Zhang, Haoyan; Tian, Yingxu Hitting times for sticky skew CIR process. (English) Zbl 07953393 Stochastics 96, No. 2, 1052-1071 (2024). MSC: 60J55 60E05 33C15 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Sericola, Bruno On cover times of Markov chains. (English) Zbl 07951883 Stoch. Models 40, No. 4, 685-727 (2024). MSC: 60Jxx 91-XX 05C38 × Cite Format Result Cite Review PDF Full Text: DOI
Kiwi, Marcos; Schepers, Markus; Sylvester, John Cover and hitting times of hyperbolic random graphs. (English) Zbl 07947047 Random Struct. Algorithms 65, No. 4, 915-978 (2024). MSC: 60-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI
Song, Shiyu; Xu, Guangli Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing. (English) Zbl 07945535 J. Appl. Probab. 61, No. 4, 1172-1195 (2024). MSC: 60J60 60E05 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Olivares-Quiroz, Luis Agustín Information flow and catalytic dyad in SARS-CoV2 main protease \(M^{pro}\) enzyme using embedded discrete Markov chains and centrality measures. (English) Zbl 07929457 J. Complex Netw. 12, No. 4, Article ID cnae033, 13 p. (2024). MSC: 92-XX 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Limnios, Nikolaos; Wu, Bei A unified approach for hitting time of jump Markov type processes. (English) Zbl 07927848 Methodol. Comput. Appl. Probab. 26, No. 3, Paper No. 30, 10 p. (2024). MSC: 60J76 60J05 60J25 60K15 × Cite Format Result Cite Review PDF Full Text: DOI
Hamana, Yuji; Zhang, Lujia Hitting times of hyperbolic Bessel processes. (English) Zbl 07922299 Colloq. Math. 175, No. 2, 163-182 (2024). MSC: 60J60 60E10 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Ottolini, Andrea; Steinerberger, Stefan Concentration of hitting times in Erdős-Rényi graphs. (English) Zbl 07914198 J. Graph Theory 107, No. 2, 245-262 (2024). MSC: 05C80 05C81 60B20 60G50 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dzhalilov, A. A.; Khomidov, M. K. Limit law of rescaled hitting time functions for quadratic irrational rotations. (English) Zbl 07908066 Uzb. Math. J. 68, No. 2, 61-68 (2024). MSC: 28D05 28D20 × Cite Format Result Cite Review PDF Full Text: DOI
Heckel, Annika; Kaufmann, Marc; Müller, Noela; Pasch, Matija The hitting time of clique factors. (English) Zbl 07904969 Random Struct. Algorithms 65, No. 2, 275-312 (2024). MSC: 05C65 05C80 05C70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dautenhahn, Emily; Saloff-Coste, Laurent Hitting probabilities and uniformly \(S\)-transient subgraphs. (English) Zbl 07904042 Electron. J. Probab. 29, Paper No. 80, 33 p. (2024). MSC: 60J10 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Torres-Gomar, Manuel A.; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo Denumerable Markov stopping games with risk-sensitive total reward criterion. (English) Zbl 07893444 Kybernetika 60, No. 1, 1-18 (2024). MSC: 91A10 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Linn, Samantha; Lawley, Sean D. Hitting probabilities for fast stochastic search. (English) Zbl 07885515 J. Phys. A, Math. Theor. 57, No. 30, Article ID 305003, 26 p. (2024). MSC: 60G40 60G70 60J60 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Devroye, Luc; Nolan, John P. Random variate generation for the first hit of a ball for the symmetric stable process in \(\mathbb{R}^d\). (English) Zbl 1539.60002 J. Stat. Theory Pract. 18, No. 1, Paper No. 11, 19 p. (2024). MSC: 60-08 60G52 65C10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Qi; Bai, Ning; Wang, Huan; Gou, Lijie; Wang, Shuai The hitting time of quantum walk on 2D lattice. (English) Zbl 07836063 Int. J. Quantum Inf. 22, No. 2, Article ID 2350041, 10 p. (2024). MSC: 81Q35 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, Robert M.; Duanmu, Haosui; Smith, Aaron Mixing times and hitting times for general Markov processes. (English) Zbl 1537.60094 Isr. J. Math. 259, No. 2, 759-834 (2024). MSC: 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tang, Lanlan; Wang, Hua-Ming Cutpoints of (1,2) and (2,1) random walks on the lattice of positive half line. (English) Zbl 1539.60055 J. Theor. Probab. 