Recursive formula for the double-barrier Parisian stopping time
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2018.17
Abstract: Abstract In this paper we obtain a recursive formula for the density of the double-barrier Parisian stopping time. We present a probabilistic proof of the formula for the first few steps of the recursion, and… read more here.
Keywords: double barrier; parisian stopping; stopping time; barrier parisian ... See more keywords
A Recursive Formula for the Reliability of a r-Uniform Complete Hypergraph and Its Applications
Sign Up to like & getrecommendations! Published in 2018 at "Mathematical Problems in Engineering"
DOI: 10.1155/2018/3131087
Abstract: The reliability polynomial R(S,p) of a finite graph or hypergraph S=(V,E) gives the probability that the operational edges or hyperedges of S induce a connected spanning subgraph or subhypergraph, respectively, assuming that all (hyper)edges of… read more here.
Keywords: uniform complete; hypergraph; connected spanning; reliability uniform ... See more keywords
An effective recursive formula for the Frobenius covariants in matrix functions
Sign Up to like & getrecommendations! Published in 2017 at "Special Matrices"
DOI: 10.1515/spma-2017-0012
Abstract: Abstract For theoretical studies, it is helpful to have an explicit expression for a matrix function. Several methods have been used to determine the required Frobenius covariants. This paper presents a recursive formula that calculates… read more here.
Keywords: covariants matrix; frobenius covariants; effective recursive; formula frobenius ... See more keywords