We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
The search problem, ACCESSIBILITY, asks whether a finite sequence of events can be found such that, starting with a specific initial event, a particular state can be reached. This...
This paper discusses the ranking of a set of objects when a possibly inconsistent set of pairwise preferences is given. We consider the task of ranking objects when pairwise prefe...
— The performance of multihop links is studied in this contribution by both analysis and simulations, when communicating over Generalized-K (KG) fading channels. The performance ...