This paper gives easy proofs of conditional limit laws for the population size Z t of a critical Markov branching process whose offspring law is attracted to a stable law with index 1 + α, where 0 ≤ α ...
Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...
Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered systems ...
In this paper we prove an upper large deviation bound for a general class of Markov processes, which includes processes with discontinuous statistics. We also specialize the results to a class of jump ...
Probabilistic model checking and Markov decision processes (MDPs) form two interlinked branches of formal analysis for systems operating under uncertainty. These techniques offer a mathematical ...