M. Transition matrices with equal germs. (English) Zbl 0863.60067 Stochastic Processes Appl. 62, No. 2, 299-325 (1996). Reviewer: M.Janžura (Praha) MSC: 60J27 PDF BibTeX XML Cite \textit{M. Ribe}, Stochastic Processes Appl. 62, No. 2, 299--325 (1996; Zbl 0863.60067) Full Text: DOI
Mattner, L. Mean unbiased medians, median unbiased means, and symmetric random walks. (English) Zbl 0833.62009 Math. Methods Stat. 4, No. 1, 99-105 (1995). MSC: 62E10 60G50 62G05 PDF BibTeX XML Cite \textit{L. Mattner}, Math. Methods Stat. 4, No. 1, 99--105 (1995; Zbl 0833.62009)
Syski, Ryszard A simple increasing process. (English) Zbl 0805.60068 J. Appl. Probab. 31A, Spec. Vol., 363-371 (1994). Reviewer: Eugene Kazarovitsky (Kiev) MSC: 60J27 60J45 60G44 60K25 PDF BibTeX XML Cite \textit{R. Syski}, J. Appl. Probab. 31A, 363--371 (1994; Zbl 0805.60068) Full Text: DOI
Syski, Ryszard Passage times for Markov chains. (English) Zbl 0804.60065 Studies in Probability, Optimization and Statistics. 1. Amsterdam: IOS Press. VII, 550 p. Dfl. 180.00 /hc (1992). Reviewer: S.Asmussen (Aalborg) MSC: 60J45 60-02 60J05 60J25 PDF BibTeX XML Cite \textit{R. Syski}, Passage times for Markov chains. Amsterdam: IOS Press (1992; Zbl 0804.60065)
Lachal, A. Sur le premier instant de passage de l’intégrale du mouvement brownien. (The first passage time for the integrated Brownian motion). (French) Zbl 0747.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 3, 385-405 (1991). Reviewer: M.M.Rao (Riverside) MSC: 60J65 60G40 60G17 60G15 PDF BibTeX XML Cite \textit{A. Lachal}, Ann. Inst. Henri Poincaré, Probab. Stat. 27, No. 3, 385--405 (1991; Zbl 0747.60075) Full Text: Numdam EuDML
Letac, Gérard; Mora, Marianne Natural real exponential families with cubic variance functions. (English) Zbl 0714.62010 Ann. Stat. 18, No. 1, 1-37 (1990). Reviewer: R.Grübel MSC: 62E10 60E05 60J99 PDF BibTeX XML Cite \textit{G. Letac} and \textit{M. Mora}, Ann. Stat. 18, No. 1, 1--37 (1990; Zbl 0714.62010) Full Text: DOI
Jensen, U. Monotone stopping rules for stochastic processes in a semi-martingale representation with applications. (English) Zbl 0691.60038 Optimization 20, No. 6, 837-852 (1989). Reviewer: P.H.Müller MSC: 60G40 60K20 PDF BibTeX XML Cite \textit{U. Jensen}, Optimization 20, No. 6, 837--852 (1989; Zbl 0691.60038) Full Text: DOI
Sri Namachchivaya, N. Instability theorem based on the nature of the boundary behaviour for one dimensional diffusion. (English) Zbl 0737.60051 Solid Mech. Arch. 14, No. 3-4, 131-141 (1989). MSC: 60H10 93E15 PDF BibTeX XML Cite \textit{N. Sri Namachchivaya}, Solid Mech. Arch. 14, No. 3--4, 131--141 (1989; Zbl 0737.60051)
Cohen, J. W. On entrance times of a homogeneous N-dimensional random walk: An identity. (English) Zbl 0662.60077 A celebration of applied probability, J. Appl. Probab., Spec. Vol. 25A, 321-333 (1988). Reviewer: A.J.Stam MSC: 60G50 PDF BibTeX XML
Korolyuk, D. V.; Sil’vestrov, D. S. Entry times into asymptotically receding domains for ergodic Markov chains. (English) Zbl 0533.60079 Theory Probab. Appl. 28, 432-442 (1984). MSC: 60J05 60F05 PDF BibTeX XML Cite \textit{D. V. Korolyuk} and \textit{D. S. Sil'vestrov}, Theory Probab. Appl. 28, 432--442 (1984; Zbl 0533.60079) Full Text: DOI
Bose, A. Entrance laws for Feller diffusions on (0,infinity) and Doob’s h-path transformation. (English) Zbl 0518.60084 J. Multivariate Anal. 13, 442-463 (1983). MSC: 60J60 PDF BibTeX XML Cite \textit{A. Bose}, J. Multivariate Anal. 13, 442--463 (1983; Zbl 0518.60084) Full Text: DOI
Korolyuk, D. V.; Sil’vestrov, D. S. The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains. (Russian) Zbl 0513.60065 Teor. Veroyatn. Primen. 28, No. 2, 410-420 (1983). MSC: 60J05 60F05 PDF BibTeX XML Cite \textit{D. V. Korolyuk} and \textit{D. S. Sil'vestrov}, Teor. Veroyatn. Primen. 28, No. 2, 410--420 (1983; Zbl 0513.60065)
Syski, R. Phase-type distributions and perturbation model. (English) Zbl 0515.60076 Zastosow. Mat. 17, 377-399 (1982). MSC: 60J27 60K25 PDF BibTeX XML Cite \textit{R. Syski}, Zastosow. Mat. 17, 377--399 (1982; Zbl 0515.60076)
Sakhobov, O. Eine zweiseitige Abschätzung der Zuverlässigkeit in einem komplexen Erneuerungssystem. (Russian) Zbl 0419.60080 Izv. Akad. Nauk UzSSR, Ser. Fiz.-Mat. Nauk 1979, No. 1, 30-35 (1979). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{O. Sakhobov}, Izv. Akad. Nauk UzSSR, Ser. Fiz.-Mat. Nauk 1979, No. 1, 30--35 (1979; Zbl 0419.60080)
Mogul’skij, A. A.; Pecherskij, E. A. Time of first entry into a region with curved boundary. (English) Zbl 0409.60055 Sib. Math. J. 19, 824-841 (1979). MSC: 60G50 PDF BibTeX XML Cite \textit{A. A. Mogul'skij} and \textit{E. A. Pecherskij}, Sib. Math. J. 19, 824--841 (1979; Zbl 0409.60055)
Cox, Theodore Further results on one-dimensional diffusions with time parameter set \((-\infty,\infty)\). (English) Zbl 0401.60073 Ann. Probab. 7, 537-542 (1979). MSC: 60J60 60J50 PDF BibTeX XML Cite \textit{T. Cox}, Ann. Probab. 7, 537--542 (1979; Zbl 0401.60073) Full Text: DOI