37, No. 1, 409-445 (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60J10 11A55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yamato, Kosuke; Yano, Kouji Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes. (English) Zbl 1543.60108 Bernoulli 30, No. 2, 936-960 (2024). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60J60 60J27 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Doerr, Benjamin; Kötzing, Timo Lower bounds from fitness levels made easy. (English) Zbl 07795029 Algorithmica 86, No. 2, 367-395 (2024). MSC: 68Wxx 05Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lempa, Jukka; Mordecki, Ernesto; Salminen, Paavo Diffusion spiders: Green kernel, excessive functions and optimal stopping. (English) Zbl 1535.60132 Stochastic Processes Appl. 167, Article ID 104229, 34 p. (2024). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J60 60J35 60J65 60G40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tanaka, Yuuho On the average hitting times of \(\operatorname{Cay} (\mathbb{Z}_N, \{+1, +2\})\). (English) Zbl 1531.05225 Discrete Appl. Math. 343, 269-276 (2024). MSC: 05C81 05C25 11B39 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Yan Hong; Mao, Yong Hua Perturbation bounds and convergence rates for uniformly ergodic Markov chains. (Chinese. English summary) Zbl 07931701 Acta Math. Sin., Chin. Ser. 66, No. 4, 599-616 (2023). MSC: 60J05 60J35 47A55 × Cite Format Result Cite Review PDF Full Text: DOI
Fasino, Dario; Tonetto, Arianna; Tudisco, Francesco Hitting times for second-order random walks. (English) Zbl 07930485 Eur. J. Appl. Math. 34, No. 4, 642-666 (2023). MSC: 60G12 60J10 60J20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yin, Juliang; Khoo, Suiyang; Yu, Xin Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control. (English) Zbl 1532.93326 Int. J. Robust Nonlinear Control 33, No. 3, 1738-1749 (2023). MSC: 93D40 93D15 93E15 93C10 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Junchi; Ogunsolu, Mobolaji; Qiu, Jinniao; Sezer, Ayşe Deniz Credit risk pricing in a consumption-based equilibrium framework with incomplete accounting information. (English) Zbl 1531.91261 Math. Finance 33, No. 3, 666-708 (2023). MSC: 91G40 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Xiong, Yi; Braun, W. John; Duchesne, Thierry; Hu, X. Joan Regression analysis of spatially correlated event durations with missing origins annotated by longitudinal measures. (English) Zbl 07764891 Stat. Sin. 33, No. 4, 2431-2461 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Balogh, József; Krueger, Robert A.; Luo, Haoran Sharp threshold for the Erdős-Ko-Rado theorem. (English) Zbl 1522.05478 Random Struct. Algorithms 62, No. 1, 3-28 (2023). MSC: 05D05 05D40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dzhalilov, Akhtam Abdurakhmanovich; Khomidov, Mukhriddin Karimjon ugli Hitting functions for mixed partitions. (English) Zbl 1528.37032 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 33, No. 2, 197-211 (2023). MSC: 37E10 37E20 37E45 37B10 × Cite Format Result Cite Review PDF Full Text: DOI MNR
He, Tianxiao Half inverse Riordan arrays and their related vertical recurrence relation. (English) Zbl 1538.05006 J. Math. Res. Appl. 43, No. 4, 379-388 (2023). MSC: 05A15 05A05 15B36 15A06 05A19 11B83 × Cite Format Result Cite Review PDF Full Text: DOI
Madireddy, Raghunath Reddy; Nandy, Subhas C.; Pandit, Supantha Exact algorithms and hardness results for geometric red-blue hitting set problem. (English) Zbl 1528.68387 Li, Minming (ed.) et al., Frontiers of algorithmic wisdom. International joint conference, IJTCS-FAW 2022, Hong Kong, China, August 15–19, 2022. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13461, 176-191 (2023). MSC: 68U05 68Q17 68W40 × Cite Format Result Cite Review PDF Full Text: DOI
