المؤلفون: Lkabous, M. A., Palmowski, Z.

مصطلحات موضوعية: Mathematics - Probability

URL الوصول: http://arxiv.org/abs/2411.06245

المؤلفون: Di Bello, C., Chechkin, A. V., Hartmann, A. K., Palmowski, Z., Metzler, R.

مصطلحات موضوعية: Condensed Matter - Statistical Mechanics, Mathematical Physics, Physics - Biological Physics

URL الوصول: http://arxiv.org/abs/2305.13722

المؤلفون: Foss, S., Korshunov, D., Palmowski, Z.

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/223861/1/Levy_stopping_timever.pdf; Foss, S. and Korshunov, D. and Palmowski, Z. (2024) Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes. Stochastic Processes and their Applications, 176: 104422. ISSN 0304-4149

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/223861/
https://eprints.lancs.ac.uk/id/eprint/223861/1/Levy_stopping_timever.pdf

المؤلفون: Palmowski, Z., Vlasiou, M.

مصطلحات موضوعية: Mathematics - Probability

URL الوصول: http://arxiv.org/abs/1711.04041

المؤلفون: Baurdoux, E. J., Palmowski, Z., Pistorius, M. R.

مصطلحات موضوعية: Mathematics - Probability

URL الوصول: http://arxiv.org/abs/1409.3780

المؤلفون: Avram, F., Palmowski, Z., Pistorius, M. R.

المصدر: Annals of Applied Probability 2015, Vol. 25, No. 4, 1868-1935

مصطلحات موضوعية: Mathematics - Probability, Quantitative Finance - General Finance

URL الوصول: http://arxiv.org/abs/1110.4965

المؤلفون: Boxma, O., Löpker, A., Mandjes, M., Palmowski, Z.

المصدر: Boxma , O , Löpker , A , Mandjes , M & Palmowski , Z 2021 , ' A multiplicative version of the Lindley recursion ' , Queueing Systems , vol. 98 , no. 3-4 , pp. 225-245 . https://doi.org/10.1007/s11134-021-09698-8

وصف الملف: application/pdf

Relation: https://dare.uva.nl/personal/pure/en/publications/a-multiplicative-version-of-the-lindley-recursion(bd5a9d33-a3f7-42e6-9373-add06f67a78f).html

الاتاحة: https://dare.uva.nl/personal/pure/en/publications/a-multiplicative-version-of-the-lindley-recursion(bd5a9d33-a3f7-42e6-9373-add06f67a78f).html
https://doi.org/10.1007/s11134-021-09698-8
https://hdl.handle.net/11245.1/bd5a9d33-a3f7-42e6-9373-add06f67a78f
https://pure.uva.nl/ws/files/68019923/A_multiplicative_version_of_the_Lindley_recursion.pdf

المؤلفون: Ayhan, H., Palmowski, Z.

المصدر: Journal of Applied Probability, 2004 Sep 01. 41(3), 791-801.

URL الوصول: https://www.jstor.org/stable/4141354

المؤلفون: Borovkov, A. A., Boxma, O. J., Palmowski, Z.

المصدر: Journal of Applied Probability, 2003 Mar 01. 40(1), 200-225.

URL الوصول: https://www.jstor.org/stable/3215849

المؤلفون: Palmowski, Z., Surya, B.A.

المساهمون: Polish National Science Centre, PBRF research

المصدر: Insurance: Mathematics and Economics ; volume 93, page 168-177 ; ISSN 0167-6687

الاتاحة: http://dx.doi.org/10.1016/j.insmatheco.2020.04.011
https://api.elsevier.com/content/article/PII:S0167668720300639?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0167668720300639?httpAccept=text/plain

المؤلفون: Avram, F., Palmowski, Z., Pistorius, M. R.

المصدر: The Annals of Applied Probability, 2015 Aug 01. 25(4), 1868-1935.

URL الوصول: http://www.jstor.org/stable/24520503

المؤلفون: Malgorzata O'Reilly, Palmowski, Z, Aksamit, A

مصطلحات موضوعية: Stochastic analysis and modelling, Quasi-Birth-and-Death Process, random walk

Relation: 102.100.100/522531; https://figshare.com/articles/conference_contribution/Random_walk_on_a_quadrant_mapping_to_a_one-dimensional_level-dependent_Quasi-Birth-and-Death_process_LD-QBD_/23101226

الاتاحة: https://figshare.com/articles/conference_contribution/Random_walk_on_a_quadrant_mapping_to_a_one-dimensional_level-dependent_Quasi-Birth-and-Death_process_LD-QBD_/23101226

المؤلفون: Loeffen, Ronnie, Palmowski, Z., Surya, B.A.

