Items where Author is "Chen, Anyue"

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algebra analysis annihilation applications of mathematics asthma birth-death process bulk arrival busy period distribution catastrophe compound Poisson process conditional mean extinction time conservative construction continuous time Markov chains continuous-time Markov chains differential–integral equation disaster dual dual q-matrix duality equilibrium distribution ergodicity existence explosion extinction extinction probability factorial moments Feller minimal q-functions Feller minimal transition functions Feller q-matrix Feller-Renter-Riley functions Feller–Reuter–Riley functions Feller–Reuter–Riley q-matrices Feller–Reuter–Riley transition functions generalised Markov branching processes (GMBP) generalised Markov branching processes with resurrection Generalized Markov Branching Processes GMBP hitting time hitting times idle time instantaneous resurrection Markov branching process Markov branching processes Markov branching processes (MBP) Markov chains mass immigration mathematical and computational physics mathematics mean extinction time monotone Q-processes monotone transition functions non-conservative q -matrix occupation probabilities ordinary ergodicity pollution pollution exposure probability q-matrix queue size random time change recurrence regularity regularity and uniqueness resolvent reversibility roads stable q-matrix state-dependent immigration state-dependent input stochastic comparability stochastic differential equations stochastic monotonicity strong ergodicity symmetry uniqueness uniqueness criteria unstable continuous-time Markov chain unstable q-matrix waiting-time distribution weighted Markov branching process Williams-matrix zero-entrance zero-exit

Number of items: 124.

algebra

Liu, Kai and Chen, Anyue (2001) A class of generalized Lévy Laplacians in infinite dimensional calculus. Israel Journal of Mathematics, 124 (1). pp. 157-176. ISSN 0021-2172

analysis

Liu, Kai and Chen, Anyue (2001) A class of generalized Lévy Laplacians in infinite dimensional calculus. Israel Journal of Mathematics, 124 (1). pp. 157-176. ISSN 0021-2172

annihilation

Chen, Anyue and Renshaw, Eric (2000) Existence, recurrence and equilibrium properties of Markov branching processes with instantaneous immigration. Stochastic Processes and their Applications, 88 (2). pp. 177-193. ISSN 0304-4149 (doi:https://doi.org/10.1016/S0304-4149(99)00125-8)

Renshaw, Eric and Chen, Anyue (1997) Birth-death processes with mass annihilation and state-dependent immigration. Communications in Statistics. Stochastic Models, 13 (2). pp. 239-253. ISSN 0882-0287 (doi:https://doi.org/10.1080/15326349708807424)

applications of mathematics

Liu, Kai and Chen, Anyue (2001) A class of generalized Lévy Laplacians in infinite dimensional calculus. Israel Journal of Mathematics, 124 (1). pp. 157-176. ISSN 0021-2172

asthma

Rennolls, Keith, Zhang, Yong, Ramesh, Nadarajah ORCID: 0000-0001-6373-2557 , Chen, Anyue and Patel, Swatee (1998) Spatial models of pollution exposure from a road network: the effect on asthma. In: Barnett, Vic, Stein, Albert and Turkman, K. Feridun, (eds.) Statistical Aspects of Health and the Environment. Statistics for the Environment (4). Wiley-Blackwell, Chichester, UK, pp. 137-150. ISBN 9780471976455

birth-death process

Chen, Anyue, Zhang, Hanjun, Liu, Kai and Rennolls, Keith (2004) Birth-death processes with disaster and instantaneous resurrection. Advances in Applied Probability, 36 (1). pp. 267-292. ISSN 0001-8678 (doi:https://doi.org/10.1239/aap/1077134473)

Chen, Anyue and Liu, Kai (2003) Birth-death processes with an instantaneous reflection barrier. Journal of Applied Probability, 40 (1). pp. 163-179. ISSN 0021-9002 (doi:https://doi.org/10.1239/jap/1044476833)

bulk arrival

Chen, Anyue and Renshaw, Eric (2004) Markovian bulk-arriving queues with state-dependent control at idle time. Advances in Applied Probability, 36 (2). pp. 499-524. ISSN 1475-6064 (Print), 0001-8678 (Online) (doi:https://doi.org/10.1239/aap/1086957583)

busy period distribution

catastrophe

compound Poisson process

Chen, Anyue, Li, Junping and Ramesh, N.I. ORCID: 0000-0001-6373-2557 (2007) Probabilistic approach in weighted Markov branching processes. Statistics & Probability Letters, 78 (6). pp. 771-779. ISSN 0167-7152 (doi:https://doi.org/10.1016/j.spl.2007.09.043)

conditional mean extinction time

Chen, Anyue (2002) Uniqueness and extinction properties of generalised Markov branching processes. Journal of Mathematical Analysis and Applications, 274 (2). pp. 482-494. ISSN 0022-247X (doi:https://doi.org/10.1016/S0022-247X(02)00251-2)

conservative

Chen, Anyue and Zhang, Hanjun (1999) Existence, uniqueness and constructions for stochastically monotone Q-processes. Southeast Asian Bulletin of Mathematics, 23 (4). pp. 559-583. ISSN 0129-2021 (Print), 0219-175X (Online)

construction

Chen, Anyue and Zhang, Hanjun (1999) Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix. Southeast Asian Bulletin of Mathematics, 23. pp. 383-408. ISSN 0129-2021 (Print), 0219-175X (Online)

