Online bipartite matching (OBM) has a rich history in the literature of online algorithms, where it has been an influential problem inspiring many algorithms and techniques. This problem of obtaining ...

This paper introduces and explores variations on a natural extension of the intensity-based doubly stochastic framework for credit default. The essential addition proposed here is to introduce a ...

Models suitable for statistical inference in Markov chains are considered featuring various forms of stochastic entry, including Poisson, renewable binomial pool, uncertain pool size, negative ...

Markov chains and queueing theory together provide a robust framework for analysing systems that evolve randomly over time. Markov chains describe stochastic processes where the future state depends ...

High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...