the notion of n-ple markov process is defined in a quite general framework and it is shown that n-ple markov processes-arel inear combinationso f some martingales

This paper presents the analysis of a renewal input  finite buffer queue wherein the customers can decide either to  join the queue with a probability or balk. The service process is Markovian service process ($MSP$) governed  by an underlying $m$-state Markov chain. Employing the supplementary  variable and imbedded Markov chain techniques,   the steady-state system length distributions at pre...

In this article we propose a methodology for building a lognormal diffusion process with polynomial exogenous factors in order to fit data that present an exponential trend and show deviations with respect to an exponential curve in the observed time interval. We show that such a process approaches a nonhomogeneous lognormal diffusion and proves that it is specially useful in the case when exte...

An algorithm for estimation of the parameters of a multiscale stochastic process based on scale-recursive dynamics on trees is presented. The expectation-maximization algorithm is used to provide maximum likelihood estimates for the general case of a nonhomogeneous tree with no fixed structure for the process dynamics. Experimental results are presented using synthetic data.

The paper is concerned with testing uniformity versus a monotone density. This problem arises in two important contexts, after transformations, testing whether a sample is a simple random sample or a biased sample, and testing whether the intensity function of a nonhomogeneous Poisson process is constant against monotone alternatives. A penalized likelihood ratio test (P-test) and a Dip likelih...