Zhu, Xiao-Min; Yang, Xu Hitting times for random walks on tricyclic graphs. (English) Zbl 1517.05161 AKCE Int. J. Graphs Comb. 20, No. 1, 65-72 (2023). MSC: 05C81 05C35 × Cite Format Result Cite Review PDF Full Text: DOI
Yao, Kai Uncertain renewal process with general rewards. (English) Zbl 07713466 Commun. Stat., Simulation Comput. 52, No. 1, 56-67 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lawley, Sean D. Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion. (English) Zbl 1515.60165 J. Nonlinear Sci. 33, No. 4, Paper No. 53, 27 p. (2023). MSC: 60G70 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
De Bin, Riccardo; Stikbakke, Vegard Grødem A boosting first-hitting-time model for survival analysis in high-dimensional settings. (English) Zbl 07701371 Lifetime Data Anal. 29, No. 2, 420-440 (2023). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Colwell, David B. Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains. (English) Zbl 1516.60044 Stat. Probab. Lett. 195, Article ID 109786, 7 p. (2023). MSC: 60J27 60G55 60E10 × Cite Format Result Cite Review PDF Full Text: DOI
He, Yuheng; Xue, Xiaofeng Moderate deviations of hitting times of a family of density-dependent Markov chains. (English) Zbl 1515.60071 Stat. Probab. Lett. 195, Article ID 109780, 12 p. (2023). MSC: 60F10 60J10 60J80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ruiz-Ortiz, Miguel A.; Martín-González, Ehyter M.; Santiago-Alarcon, Diego; Venegas-Andraca, Salvador E. A new definition of hitting time and an embedded Markov chain in continuous-time quantum walks. (English) Zbl 1542.81040 Quantum Inf. Process. 22, No. 5, Paper No. 224, 18 p. (2023). MSC: 81P16 81P15 × Cite Format Result Cite Review PDF Full Text: DOI
Hamana, Yuji Square-root boundaries for Bessel processes and the hitting times of radial Ornstein-Uhlenbeck processes. (English) Zbl 1519.60078 Opusc. Math. 43, No. 2, 145-172 (2023). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J60 33C15 44A10 × Cite Format Result Cite Review PDF Full Text: DOI
Macci, Claudio; Pacchiarotti, Barbara Asymptotic results for certain first-passage times and areas of renewal processes. (English) Zbl 1515.60072 Theory Probab. Math. Stat. 108, 127-148 (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60F05 60K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Behme, Anita; Strietzel, Philipp Lukas On moments of downward passage times for spectrally negative Lévy processes. (English) Zbl 1516.60028 J. Appl. Probab. 60, No. 2, 452-464 (2023). MSC: 60G51 60G40 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lee, Taeho Exact simulation for the first hitting time of Brownian motion and Brownian bridge. (English) Zbl 1499.60277 Stat. Probab. Lett. 193, Article ID 109654, 8 p. (2023). MSC: 60J65 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Zemin; Shi, Yumiao; Wang, Shujing; Gui, Xueyao Dumbbell graphs with extremal (reverse) cover cost. (English) Zbl 1504.05064 Bull. Malays. Math. Sci. Soc. (2) 46, No. 1, Paper No. 35, 34 p. (2023). MSC: 05C09 05C12 05C92 92E10 05C35 05C81 × Cite Format Result Cite Review PDF Full Text: DOI
Kiwi, Marcos; Schepers, Markus; Sylvester, John Cover and hitting times of hyperbolic random graphs. (English) Zbl 07900614 Chakrabarti, Amit (ed.) et al., Approximation, randomization, and combinatorial optimization. Algorithms and techniques, APPROX/RANDOM 2022, University of Illinois, Urbana-Champaign, USA, virtual conference, September 19–21, 2022. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 245, Article 30, 19 p. (2022). MSC: 68W20 68W25 90C27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pauk, V.; Petrenko, O.; Shchestyuk, N. Two approaches for option pricing under illiquidity. (English) Zbl 07877839 Mogyl. Mat. Zh. 5, 38-45 (2022). MSC: 91G20 × Cite Format Result Cite Review PDF Full Text: DOI
