Journal: Stochastic Models

Found 125 papers in total
Analysis of the MAP/G/1 queue under the Min(N, D)-policy
2010,
In this paper, we consider the queueing system under the MAP (Markovian Arrival...
Connecting renewal age processes with M/D/1 and M/D/∞ queues through stick breaking
2010,
We consider the length of a busy period in the M/D/∞ queue and show that it...
Structural perturbation analysis of a single server queue with breakdowns
2010,
This paper studies perturbations of the single server queue with breakdowns, where the...
Some results for the actual waiting time in batch arrival queueing systems
2010,
The article deals with the queueing system of GI / G /1 type with individual service...
A queueing model with start-up/close-down times and retrial customers
2009,
We consider a queueing system with Poisson arrivals and arbitrarily distributed...
Optimal inventory policies under stochastic production and demand rates
2008,
We consider a single stage production-inventory system whose production and demand...
The departure process for queueing systems with batch arrival of customers
2008,
In the article, a single-server queueing system of GI/G/1 type with batch arrival of...
An (s, r, S) diffusion inventory model with exponential leadtimes and order cancellations
2008,
We consider an inventory model of diffusion type for a single item, based on a...
Multi-server queues with intermediate buffer and delayed information on service completions
2008,
A controller with an unlimited buffer receives messages to be dispatched to c servers...
The conditional distribution of the residual service time in the Mn/G/1 queue
2008,
We study a single server queueing system with general service time distribution and...
On general conditions for laws of large numbers in random linear programs
2008,
Numerical computations of large-scale linear programming problems often contain...
Quantitative estimates in an M2/G2/1 priority queue with non-preemptive priority: The method of strong stability
2008,
The main purpose of this article is to use the strong stability method to approximate...
A unified queue length formula for BMAP/G/1 queue with generalized vacations
2002,
The main purpose of this article is to demonstrate a unified queue length formula for...
An infinite-phase quasi-birth-and-death model for the non-preemptive priority M/PH/1 queue
2002,
This paper considers a single server queue that handles arrivals from N classes of...
The polar slice sampler
2002,
This paper investigates the polar slice sampler, a particular type of the Markov chain...
Improving simulation efficiency with quasi control variates
2002,
In a simulation one can often identify a random variable, Y , that is likely to be...
On occupation times for a risk process with reserve-dependent premium
2002,
Consider a risk reserve process under which the reserve can generate interest. For...
Critical Bellman–Harris branching processes with infinite variance allowing state-dependent immigration
2002,
The branching processes with state-dependent immigration are considered as alternating...
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on ℝn
2002,
Geometric rates of convergence for reversible discrete-time Markov chains are closely...
High-order extensions of the double chain Markov model
2002,
The Double Chain Markov Model is a fully Markovian model for the representation of...
A single channel on/off model with transmission control protocol-like control
2002,
We model behavior of a TCP-like source transmitting over a single channel to a server...
On Latouche–Ramaswami's logarithmic reduction algorithm for quasi-birth-and-death processes
2002,
We consider Latouche–Ramaswami's logarithmic reduction algorithm for solving...
Perfect simulation of an inventory model for perishable products
2002,
We study an inventory model for perishable products with a critical-number ordering...
Inventory processes: Quasi-regenerative property, performance evaluation, and sensitivity estimation via simulation
2002,
We consider a single–commodity, discrete-time, multiperiod (s,S)- policy...
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