## Found 873 Documents (Results 1–100)

### Exact simulation for the first hitting time of Brownian motion and Brownian bridge. (English)Zbl 1499.60277

MSC:  60J65 60J60
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### Extreme hitting probabilities for diffusion. (English)Zbl 07637974

MSC:  81-XX 82-XX
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MSC:  60J60
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### Convergence rates in uniform ergodicity by hitting times and $$L^2$$-exponential convergence rates. (English)Zbl 07621025

MSC:  60J25 47A75
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### Mean exit time in irregularly-shaped annular and composite disc domains. (English)Zbl 07615879

MSC:  81-XX 82-XX
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### On subexponential convergence to equilibrium of Markov processes. (English)Zbl 1498.60309

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 143-174 (2022).
MSC:  60J25
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MSC:  82-XX
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### Accounting for delayed entry into observational studies and clinical trials: length-biased sampling and restricted mean survival time. (English)Zbl 07605005

MSC:  62Nxx 62P10
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MSC:  62-XX
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MSC:  91B06
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### Reliability analysis of the uncertain heat conduction model. (English)Zbl 07566245

MSC:  80-XX 35-XX
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### First hitting time of Brownian motion on simple graph with skew semiaxes. (English)Zbl 07565031

MSC:  60J65 60G40 60J70
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### Some inequalities for reversible Markov chains and branching random walks via spectral optimization. (English)Zbl 1493.60112

MSC:  60J10 60J80 60G50
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### Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English)Zbl 1496.60099

MSC:  60J60 60J65 60G40
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### Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English)Zbl 1490.60097

MSC:  60G40 91G20 60J70
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### Asymptotic properties of words in semi-Markov sequences. (English)Zbl 1492.92052

MSC:  92D20 60F05
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### The birth-death processes with regular boundary: stationarity and quasi-stationarity. (English)Zbl 1490.60221

MSC:  60J27 60J05 60B10
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### Optimal stopping problems for maxima and minima in models with asymmetric information. (English)Zbl 1497.60060

MSC:  60G40 91G20
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### First hitting time of a high level by a catalytic branching walk. (English. Russian original)Zbl 07517601

Proc. Steklov Inst. Math. 316, No. 1, 97-104 (2022); translation from Tr. Mat. Inst. Steklova 316, 105-112 (2022).
MSC:  60J80 60G50 60K37
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### Risk-sensitive Markov stopping games with an absorbing state. (English)Zbl 07511613

MSC:  93E20 93C55 60J05
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MSC:  82-XX
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### Analysis of time-to-failure data for a repairable system subject to degradation. (English)Zbl 1484.62122

MSC:  62N05 60G10
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MSC:  60G07
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### Reliability analysis of a system with two-stage degradation using Wiener processes with piecewise linear drift. (English)Zbl 07613723

MSC:  90-XX 91-XX
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### Optimal harvesting strategy based on uncertain logistic population model. (English)Zbl 1498.92166

MSC:  92D25 91B76 60K10
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### Asymptotic distribution of hitting times for critical maps of the circle. (English)Zbl 1492.37046

MSC:  37E10 37E45 37D35
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### A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English)Zbl 1482.60099

MSC:  60J10 60J28
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### A genus 4 origami with minimal hitting time and an intersection property. (English)Zbl 1489.37042

MSC:  37D40 37E35 37C83
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### Mixing and hitting times for Gibbs samplers and other non-Feller processes. (English)Zbl 1498.60301

MSC:  60J10 28E05
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### Nash equilibria in a class of Markov stopping games with total reward criterion. (English)Zbl 1480.91066

MSC:  91A50 91A10 91A15
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### Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin. (English)Zbl 07447451

MSC:  62Nxx 62P10
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### On some properties of sticky Brownian motion. (English)Zbl 1479.60161

MSC:  60J55 60J65
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### A result on the Laplace transform associated with the sticky Brownian motion on an interval. (English)Zbl 1483.60117

MSC:  60J60 60J65 33C10
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### Markov stopping games with an absorbing state and total reward criterion. (English)Zbl 07442520

MSC:  91A10 91A15
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MSC:  90C27
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MSC:  68Qxx
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MSC:  05C81
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### $$q$$-random walks on $$\mathbb Z^d$$, $$d = 1, 2, 3$$. (English)Zbl 1480.60207

MSC:  60J10 60G50
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### On the transition density and first hitting time distributions of the doubly skewed CIR process. (English)Zbl 1480.60223

MSC:  60J35 60G40 60H10
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### Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. (English)Zbl 1480.60147