Golomoziy, Vitaliy Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains. (English) Zbl 07819610 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 97-119 (2022). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J10 60J20 × Cite Format Result Cite Review PDF Full Text: DOI
Gu, Ran; Gu, Xiaofeng; Shi, Yongtang; Wang, Hua \(\ell\)-connectivity and \(\ell\)-edge-connectivity of random graphs. (English) Zbl 1522.05248 J. Graph Theory 101, No. 1, 5-28 (2022). MSC: 05C40 05C80 05D40 × Cite Format Result Cite Review PDF Full Text: DOI
Khomidov, M. K. Absolute continuity of the limit distributions associated by critical circle maps. (English) Zbl 1524.37036 Uzb. Math. J. 66, No. 3, 75-84 (2022). MSC: 37E10 37E45 × Cite Format Result Cite Review PDF
Song, Sai; Yao, Qiang A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model. (English) Zbl 1524.60023 J. Math. Study 55, No. 3, 254-270 (2022). MSC: 60C05 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Linn, Samantha; Lawley, Sean D. Extreme hitting probabilities for diffusion. (English) Zbl 1509.60111 J. Phys. A, Math. Theor. 55, No. 34, Article ID 345002, 31 p. (2022). MSC: 60G70 60G07 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Jing; Yan, Yanyan; Zhang, Yuhui Some basic theory of single birth processes. (Chinese. English summary) Zbl 1513.60106 Chin. J. Appl. Probab. Stat. 38, No. 3, 413-438 (2022). MSC: 60J80 × Cite Format Result Cite Review PDF Full Text: Link
Mao, Yong-Hua; Wang, Tao Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates. (English) Zbl 1502.60114 J. Theor. Probab. 35, No. 4, 2690-2711 (2022). MSC: 60J25 47A75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Carr, Elliot J.; VandenHeuvel, Daniel J.; Wilson, Joshua M.; Simpson, Matthew J. Mean exit time in irregularly-shaped annular and composite disc domains. (English) Zbl 1505.82028 J. Phys. A, Math. Theor. 55, No. 10, Article ID 105002, 21 p. (2022). MSC: 82B41 82D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bernou, Armand 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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Varsamis, Georgios D.; Karafyllidis, Ioannis G.; Sirakoulis, Georgios Ch. Hitting times of quantum and classical random walks in potential spaces. (English) Zbl 07605507 Physica A 606, Article ID 128119, 13 p. (2022). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Mei-Ling Ting; Lawrence, John; Chen, Yiming; Whitmore, G. A. Accounting for delayed entry into observational studies and clinical trials: length-biased sampling and restricted mean survival time. (English) Zbl 07605005 Lifetime Data Anal. 28, No. 4, 637-658 (2022). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhe; Jia, Lifen First hitting time for renewal process with uncertain interarrival times and random rewards. (English) Zbl 07603829 Commun. Stat., Simulation Comput. 51, No. 10, 5539-5555 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Fomin, Fedor V.; Fraigniaud, Pierre; Golovach, Petr A. Present-biased optimization. (English) Zbl 1497.91088 Math. Soc. Sci. 119, 56-67 (2022). MSC: 91B06 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Mulherkar, Jaideep; Rajdeepak, Rishikant; Sunitha, V. Implementation of quantum hitting times of cubelike graphs on IBM’s qiskit platform. (English) Zbl 1510.81049 Int. J. Quantum Inf. 20, No. 7, Article ID 2250020, 21 p. (2022). MSC: 81P68 81Q35 68Q12 68Q06 05C81 60J05 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V.; Li, Libo Perpetual American standard and lookback options with event risk and asymmetric information. (English) Zbl 1508.91559 SIAM J. Financ. Math. 13, No. 3, 773-801 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 91G20 