Analytic combinatorics aims to enable precise quantitative predictions of the properties of
large combinatorial structures. The theory has emerged over recent decades as essential …

Dariusz Buraczewski Ewa Damek Thomas Mikosch The Equation X = AX + B Page 1
Springer Series in Operations Research and Financial Engineering Dariusz Buraczewski …

Exponential functionals of Le19 evy processes Page 1 Probability Surveys Vol. 2 (2005) 191–212
ISSN: 1549-5787 DOI: 10.1214/154957805100000122 Exponential functionals of Lévy …

Motivated by recent studies in financial mathematics and other areas, we investigate the
exponential functional Z=∫ 0∞ eX (t) dt of a Lévy process X (t), t⩾ 0. In particular, we …

We give a short overview of recent results on a specific class of Markov process: the
Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these …

In this note, we present few examples of Piecewise Deterministic Markov Processes and
their long time behavior. They share two important features: they are related to concrete …

We describe the evolution of the quantity of parasites in a population of cells which divide in
continuous-time. The quantity of parasites in a cell follows a Feller diffusion, which is splitted …

We consider a particle system in continuous time, a discrete population, with spatial motion,
and nonlocal branching. The offspring's positions and their number may depend on the …

The TCP window size process appears in the modeling of the famous Transmission Control
Protocol used for data transmission over the Internet. This continuous time Markov process …

This paper gives an overview of recent research on the performance evaluation and design
of carousel systems. We discuss picking strategies for problems involving one carousel …