المصدر: Loeffen , R , Palmowski , Z & Surya , B A 2017 , ' Discounted penalty function at Parisian ruin for Lévy insurance risk process ' , Insurance: Mathematics and Economics , vol. 83 , pp. 190-197 . https://doi.org/10.1016/j.insmatheco.2017.10.008

مصطلحات موضوعية: L´evy process, Parisian ruin, risk process, ruin, resolvent, first- passage time

وصف الملف: application/pdf

الاتاحة: https://research.manchester.ac.uk/en/publications/ad4498dc-c60f-4e22-b429-72aad33ffb0b
https://doi.org/10.1016/j.insmatheco.2017.10.008
https://pure.manchester.ac.uk/ws/files/60991875/arxiv_1706.01962.pdf

المؤلفون: Baurdoux, E.J., Palmowski, Z., Pistorius, M.R.

المساهمون: Narodowe Centrum Nauki, Seventh Framework Programme

المصدر: Stochastic Processes and their Applications ; volume 127, issue 8, page 2679-2698 ; ISSN 0304-4149

الاتاحة: http://dx.doi.org/10.1016/j.spa.2016.12.008
https://api.elsevier.com/content/article/PII:S0304414916302411?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0304414916302411?httpAccept=text/plain

المؤلفون: Bean, NG, Malgorzata O'Reilly, Palmowski, Z

مصطلحات موضوعية: Stochastic analysis and modelling, Laplace-Stieltjes transform, Markov chain, stationary analysis, stochastic fluid-fluid model, stochastic fluid model, transient analysis, matrix-analytic methods

Relation: 102.100.100/550091; https://figshare.com/articles/journal_contribution/Matrix-analytic_methods_for_the_analysis_of_stochastic_fluid-fluid_models/23008409

الاتاحة: https://figshare.com/articles/journal_contribution/Matrix-analytic_methods_for_the_analysis_of_stochastic_fluid-fluid_models/23008409

المؤلفون: Bean, N.G., O'Reilly, M.M., Palmowski, Z.

المصدر: http://dx.doi.org/10.1080/15326349.2022.2049823.

مصطلحات موضوعية: Laplace-Stieltjes transform, Markov chain, stationary analysis, stochastic fluid-fluid model, stochastic fluid model, transient analysis

Relation: http://purl.org/au-research/grants/arc/LP140100152; Stochastic Models, 2022; 38(3):416-461; https://hdl.handle.net/2440/134937; Bean, N.G. [0000-0002-5351-3104]

الاتاحة: https://hdl.handle.net/2440/134937
https://doi.org/10.1080/15326349.2022.2049823

المؤلفون: Bhattacharya, A. (Ayan), Palmowski, Z. (Zbigniew), Zwart, A.P. (Bert)

المصدر: Electronic Journal of Probability vol. 27, pp. 1-25

مصطلحات موضوعية: Persistency, Regular variation, Heavy-tailed distribution, Random walk, Large deviation

وصف الملف: application/pdf

Relation: info:eu-repo/grantAgreement/NWO/NWO/639.033.413; https://ir.cwi.nl/pub/31629

الاتاحة: https://ir.cwi.nl/pub/31629
https://doi.org/10.1214/22-EJP774

المؤلفون: Kyprianou, A. E., Palmowski, Z.

المصدر: Journal of Applied Probability, 2007 Jun 01. 44(2), 428-443.

URL الوصول: https://www.jstor.org/stable/27595852

المؤلفون: Kyprianou, A. E., Palmowski, Z.

المصدر: Bernoulli, 2006 Aug 01. 12(4), 571-581.

URL الوصول: https://www.jstor.org/stable/25464825

المؤلفون: Michna, Z, Palmowski, Z, Pistorius, M

Relation: Electronic Communications in Probability; http://hdl.handle.net/10044/1/21599; https://dx.doi.org/10.1214/ECP.v20-2999

الاتاحة: http://hdl.handle.net/10044/1/21599
https://doi.org/10.1214/ECP.v20-2999