60G40 35R35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Chouliara, Despina; Gong, Yishu; He, Siming; Kiselev, Alexander; Lim, James; Melikechi, Omar; Powers, Keenan Hitting time of Brownian motion subject to shear flow. (English) Zbl 1504.35578 Involve 15, No. 1, 131-140 (2022). MSC: 35Q92 92C32 92C35 76Z05 35K10 60G07 60J65 92-08 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Tian, Chenlei; Jin, Ting; Yang, Xiangfeng; Liu, Qinyu Reliability analysis of the uncertain heat conduction model. (English) Zbl 1524.60148 Comput. Math. Appl. 119, 131-140 (2022). MSC: 60H15 68T37 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Dassios, Angelos; Zhang, Junyi First hitting time of Brownian motion on simple graph with skew semiaxes. (English) Zbl 1504.60141 Methodol. Comput. Appl. Probab. 24, No. 3, 1805-1831 (2022). Reviewer: Manuel D. Domínguez de la Iglesia (Ciudad de México) MSC: 60J65 60G40 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Hermon, Jonathan Some inequalities for reversible Markov chains and branching random walks via spectral optimization. (English) Zbl 1493.60112 Ann. Inst. Henri Poincaré, Probab. Stat. 58, No. 3, 1650-1668 (2022). MSC: 60J10 60J80 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lardizabal, C. F.; Velázquez, L. Mean hitting time formula for positive maps. (English) Zbl 1502.15024 Linear Algebra Appl. 650, 169-189 (2022). MSC: 15B48 60J10 81S25 82B41 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Huihui; Li, Shuchao Extremal hitting times of trees with some given parameters. (English) Zbl 1493.05277 Linear Multilinear Algebra 70, No. 11, 2127-2149 (2022). MSC: 05C81 05C12 05C70 05C40 05C05 × Cite Format Result Cite Review PDF Full Text: DOI
Gantert, Nina; Klenke, Achim The tail of the length of an excursion in a trap of random size. (English) Zbl 1493.60143 J. Stat. Phys. 188, No. 3, Paper No. 27, 20 p. (2022). MSC: 60K35 60J05 60J80 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Haoyan; Tian, Yingxu Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing. (English) Zbl 1496.60099 Methodol. Comput. Appl. Probab. 24, No. 2, 1237-1251 (2022). MSC: 60J60 60J65 60G40 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V.; Kort, Peter M.; Lavrutich, Maria N.; Thijssen, Jacco J. J. Optimal double stopping problems for maxima and minima of geometric Brownian motions. (English) Zbl 1490.60097 Methodol. Comput. Appl. Probab. 24, No. 2, 789-813 (2022). MSC: 60G40 91G20 60J70 × Cite Format Result Cite Review PDF Full Text: DOI
Garcia-Maya, Brenda Ivette; Karaliopoulou, Margarita; Limnios, Nikolaos Asymptotic properties of words in semi-Markov sequences. (English) Zbl 1492.92052 Int. J. Biomath. 15, No. 4, Article ID 2250013, 26 p. (2022). MSC: 92D20 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Gao, Wu Jun; Mao, Yong Hua; Zhang, Chi The birth-death processes with regular boundary: stationarity and quasi-stationarity. (English) Zbl 1490.60221 Acta Math. Sin., Engl. Ser. 38, No. 5, 890-906 (2022). MSC: 60J27 60J05 60B10 × Cite Format Result Cite Review PDF Full Text: DOI
Gapeev, Pavel V.; Li, Libo Optimal stopping problems for maxima and minima in models with asymmetric information. (English) Zbl 1497.60060 Stochastics 94, No. 4, 602-628 (2022). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 60G40 91G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bulinskaya, E. Vl. First hitting time of a high level by a catalytic branching walk. (English. Russian original) Zbl 1511.60104 Proc. Steklov Inst. Math. 316, 97-104 (2022); translation from Tr. Mat. Inst. Steklova 316, 105-112 (2022). Reviewer: Isamu Dôku (Saitama) MSC: 60J10 60J85 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
