Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

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Stochastic models based on stochastically monotone Markov processes: analysis of stationary conditions.

2011/01/B/ST1/01305

Keywords:

Markov chains speed of convergence to stationarity Moebius monotonicity Moebius function strong stationary times strong stationary dual chains queuing networks Frechet class ARIMA models time series LRD germ-grain models LASSO LARS perfect simulation spectral gap asymptotic variance stochastic orderings of variability Monte Carlo Markov Chains DNA modeling

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_18: Control theory and optimisation

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Ryszard Szekli 

Number of co-investigators in the project: 2

Call: OPUS 1 - announced on 2011-03-15

Amount awarded: 145 600 PLN

Project start date (Y-m-d): 2011-12-01

Project end date (Y-m-d): 2013-11-30

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (6)
  1. Correlation formulas for Markovian network processes in a random environment
    Authors:
    Daduna, H. Szekli, R.
    Academic press:
    Annals of Applied Probability (rok: 2014, tom: nie dotyczy, strony: ?), Wydawca: IMS
    Status:
    Submitted
  2. COMPUTABLE BOUNDS ON THE SPECTRAL GAP FOR UNRELIABLE JACKSON NETWORKS
    Authors:
    Paweł Lorek, Ryszard Szekli
    Academic press:
    Journal of Applied Probability (rok: 2014, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Applied Probability Trust
    Status:
    Submitted
  3. Empirical process of residuals for regression models with long memory errors
    Authors:
    Paweł Lorek, Rafał Kulik
    Academic press:
    Statistics and Probability Letters (rok: 2013, tom: 86, strony: 45489), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2013.11.018 - link to the publication
  4. Strong stationary duality for Möbius monotone Markov chains
    Authors:
    Paweł Lorek · Ryszard Szekli
    Academic press:
    Queueing Systems (rok: 2012, tom: 71, strony: 79–95), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s11134-012-9284-z - link to the publication
  5. A Robust Algorithm for Segmenting and Tracking Clustered Cells in Time-Lapse Fluorescent Microscopy
    Authors:
    Tarnawski, W.; Kurtcuoglu, V. ; Lorek, P. ; Bodych, M. ; Rotter, J. ; Muszkieta, M. ; Piwowar, L. ; Poulikakos, D. ; Majkowski, M. ; Ferrari, A.
    Academic press:
    Biomedical and Health Informatics, IEEE Journal of (rok: 2013, tom: 17, strony: 862 - 869), Wydawca: IEEE Computer Society
    Status:
    Published
    DOI:
    10.1109/JBHI.2013.2262233 - link to the publication
  6. Strong Stationary Duality for Mobius monotone Markov chains:examples
    Authors:
    Lorek, P. and Szekli, R.
    Academic press:
    Electronic Journal of Probability (rok: 2014, tom: 20, strony: 45308), Wydawca: IMS (Institute of Mathematical Statistics)
    Status:
    Submitted