8 citations · 24 across the 14 of their papers we have counts for
7 papers · 1 filter
Approach to Evaluating Characteristics of Multichannel Loss System with FCFD Preempted Priority Discipline
A. G. Tatashev, O. V. Seleznjev, M. V. Yashina
In the paper we consider a multichannel loss preemptive priority system with a Poisson input and general service time distribution depending on the priority of job. Jobs of the sam…
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index
Kestutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko +1
We consider Langevin equation involving fractional Brownian motion with Hurst index . Its solution is the fractional Ornstein-Uhlenbeck process and with unknown dr…
Boundary non-crossing probabilities for fractional Brownian motion with trend
Enkelejd Hashorva, Yuliya Mishura, Oleg Seleznjev
In this paper we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non…
Approximation of a random process with variable smoothness
Enkelejd Hashorva, Mikhail Lifshits, Oleg Seleznjev
We consider the rate of piecewise constant approximation to a locally stationary process , having a variable smoothness index . Assuming that atta…
Stratified Monte Carlo quadrature for continuous random fields
Konrad Abramowicz, Oleg Seleznjev
We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation per…
Multivariate piecewise linear interpolation of a random field
Konrad Abramowicz, Oleg Seleznjev
We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean squ…