López-Rivero, Jaicer; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo Risk-sensitive Markov stopping games with an absorbing state. (English) Zbl 1513.91008 Kybernetika 58, No. 1, 101-122 (2022). MSC: 91A55 91A50 91A05 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Shuchao; Xu, Yangyang; Zhang, Huihui Some further results on the maximal hitting times of trees with some given parameters. (English) Zbl 1485.05086 Discrete Appl. Math. 313, 115-134 (2022). MSC: 05C35 05C05 05C70 05C40 05C81 × Cite Format Result Cite Review PDF Full Text: DOI
Doi, Yoshiaki; Konno, Norio; Nakamigawa, Tomoki; Sakuma, Tadashi; Segawa, Etsuo; Shinohara, Hidehiro; Tamura, Shunya; Tanaka, Yuuho; Toyota, Kosuke On the average hitting times of the squares of cycles. (English) Zbl 1485.05166 Discrete Appl. Math. 313, 18-28 (2022). MSC: 05C81 11B39 82B41 94C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zheng, Jing; Yu, Dongjie; Zhu, Bin; Tong, Changqing Learning hidden Markov models with unknown number of states. (English) Zbl 07491730 Physica A 594, Article ID 127047, 10 p. (2022). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Etminan, J.; Kamranfar, H.; Chahkandi, M.; Fouladirad, M. Analysis of time-to-failure data for a repairable system subject to degradation. (English) Zbl 1484.62122 J. Comput. Appl. Math. 408, Article ID 114098, 12 p. (2022). MSC: 62N05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Kahn, Jeff Hitting times for Shamir’s problem. (English) Zbl 1479.05326 Trans. Am. Math. Soc. 375, No. 1, 627-668 (2022). MSC: 05C80 05C65 60C05 60G40 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Gutierrez-Pavón, Jonathan; Pacheco, Carlos G. Quenched distributions for the maximum, minimum and local time of the Brox diffusion. (English) Zbl 1474.60092 Stat. Probab. Lett. 180, Article ID 109238, 7 p. (2022). MSC: 60G07 × Cite Format Result Cite Review PDF Full Text: DOI
Clementi, Andrea; d’Amore, Francesco; Giakkoupis, George; Natale, Emanuele Search via parallel Lévy walks on \(\mathbb{Z}^2\). (English) Zbl 07824185 Korhonen, Janne H. (ed.), Proceedings of the 40th ACM symposium on principles of distributed computing, PODC ’21, virtual event, Italy, July 26–30, 2021. New York, NY: Association for Computing Machinery (ACM). 81-91 (2021). MSC: 68M14 68W15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sylvester, John Random walk hitting times and effective resistance in sparsely connected Erdős-Rényi random graphs. (English) Zbl 1521.05185 J. Graph Theory 96, No. 1, 44-84 (2021). MSC: 05C81 05C80 05C40 60C05 60J45 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jin, Ting; Xia, Hongxuan; Deng, Wu; Li, Yuangang; Chen, Hao Uncertain fractional-order multi-objective optimization based on reliability analysis and application to fractional-order circuit with Caputo type. (English) Zbl 1509.94175 Circuits Syst. Signal Process. 40, No. 12, 5955-5982 (2021). MSC: 94C05 60K20 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Tishby, Ido; Biham, Ofer; Katzav, Eytan Analytical results for the distribution of first hitting times of random walks on random regular graphs. (English) Zbl 1519.82109 J. Phys. A, Math. Theor. 54, No. 14, Article ID 145002, 25 p. (2021). MSC: 82C41 05C80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dong, Qinglai; Cui, Lirong Reliability analysis of a system with two-stage degradation using Wiener processes with piecewise linear drift. (English) Zbl 07613723 IMA J. Manag. Math. 32, No. 1, 3-29 (2021). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Jia, Lifen; Liu, Xueyong Optimal harvesting strategy based on uncertain logistic population model. (English) Zbl 1498.92166 Chaos Solitons Fractals 152, Article ID 111329, 5 p. (2021). MSC: 92D25 91B76 60K10 × Cite Format Result Cite Review PDF Full Text: DOI