continuous time Markov chains

continuous-time Markov chains

differential–integral equation

disaster

dual

Chen, Anyue (2001) Applications of Feller-Reuter-Riley transition functions. Journal of Mathematical Analysis and Applications, 260 (2). pp. 439-456. ISSN 0022-247X (doi:https://doi.org/10.1006/jmaa.2000.7466)

dual q-matrix

duality

Zhang, Hanjun and Chen, Anyue (1999) Stochastic comparability and dual q-functions. Journal of Mathematical Analysis and Applications, 234 (2). pp. 482-499. ISSN 0022-247X (doi:https://doi.org/10.1006/jmaa.1999.6356)

equilibrium distribution

Chen, Anyue (2002) Ergodicity and stability of generalised Markov branching processes with resurrection. Journal of Applied Probability, 39 (4). pp. 786-803. ISSN 0021-9002 (doi:https://doi.org/10.1239/jap/1037816019)

ergodicity

existence

explosion

Chen, Anyue, Li, Junping and Ramesh, N.I. ORCID: 0000-0001-6373-2557 (2005) Uniqueness and extinction of weighted Markov branching processes. Methodology and Computing in Applied Probability, 7 (4). pp. 489-516. ISSN 1387-5841 (Print), 1573-7713 (Online) (doi:https://doi.org/10.1007/s11009-005-5005-y)

extinction

extinction probability

Chen, Anyue, Pollett, Phil, Zhang, Hanjun and Li, Junping (2004) The collision branching process. Journal of Applied Probability, 41 (4). pp. 1033-1048. ISSN 0021-9002 (Print), 1475-6072 (Online) (doi:https://doi.org/10.1239/jap/1101840549)

factorial moments

Feller minimal q-functions

Feller minimal transition functions

Zhang, Hanjun, Chen, Anyue, Lin, Xiang and Hou, Zhenting (2001) Strong ergodicity of monotone transition functions. Statistics & Probability Letters, 55 (1). pp. 63-69. ISSN 0167-7152 (doi:https://doi.org/10.1016/S0167-7152(01)00130-4)

Feller q-matrix

Feller-Renter-Riley functions

Feller–Reuter–Riley functions

Feller–Reuter–Riley q-matrices

Feller–Reuter–Riley transition functions

generalised Markov branching processes (GMBP)

generalised Markov branching processes with resurrection

Generalized Markov Branching Processes

Chen, Anyue (2002) Generalized Markov branching processes. In: International Congress of Mathematicians (ICM2002), 20-28 Aug 2002, Beijing, China.

GMBP

Chen, Anyue (2002) Generalized Markov branching processes. In: International Congress of Mathematicians (ICM2002), 20-28 Aug 2002, Beijing, China.

hitting time

hitting times

idle time

instantaneous resurrection

Markov branching process

Markov branching processes

Markov branching processes (MBP)

Markov chains

Chen, Anyue, Pollett, Phil, Zhang, Hanjun and Cairns, Ben (2005) Uniqueness criteria for continuous-time Markov chains with general transition structures. Advances in Applied Probability, 37 (4). pp. 1056-1074. ISSN 0001-8678 (Print), 1475-6064 (Online) (doi:https://doi.org/10.1239/aap/1134587753)

mass immigration

mathematical and computational physics

Liu, Kai and Chen, Anyue (2001) A class of generalized Lévy Laplacians in infinite dimensional calculus. Israel Journal of Mathematics, 124 (1). pp. 157-176. ISSN 0021-2172

mathematics

Chen, Anyue, Zhang, Hanjun and Hou, Zhenting (2002) Feller transition functions, Resolvent Decomposition Theorems, and their application in unstable denumerable Markov processes. In: Hou, Zhenting, Filar, Jerzy A. and Chen, Anyue, (eds.) Markov Processes and Controlled Markov Chains. Kluwer Academic Publishers, pp. 15-39. ISBN 9781461379683

Chen, Anyue (1999) Non-linear branching processes. In: International Workshop on Markov Processes & Controlled Markov Chains, 22-28 Aug 1999, Changsha, Hunan, China. (Unpublished)

Chen, Anyue and Renshaw, Eric (1997) The M/M/1 queue with mass exodus and mass arrivals when empty. Journal of Applied Probability, 34 (1). pp. 192-207. ISSN 0021-9002

mean extinction time

monotone Q-processes

monotone transition functions

non-conservative q -matrix

occupation probabilities

ordinary ergodicity

pollution

pollution exposure

probability

Chen, Anyue (2002) Generalized Markov branching processes. In: International Congress of Mathematicians (ICM2002), 20-28 Aug 2002, Beijing, China.

q-matrix

queue size

random time change

recurrence

regularity

regularity and uniqueness

resolvent

reversibility

roads

stable q-matrix

state-dependent immigration

state-dependent input

stochastic comparability

stochastic differential equations

Liu, Kai and Chen, Anyue (2001) Moment decay rates of solutions of stochastic differential equations. Tohoku Mathematical Journal, 53 (1). pp. 81-93. ISSN 0040-8735

Liu, Kai and Chen, Anyue (2000) An improved result of exponential stability of stochastic semilinear evolution equations. International Journal of Differential Equations and Applications, 1 (1). pp. 99-112. ISSN 1311-2872 (doi:https://doi.org/10.12732/ijdea.vlil.211)

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