#### Filter Results:

- Full text PDF available (14)

#### Publication Year

2005

2017

- This year (3)
- Last 5 years (9)
- Last 10 years (15)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Data Set Used

#### Key Phrases

Learn More

We consider a Markov-modulated Brownian motion reflected to stay in a strip [0, B]. The stationary distribution of this process is known to have a simple form under some assumptions. We provide a short probabilistic argument leading to this result and explain its simplicity. Moreover, this argument allows for generalizations including the distribution of… (More)

- BERNARDO D’AURIA, Jevgenijs Ivanovs
- 2010

In this paperwe consider the first passage process of a spectrally negativeMarkov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We show how to identify this matrix using the theory of Jordan chains associated with analytic matrix functions. This… (More)

- A. J. Feelders, Jevgenijs Ivanovs
- Probabilistic Graphical Models
- 2006

We consider the problem of scoring Bayesian Network Classifiers (BNCs) on the basis of the conditional loglikelihood (CLL). Currently, optimization is usually performed in BN parameter space, but for perfect graphs (such as Naive Bayes, TANs and FANs) a mapping to an equivalent Logistic Regression (LR) model is possible, and optimization can be performed in… (More)

- Jevgenijs Ivanovs
- J. Applied Probability
- 2014

- Bernardo D'Auria, B. D’Auria, Jevgenijs Ivanovs
- 2010

Disclaimer/Complaints regulations If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library:… (More)

- Jevgenijs Ivanovs, Michel Mandjes
- Oper. Res. Lett.
- 2010

We study the first passage process of a spectrally-negative Markov additive process (MAP). The focus is on the background Markov chain at the times of the first passage. This process is a Markov chain itself with a transition rate matrix Λ. Assuming time-reversibility we show that all the eigenvalues of Λ are real with algebraic and geometric multiplicities… (More)

• A submitted manuscript is the author's version of the article upon submission and before peer-review. There can be important differences between the submitted version and the official published version of record. People interested in the research are advised to contact the author for the final version of the publication, or visit the DOI to the… (More)

In this note we identify a simple setup from which one may easily infer various decomposition results for queues with interruptions as well as càdlàg processes with certain secondary jump inputs. In particular, this can be done for processes with stationary or stationary and independent increments. It resulted from an attempt to understand these kind of… (More)

- Hansjörg Albrecher, Peiman Asadi, Jevgenijs Ivanovs
- J. Applied Probability
- 2014

- Hansjörg Albrecher, Onno J. Boxma, Jevgenijs Ivanovs
- J. Applied Probability
- 2014

In this note we provide a simple alternative derivation of an explicit formula of Kwan and Yang [14] for the probability of ruin in a risk model with a certain dependence between general claim inter-occurrence times and subsequent claim sizes of conditionally exponential type. The approach puts the type of formula in a general context, illustrating the… (More)