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Journal articles on the topic 'Exit times'

Author: Grafiati

Published: 4 June 2021

Last updated: 13 July 2024

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1

Koski, Timo, Brita Jung, and Göran Högnäs. "Exit times for ARMA processes." Advances in Applied Probability 50, A (2018): 191–95. http://dx.doi.org/10.1017/apr.2018.79.

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2

Alabert, Aureli, Mercè Farré, and Rahul Roy. "Exit Times from Equilateral Triangles." Applied Mathematics and Optimization 49, no. 1 (2003): 43–53. http://dx.doi.org/10.1007/s00245-003-0779-1.

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3

Burchard, A., and M. Schmuckenschläger. "Comparison theorems for exit times." Geometric and Functional Analysis 11, no. 4 (2001): 651–92. http://dx.doi.org/10.1007/pl00001681.

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4

Nemes, Judith. "Despite hard times, exit strategies exist for retirement-minded practice owners." Hearing Journal 62, no. 2 (2009): 19–23. http://dx.doi.org/10.1097/01.hj.0000345990.49668.4f.

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5

O'Connell, Neil, and Antony Unwin. "Collision times and exit times from cones: a duality." Stochastic Processes and their Applications 43, no. 2 (1992): 291–301. http://dx.doi.org/10.1016/0304-4149(92)90063-v.

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6

Hadeler, Karl-Peter, and Frithjof Lutscher. "Quiescent phases with distributed exit times." Discrete & Continuous Dynamical Systems - B 17, no. 3 (2012): 849–69. http://dx.doi.org/10.3934/dcdsb.2012.17.849.

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7

Borell, Christer. "Minkowski sums and Brownian exit times." Annales de la faculté des sciences de Toulouse Mathématiques 16, no. 1 (2007): 37–47. http://dx.doi.org/10.5802/afst.1137.

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8

Jung, Brita. "Exit times for multivariate autoregressive processes." Stochastic Processes and their Applications 123, no. 8 (2013): 3052–63. http://dx.doi.org/10.1016/j.spa.2013.03.003.

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9

Doney, R. A. "Last exit times for random walks." Stochastic Processes and their Applications 31, no. 2 (1989): 321–31. http://dx.doi.org/10.1016/0304-4149(89)90096-3.

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10

Denisov, Denis, and Vitali Wachtel. "Exit times for integrated random walks." Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 51, no. 1 (2015): 167–93. http://dx.doi.org/10.1214/13-aihp577.

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11

Stein, D. L., R. G. Palmer, J. L. Van Hemmen, and Charles R. Doering. "Mean exit times over fluctuating barriers." Physics Letters A 136, no. 7-8 (1989): 353–57. http://dx.doi.org/10.1016/0375-9601(89)90414-3.

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12

Massey, William A. "Calculating exit times for series Jackson networks." Journal of Applied Probability 24, no. 1 (1987): 226–34. http://dx.doi.org/10.2307/3214073.

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We define a new family of special functions that we call lattice Bessel functions. They are indexed by the N-dimensional integer lattice such that they reduce to modified Bessel functions when N = 1, and the exponential function when N = 0. The transition probabilities for an M/M/1 queue going from one state to another before becoming idle (exiting at 0) can be solved in terms of modified Bessel functions. In this paper, we use lattice Bessel functions to solve the analogous problem involving the exit time from the interior of the positive orthant of the N-dimensional lattice for a series Jack

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13

Kruse, Thomas, and Mikhail Urusov. "Approximating exit times of continuous Markov processes." Discrete & Continuous Dynamical Systems - B 25, no. 9 (2020): 3631–50. http://dx.doi.org/10.3934/dcdsb.2020076.

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14

Mishura, Yu S., and V. V. Tomashyk. "Convergence of exit times for diffusion processes." Theory of Probability and Mathematical Statistics 88 (July 24, 2014): 139–49. http://dx.doi.org/10.1090/s0094-9000-2014-00924-2.

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15

Perry, D., W. Stadje, and S. Zacks. "First-exit times for increasing compound processes." Communications in Statistics. Stochastic Models 15, no. 5 (1999): 977–92. http://dx.doi.org/10.1080/15326349908807571.

