Similar Search Results

The Bernoulli Feedback Queue with Balking: Stochastic Order Results and Equilibrium Joining Rules

Collins, E. J.; Brooms, A. C. - Birkbeck, Department of Economics, Mathematics & Statistics - 2005

We consider customer joining behaviour for a system that consists of a FCFS queue with Bernoulli feedback. A consequence of the feedback characteristic is that the sojourn time of a customer already in the system depends on the joining decisions taken by future arrivals to the system. By...

Persistent link: https://www.econbiz.de/10005509603

Understanding Fixed Point Theorems

Arnold, Lutz G. - Wirtschaftswissenschaftliche Fakultät, Universität … - 2003

Fixed point theorems are the standard tool used to prove the existence of equilibria in mathematical economics. This paper shows how to prove a slight generalization of Brouwer's and Kakutani's fixed point theorems using the familiar techniques of drawing and shifting curves in the plane and is,...

Persistent link: https://www.econbiz.de/10005607526

Comments on the life and mathematical legacy of Wolfgang Doeblin

Yor, Marc; Bru, Bernard - In: Finance and Stochastics 6 (2002) 1, pp. 3-47

This article contains the translation into English of the main results found in the Comptes Rendus Volume of December 2000, dedicated to Wolfgang Doeblin's sealed envelope sent to the Académie des Sciences de Paris in February 1940. The genesis of these results - both from human and scientific...

Persistent link: https://www.econbiz.de/10005390728

An eco-evolutionary approach of adaptation and recombination in a large population of varying size

Smadi, Charline - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 2054-2095

We identify the genetic signature of a selective sweep in a population described by a birth-and-death process with density dependent competition. We study the limit behavior for large K, where K scales the population size. We focus on two loci: one under selection and one neutral. We distinguish...

Persistent link: https://www.econbiz.de/10011209788

A predator–prey SIR type dynamics on large complete graphs with three phase transitions

Kortchemski, Igor - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 886-917

We study a variation of the SIR (Susceptible/Infected/Recovered) dynamics on the complete graph, in which infected individuals may only spread to neighboring susceptible individuals at fixed rate λ0 while recovered individuals may only spread to neighboring infected individuals at fixed rate 1....

Persistent link: https://www.econbiz.de/10011194150

Measuring the Dynamics of Global Business Cycle Connectedness

Diebold, Francis X.; Yilmaz, Kamil - Department of Economics, University of Pennsylvania - 2013

Using a connectedness-measurement technology fundamentally grounded in modern network theory, we measure real output connectedness for a set of six developed countries, 1962-2010. We show that global connectedness is sizable and time-varying over the business cycle, and we study the nature of...

Persistent link: https://www.econbiz.de/10010822930

Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data

Dufrénot, Gilles; Keddad, Benjamin - In: International Review of Financial Analysis 33 (2014) C, pp. 17-32

This paper focuses on the following question: has the global financial stress in the US markets during the subprime crisis induced a persistent volatility of Indian equity stocks? We answer this question using sector-based data and we propose a simple stochastic volatility model augmented with...

Persistent link: https://www.econbiz.de/10010786516

Applications of fully conservative schemes in nonlinear thermoelasticity: modelling shape memory materials

Matus, P.; Melnik, R.V.N.; Wang, L.; Rybak, I. - In: Mathematics and Computers in Simulation (MATCOM) 65 (2004) 4, pp. 489-509

In this paper, we consider a strongly coupled model of nonlinear thermoelasticity describing the dynamics of materials with shape memory. The model is not amenable to analytical treatments and the development, analysis, and applications of effective numerical approximations for this model is in...

Persistent link: https://www.econbiz.de/10010869925

Classical theory of rotational excitation of diatomic molecules. Rotor–rotor coupling

Kolesnick, R.E. - In: Physica A: Statistical Mechanics and its Applications 258 (1998) 3, pp. 395-413

The new concept of two momenta coupling is developed to treat the Coriolis coupling and the centrifugal one for two … rotors because they are important. A new method of classical canonical transformations is applied for two rotors coupling … approaches. The interplay between the different types of coupling influencing the transport properties is feasible to determine …

Persistent link: https://www.econbiz.de/10010873652

Coupling and strong Feller for jump processes on Banach spaces

Wang, Feng-Yu; Wang, Jian - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1588-1615

By using lower bound conditions of the Lévy measure w.r.t. a nice reference measure, the coupling and strong Feller …

Persistent link: https://www.econbiz.de/10010875064