Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes

Bivariate Semi-Logistic Distribution and Processes

Bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions are introduced. Some properties of these distributions are studied. First order autoregressive processes with bivariate semi-logistic and Marshall-Olkin bivariate semi-logistic distributions as marginals are introduced and studied.

The Stationary Distributions of Doubly Skew Ornstein-Uhlenbeck Processes and Markov-modulated Skew Ornstein-Uhlenbeck Processes

In this paper, we consider the stationary density function of the doubly skew Ornstein-Uhlenbeck process. We present the explicit formula for the stationary density function and show that this process is positive Harris recurrent and geometrically ergodic. We expand our method to the more general cases in which the multiple parameters are present and we try to consider the stability of the skew...

The KTH Visit in Semi-Markov Processes

Simulation of the catchments hydrological processes in arid, semi-arid and semi-humid areas

Hydrological processes and their spatial distribution directly are relevant to climate, topography, geology, and land use in the watershed. Therefore, use of a model whit integrity and high performance for simulating the process in deferent watersheds is very important. In this study was assessment performance of semi-distributed SWAT model in simulating hydrology processes in three watersheds ...

Semi-markov Decision Processes

Considered are infinite horizon semi-Markov decision processes (SMDPs) with finite state and action spaces. Total expected discounted reward and long-run average expected reward optimality criteria are reviewed. Solution methodology for each criterion is given, constraints and variance sensitivity are also discussed.