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16

Brassesco, S., E. Olivieri, and M. E. Vares. "Couplings and Asymptotic Exponentiality of Exit Times." Journal of Statistical Physics 93, no. 1/2 (1998): 393–404. http://dx.doi.org/10.1023/b:joss.0000026739.46334.05.

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17

Iyer, Gautam, Alexei Novikov, Lenya Ryzhik, and Andrej Zlatoš. "Exit Times of Diffusions with Incompressible Drift." SIAM Journal on Mathematical Analysis 42, no. 6 (2010): 2484–98. http://dx.doi.org/10.1137/090776895.

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18

Bañuelos, R., and B. Øksendal. "Exit times for elliptic diffusions and BMO." Proceedings of the Edinburgh Mathematical Society 30, no. 2 (1987): 273–87. http://dx.doi.org/10.1017/s0013091500028339.

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In 1948 P. Lévy formulated the following theorem: If U is an open subset of the complex plane and f:U → ℂ is a nonconstant analytic function, then f maps a 2-dimensional Brownian motion Bt (up to the exit time from U) into a time changed 2-dimensional Brownian motion. A rigorous proof of this result first appeared in McKean [22]. This theorem has been used by many authors to solve problems about analytic functions by reducing them to problems about Brownian motion where the arguments are often more transparent. The survey paper [8] is a good reference for some of these applications. Lévy's the

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19

Liu, Guomin. "Exit times for semimartingales under nonlinear expectation." Stochastic Processes and their Applications 130, no. 12 (2020): 7338–62. http://dx.doi.org/10.1016/j.spa.2020.07.017.

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20

Massey, William A. "Calculating exit times for series Jackson networks." Journal of Applied Probability 24, no. 01 (1987): 226–34. http://dx.doi.org/10.1017/s0021900200030758.

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Abstract:

We define a new family of special functions that we call lattice Bessel functions. They are indexed by the N-dimensional integer lattice such that they reduce to modified Bessel functions when N = 1, and the exponential function when N = 0. The transition probabilities for an M/M/1 queue going from one state to another before becoming idle (exiting at 0) can be solved in terms of modified Bessel functions. In this paper, we use lattice Bessel functions to solve the analogous problem involving the exit time from the interior of the positive orthant of the N-dimensional lattice for a series Jack

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21

Perry, D., W. Stadje, and S. Zacks. "FIRST-EXIT TIMES FOR POISSON SHOT NOISE." Stochastic Models 17, no. 1 (2001): 25–37. http://dx.doi.org/10.1081/stm-100001398.

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22

Gavish, Matan, and Boaz Nadler. "Normalized Cuts Are Approximately Inverse Exit Times." SIAM Journal on Matrix Analysis and Applications 34, no. 2 (2013): 757–72. http://dx.doi.org/10.1137/110826928.

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23

Marcotte, Florence, Charles R. Doering, Jean-Luc Thiffeault, and William R. Young. "Optimal Heat Transfer and Optimal Exit Times." SIAM Journal on Applied Mathematics 78, no. 1 (2018): 591–608. http://dx.doi.org/10.1137/17m1150220.

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24

Serafin, Grzegorz. "Exit times densities of the Bessel process." Proceedings of the American Mathematical Society 145, no. 7 (2017): 3165–78. http://dx.doi.org/10.1090/proc/13419.

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25

McDonald, Patrick. "Exit Times, Moment Problems and Comparison Theorems." Potential Analysis 38, no. 4 (2012): 1365–72. http://dx.doi.org/10.1007/s11118-012-9318-5.

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26

SATO, K., and T. WATANABE. "Last exit times for transient semistable processes." Annales de l'Institut Henri Poincare (B) Probability and Statistics 41, no. 5 (2005): 929–51. http://dx.doi.org/10.1016/j.anihpb.2004.09.003.

