Search Results - "Lopatatzidis, Stavros"
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Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems
Published in International journal of approximate reasoning (01-09-2016)“…We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be…”
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Computing lower and upper expected first-passage and return times in imprecise birth–death chains
Published in International journal of approximate reasoning (01-01-2017)“…We provide simple methods for computing exact bounds on expected first-passage and return times in finite-state birth–death chains, when the transition…”
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Concise representations and construction algorithms for semi-graphoid independency models
Published in International journal of approximate reasoning (01-01-2017)“…The conditional independencies from a joint probability distribution constitute a model which is closed under the semi-graphoid properties of independency…”
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Robust queueing theory: an initial study using imprecise probabilities
Published in Queueing systems (01-02-2016)“…We study the robustness of performance predictions of discrete-time finite-capacity queues by applying the framework of imprecise probabilities. More…”
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A study of imprecise Markov chains: joint lower expectations and point-wise ergodic theorems
Published 15-11-2014“…We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be…”
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