Frikha, Noufel; Li, Libo Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients. (English) Zbl 1490.60155 Stochastics 93, No. 2, 167-195 (2021). MSC: 60H10 35K65 60G46 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Jin, Ting; Ding, Hui; Xia, Hongxuan; Bao, Jinfeng Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type. (English) Zbl 1496.91101 Chaos Solitons Fractals 142, Article ID 110409, 23 p. (2021). MSC: 91G60 91G20 34A08 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Ayupov, Shavkat Abdullaevich; Zhalilov, Alisher Akbarovich Asymptotic distribution of hitting times for critical maps of the circle. (English) Zbl 1492.37046 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 31, No. 3, 365-383 (2021). MSC: 37E10 37E45 37D35 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Manzo, Francesco; Quattropani, Matteo; Scoppola, Elisabetta A probabilistic proof of Cooper & Frieze’s “First Visit Time Lemma”. (English) Zbl 1482.60099 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 2, 1739-1758 (2021). MSC: 60J10 60J28 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Marchese, Luca A genus 4 origami with minimal hitting time and an intersection property. (English) Zbl 1489.37042 Ill. J. Math. 65, No. 3, 579-596 (2021). MSC: 37D40 37E35 37C83 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Anderson, Robert M.; Duanmu, Haosui; Smith, Aaron Mixing and hitting times for Gibbs samplers and other non-Feller processes. (English) Zbl 1498.60301 Ill. J. Math. 65, No. 3, 547-577 (2021). MSC: 60J10 28E05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Jin, Ting; Yang, Xiangfeng; Xia, Hongxuan; Ding, Hui Reliability index and option pricing formulas of the first-hitting time model based on the uncertain fractional-order differential equation with Caputo type. (English) Zbl 1482.91204 Fractals 29, No. 1, Article ID 2150012, 21 p. (2021). MSC: 91G20 91G80 35Q91 35R11 × Cite Format Result Cite Review PDF Full Text: DOI
Cirillo, Emilio N. M.; Nardi, Francesca R.; Spitoni, Cristian Phase transitions in random mixtures of elementary cellular automata. (English) Zbl 1527.60054 Physica A 573, Article ID 125942, 16 p. (2021). MSC: 60J20 37B15 68Q80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cavazos-Cadena, Rolando; Cantú-Sifuentes, Mario; Cerda-Delgado, Imelda Nash equilibria in a class of Markov stopping games with total reward criterion. (English) Zbl 1480.91066 Math. Methods Oper. Res. 94, No. 2, 319-340 (2021). MSC: 91A50 91A10 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Xiong, Yi; Braun, W. John; Hu, X. Joan Estimating duration distribution aided by auxiliary longitudinal measures in presence of missing time origin. (English) Zbl 07447451 Lifetime Data Anal. 27, No. 3, 388-412 (2021). MSC: 62Nxx 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Haoyan; Jiang, Pingping On some properties of sticky Brownian motion. (English) Zbl 1479.60161 Stoch. Dyn. 21, No. 6, Article ID 2150037, 17 p. (2021). MSC: 60J55 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Song, Shiyu A result on the Laplace transform associated with the sticky Brownian motion on an interval. (English) Zbl 1483.60117 Stoch. Dyn. 21, No. 6, Article ID 2150031, 16 p. (2021). MSC: 60J60 60J65 33C10 × Cite Format Result Cite Review PDF Full Text: DOI
Cavazos-Cadena, Rolando; Rodríguez-Gutiérrez, Luis; Sánchez-Guillermo, Dulce María Markov stopping games with an absorbing state and total reward criterion. (English) Zbl 1538.91012 Kybernetika 57, No. 3, 474-492 (2021). MSC: 91A50 91A10 91A15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhu, Xiaomin; Zhang, Xiao-Dong The hitting times of random walks on bicyclic graphs. (English) Zbl 1479.05332 Graphs Comb. 37, No. 6, 2365-2386 (2021). MSC: 05C81 05C35 60G50 60J10 × Cite Format Result Cite Review PDF Full Text: DOI
Gu, Ran; Shi, Yongtang; Fan, Neng Mixed connectivity properties of random graphs and some special graphs. (English) Zbl 1480.90212 J. Comb. Optim. 42, No. 3, 427-441 (2021). MSC: 90C27 × Cite Format Result Cite Review PDF Full Text: DOI