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27

Bardet, Ivan, Denis Bernard, and Yan Pautrat. "Passage Times, Exit Times and Dirichlet Problems for Open Quantum Walks." Journal of Statistical Physics 167, no. 2 (2017): 173–204. http://dx.doi.org/10.1007/s10955-017-1749-3.

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28

Jacobsen, Martin. "Exit times for a class of random walks exact distribution results." Journal of Applied Probability 48, A (2011): 51–63. http://dx.doi.org/10.1239/jap/1318940455.

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For a random walk with both downward and upward jumps (increments), the joint distribution of the exit time across a given level and the undershoot or overshoot at crossing is determined through its generating function, when assuming that the distribution of the jump in the direction making the exit possible has a Laplace transform which is a rational function. The expected exit time is also determined and the paper concludes with exact distribution results concerning exits from bounded intervals. The proofs use simple martingale techniques together with some classical expansions of polynomial

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29

Jacobsen, Martin. "Exit times for a class of random walks exact distribution results." Journal of Applied Probability 48, A (2011): 51–63. http://dx.doi.org/10.1017/s0021900200099125.

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For a random walk with both downward and upward jumps (increments), the joint distribution of the exit time across a given level and the undershoot or overshoot at crossing is determined through its generating function, when assuming that the distribution of the jump in the direction making the exit possible has a Laplace transform which is a rational function. The expected exit time is also determined and the paper concludes with exact distribution results concerning exits from bounded intervals. The proofs use simple martingale techniques together with some classical expansions of polynomial

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30

Bakhtin, Yuri, and Zsolt Pajor-Gyulai. "Tails of exit times from unstable equilibria on the line." Journal of Applied Probability 57, no. 2 (2020): 477–96. http://dx.doi.org/10.1017/jpr.2020.16.

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AbstractFor a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from Malliavin calculus. In particular, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits. We also discuss our program on rare transitions in noisy heteroclinic networks.

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31

Besana, Angela, and Anna Maria Bagnasco. "Tourism as an Exit Strategy at Crisis Times." Open Journal of Applied Sciences 05, no. 03 (2015): 91–97. http://dx.doi.org/10.4236/ojapps.2015.53009.

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32

Easton, R. W., J. D. Meiss, and S. Carver. "Exit times and transport for symplectic twist maps." Chaos: An Interdisciplinary Journal of Nonlinear Science 3, no. 2 (1993): 153–65. http://dx.doi.org/10.1063/1.165981.

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33

Huang, Chaocheng, and David Miller. "Domain functionals and exit times for Brownian motion." Proceedings of the American Mathematical Society 130, no. 3 (2001): 825–31. http://dx.doi.org/10.1090/s0002-9939-01-06112-3.

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34

Vellaisamy, P., and A. Kumar. "First-exit times of an inverse Gaussian process." Stochastics 90, no. 1 (2017): 29–48. http://dx.doi.org/10.1080/17442508.2017.1311897.

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35

Dokuchaev, N. G. "On First Exit Times for Homogeneous Diffusion Processes." Theory of Probability & Its Applications 31, no. 3 (1987): 497–98. http://dx.doi.org/10.1137/1131064.

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36

Lifshits, M., and A. Nazarov. "On Brownian exit times from perturbed multi-strips." Statistics & Probability Letters 147 (April 2019): 1–5. http://dx.doi.org/10.1016/j.spl.2018.11.026.

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37

Sato, K. "Moments of last exit times for Lévy processes." Annales de l'Institut Henri Poincare (B) Probability and Statistics 40, no. 2 (2004): 207–25. http://dx.doi.org/10.1016/s0246-0203(03)00044-x.

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38

Lötstedt, Per, and Lina Meinecke. "Simulation of stochastic diffusion via first exit times." Journal of Computational Physics 300 (November 2015): 862–86. http://dx.doi.org/10.1016/j.jcp.2015.07.065.

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39

Benkadda, Sadruddin, Yves Elskens, Brigitte Ragot, and Jose Tito Mendonça. "Exit times and chaotic transport in Hamiltonian systems." Physical Review Letters 72, no. 18 (1994): 2859–62. http://dx.doi.org/10.1103/physrevlett.72.2859.