MSC:  60H10 60G40 60G99
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### Time-changed spectrally positive Lévy processes started from infinity. (English)Zbl 1489.60075

MSC:  60G51 60F15 60J80
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### On the tail of the branching random walk local time. (English)Zbl 1475.60161

MSC:  60J80 60J55
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### Space-time duality for semi-fractional diffusions. (English)Zbl 1462.35441

Freiberg, Uta (ed.) et al., Fractal geometry and stochastics VI. Selected papers of the 6th conference, Bad Herrenalb, Germany, September 30 – October 6, 2018. Cham: Birkhäuser. Prog. Probab. 76, 255-272 (2021).
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### The hitting time of random walk on unicyclic graphs. (English)Zbl 1461.05190

MSC:  05C81 05C35
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### Hitting, mixing and tunneling asymptotics of Metropolis-Hastings reversiblizations in the low-temperature regime. (English)Zbl 1464.60073

MSC:  60J22 60J10
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MSC:  60J27
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### On the (reverse) cover cost of trees with some given parameters. (English)Zbl 1453.05122

MSC:  05C81 05C70 05C35
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### Hitting forbidden induced subgraphs on bounded treewidth graphs. (English)Zbl 07559453

Esparza, Javier (ed.) et al., 45th international symposium on mathematical foundations of computer science, MFCS 2020, August 25–26, 2020, Prague, Czech Republic. Proceedings. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 170, Article 82, 15 p. (2020).
MSC:  68Qxx
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MSC:  62-XX
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### First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model. (English)Zbl 1489.34016

MSC:  34A08 91B05
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### Rare-event simulation for the hitting time of Gaussian processes. (English)Zbl 1490.60080

Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 23rd international conference, DCCN 2020, Moscow, Russia, September 14–18, 2020. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 12563, 589-603 (2020).
MSC:  60G15 60G18
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### Markov chains: ergodicity, quasi-stationarity and asymmetry. (Chinese. English summary)Zbl 1499.60255

MSC:  60J10 37A25
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MSC:  82-XX
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MSC:  60G51
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### The potential function and ladder heights of a recurrent random walk on $$\mathbb{Z}$$ with infinite variance. (English)Zbl 1473.60075

MSC:  60G50 60J45
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### Statistical identification of reversible Markov chain on cyclic graph. (Chinese. English summary)Zbl 1474.60179

MSC:  60J10 60J27 62M05

### A paradox for expected hitting times. (English)Zbl 1469.60233

MSC:  60J10 05C57
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### A first hitting time approach to finding effective spreaders in a network. (English)Zbl 1458.94003

Ortega, Omayra (ed.) et al., The golden anniversary celebration of the National Association of Mathematicians. AMS special session on the mathematics of historically black colleges and universities, HBCUs in the Mid-Atlantic. MAA invited paper session on the past 50 years of African Americans in the mathematical sciences. Haynes-Granville-Browne session of presentations by recent doctoral recipients. 2019 Claytor-Wookdard lecture. NAM David Harold Blackwell lecture, Baltimore, MD, USA and Cincinnati, OH, USA, January 17, 18 and 19 and August 2, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 759, 71-91 (2020).
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### Finiteness of record values and alternative asymptotic theory of records with atom endpoints. (English. French summary)Zbl 1457.62144

MSC:  62G30 62G15 60F05
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### The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English)Zbl 1455.60088

MSC:  60H30 35R60 60G22
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MSC:  60J80
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### On intersections of independent space-time anisotropic Gaussian fields. (English)Zbl 1460.60020

MSC:  60G15 60G17 60G60
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### A spectral characterization for concentration of the cover time. (English)Zbl 1469.60232

MSC:  60J10 60J27
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### On Hamilton cycles in Erdős-Rényi subgraphs of large graphs. (English)Zbl 1451.05132

MSC:  05C45 05C07 05C35
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### Old problems, classical methods, new solutions. (English)Zbl 1447.91178

MSC:  91G20 60G40 35Q91
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### Vanishing of cohomology groups of random simplicial complexes. (English)Zbl 1436.05095

MSC:  05C80 05C65 05E45
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### Krylov-Safonov estimates for a degenerate diffusion process. (English)Zbl 1451.60094

MSC:  60J60 60K50 60H15
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### Maximal run-length function for real numbers in beta-dynamical system. (English)Zbl 1446.11148

MSC:  11K55 11A63
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### On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations. (English)Zbl 1434.60199

MSC:  60J27 60J28
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### Integral functionals under the excursion measure. (English)Zbl 1434.60210

MSC:  60J45 60J55 60J65
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