Fixed-probability Level in An Exceptional Renewal Model

2021 ◽  
pp. 89-128
Author(s):  
Vsevolod K. Malinovskii
Keyword(s):  
Probability Level ◽  
Renewal Model ◽  
Fixed Probability

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

A Markov Renewal Model for rainfall occurrences

1987 ◽  
Vol 23 (5) ◽  
pp. 875-884 ◽  
Author(s):  
Efi Foufoula-Georgiou ◽  
Dennis P. Lettenmaier
Keyword(s):  
Renewal Model ◽  
Rainfall Occurrences

Analysis of repetitive transient response of lobster motor axons

1960 ◽  
Vol 199 (2) ◽  
pp. 367-372
Author(s):  
W. J. Adelman ◽  
E. Pautler ◽  
S. Epstein
Keyword(s):  
Repetitive Sequence ◽  
Spike Timing ◽  
Constant Current ◽  
Intensity Increase ◽  
Transient Phase ◽  
Intensity Data ◽  
Probability Level ◽  
Excitation Process ◽  
Excitatory State ◽  
Repetitive Discharge

An analysis was made to determine the relation between spike timing and the intensity of a constant current evoking a repetitive discharge in the single lobster motor axon. Accurate measurements of repetition intervals during the transient phase showed that an intensity increase of about 10–3 rheobase units produces a significantly different change in spike interval timing at the 0.005 probability level. Applications of excitation theory to the latency-intensity data have produced an equation which predicts the latency to the nth spike in a repetitive sequence as a function of stimulus intensity. The equation implies that the excitation process producing the nth spike is similar to the process producing the first spike in the repetitive sequence. Influences of supernormality and refractoriness were incorporated into the analysis. Also repeated stimulation at a fixed intensity indicated an inherent variability in the timing of the repetitive response which was shown to be a function of the magnitude of the latency. To explain this result a fixed uncertainty in the level of the initiating excitatory state was postulated.

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