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40

Porrà, Josep M., Jaume Masoliver, and Katja Lindenberg. "Mean exit times for free inertial stochastic processes." Physical Review E 50, no. 3 (1994): 1985–93. http://dx.doi.org/10.1103/physreve.50.1985.

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41

Schmuckenschläger, M. "Inequalities for Exit times and Eigenvalues of Balls." Potential Analysis 35, no. 3 (2010): 287–300. http://dx.doi.org/10.1007/s11118-010-9213-x.

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42

Stadje, Wolfgang. "Inequalities for first-exit probabilities and expected first-exit times of a random walk." Communications in Statistics. Stochastic Models 12, no. 1 (1996): 103–20. http://dx.doi.org/10.1080/15326349608807375.

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43

Blake, S. J., E. R. Galea, S. Gwynne, P. J. Lawrence, and L. Filippidis. "Examining the effect of exit separation on aircraft evacuation performance during 90-second certification trials using evacuation modelling techniques." Aeronautical Journal 106, no. 1055 (2002): 1–16. http://dx.doi.org/10.1017/s0001924000018054.

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AbstractThis paper examines the influence of exit separation, exit availability and seating configuration on aircraft evacuation efficiency and evacuation time. The purpose of this analysis is to explore how these parameters influence the 60-foot exit separation requirement found in aircraft certification rules. The analysis makes use of the airEXODUS evacuation model and is based on a typical wide-body aircraft cabin section involving two pairs of Type-A exits located at either end of the section with a maximum permissible loading of 220 passengers located between the exits. The analysis reve

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44

Li, Yingqiu, Chuancun Yin, and Xiaowen Zhou. "On the last exit times for spectrally negative Lévy processes." Journal of Applied Probability 54, no. 2 (2017): 474–89. http://dx.doi.org/10.1017/jpr.2017.12.

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Abstract Using a new approach, for spectrally negative Lévy processes we find joint Laplace transforms involving the last exit time (from a semiinfinite interval), the value of the process at the last exit time, and the associated occupation time, which generalize some previous results.

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45

Iscoe, I., and D. McDonald. "Asymptotics of Exit Times for Markov Jump Processes I." Annals of Probability 22, no. 1 (1994): 372–97. http://dx.doi.org/10.1214/aop/1176988863.

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46

Afraimovich, V., and G. M. Zaslavsky. "Fractal and multifractal properties of exit times and Poincarérecurrences." Physical Review E 55, no. 5 (1997): 5418–26. http://dx.doi.org/10.1103/physreve.55.5418.

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47

Higham, Desmond J., Xuerong Mao, Mikolaj Roj, Qingshuo Song, and George Yin. "Mean Exit Times and the Multilevel Monte Carlo Method." SIAM/ASA Journal on Uncertainty Quantification 1, no. 1 (2013): 2–18. http://dx.doi.org/10.1137/120883803.

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48

Borovkov, Konstantin, and Alexander Novikov. "On exit times of Levy-driven Ornstein–Uhlenbeck processes." Statistics & Probability Letters 78, no. 12 (2008): 1517–25. http://dx.doi.org/10.1016/j.spl.2008.01.017.

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49

Stadje, W., and S. Zacks. "UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED." Probability in the Engineering and Informational Sciences 17, no. 4 (2003): 459–65. http://dx.doi.org/10.1017/s0269964803174025.

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For a compound Poisson process (CPP) with only positive jumps, an elegant formula connects the density of the hitting time for a lower straight line with that of the process itself at time t, h(x; t), considered as a function of time and position jointly. We prove an analogous (albeit more complicated) result for the first time the CPP crosses an upper straight line. We also consider the conditional density of the CPP at time t, given that the upper line has not been reached before t. Finally, it is shown how to compute certain moment integrals of h.

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50

Abraham, Romain, Jean-François Delmas, and Patrick Hoscheit. "Exit times for an increasing Lévy tree-valued process." Probability Theory and Related Fields 159, no. 1-2 (2013): 357–403. http://dx.doi.org/10.1007/s00440-013-0509-9.

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