Journal: Stochastic Models

Found 125 papers in total
The expected number of level crossings for certain symmetric αà-stable processes
The expected number of level crossings for certain symmetric αà-stable processes
1995,
The authors give an explicit formula for the first passage time density for some...
Understanding variable shapes in 3-D
Understanding variable shapes in 3-D
1995,
In this paper, a mathematical methodology for shape in 3-D is presented and applied to...
Non-standard limit theorems for urn models and stochastic approximation procedures
Non-standard limit theorems for urn models and stochastic approximation procedures
1995,
The adaptive processes of growth modeled by a generalized urn scheme have proved to be...
Mean residual life function for certain types of non-monotonic ageing
Mean residual life function for certain types of non-monotonic ageing
1995,
In this paper the authors examine the behavior of the mean residual life function in...
A law of large numbers for the bifurcating autoregressive process
A law of large numbers for the bifurcating autoregressive process
1995,
The bifurcating autoregressive model is of both practical interest, as in the analysis...
A continuous-time job search model: General renewal processes
A continuous-time job search model: General renewal processes
1995,
In this paper the authors study a continuous time job search model introduced by...
Order crossover in inventory systems
Order crossover in inventory systems
1995,
Order crossovers are usually ignored in iid lead-time inventory systems by using a...
Stationary distributions for fluid flow models with or without Brownian noise
Stationary distributions for fluid flow models with or without Brownian noise
1995,
The paper considers a process with reflection at the origin and paths which are...
Expected passage times in homogeneous quasi-birth-and-death processes
Expected passage times in homogeneous quasi-birth-and-death processes
1995,
Recently, very efficient algorithms have been found, to compute the stationary...
First passage times and their algorithms for Markov processes
First passage times and their algorithms for Markov processes
1995,
For a general Markov process on a denumerable state space with any initial state...
A central limit theorem for a class of Markovian packet streams under heavy traffic conditions
A central limit theorem for a class of Markovian packet streams under heavy traffic conditions
1995,
An earlier article by the authors treats a general class of Markovian packet streams...
Differentiability of the matrices R and G in the matrix-analytic method
Differentiability of the matrices R and G in the matrix-analytic method
1995,
The differentiability, with respect to a parameter of the model, of the matrices R and...
Asymptotic properties of first passage times for tandem Jackson networks I: Buildup of large queue lengths
Asymptotic properties of first passage times for tandem Jackson networks I: Buildup of large queue lengths
1995,
The authors consider d M/M/1 queues in series. Asymptotic expansions are constructed...
An error bound for a continuous time approximation of a time-sharing queue
An error bound for a continuous time approximation of a time-sharing queue
1995,
Performance characteristics of systems with discrete time are often approximated by...
On the single-server queue with independent MAP/G and M/GI input streams
On the single-server queue with independent MAP/G and M/GI input streams
1995,
This paper considers a single-server queue with two independent input streams: MAP/G...
An N-class structured priority queue with vacations
An N-class structured priority queue with vacations
1995,
The authors consider a queue with batch arrivals, accepting N priority classes of...
Relationship between queue length and waiting time in a stationary discrete-time queue
Relationship between queue length and waiting time in a stationary discrete-time queue
1995,
The authors consider a discrete-time single-server queue with batch arrivals. Assuming...
Computing Erlang-B function derivatives in the number of servers. A generalized recursion
Computing Erlang-B function derivatives in the number of servers. A generalized recursion
1995,
A new and generic algorithmic approach for calculating the derivatives of order n of...
Analysis of the sensitivity of the GI/GI/m/B queue to buffer size: The score function method
Analysis of the sensitivity of the GI/GI/m/B queue to buffer size: The score function method
1995,
The paper develops a procedure for sensitivity analysis of the GI/G/m/B queue. m is...
Asymptotic properties of stochastic greedy bin-packing
Asymptotic properties of stochastic greedy bin-packing
1995,
The authors study an adaptive or greedy policy for sequentially and equitably packing...
Decomposition formulas for single server queues with vacations: A unified approach by the rate conservation law
Decomposition formulas for single server queues with vacations: A unified approach by the rate conservation law
1994,
The paper studies single server vacation models under general vacation policies. By...
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying
Equilibrium strategies and the value of information in a two line queueing system with threshold jockeying
1994,
The authors consider memoryless two-line system with threshold jockeying. Upon arrival...
A discrete queue with the Markovian arrival process and phase type primary and secondary services
A discrete queue with the Markovian arrival process and phase type primary and secondary services
1994,
A discrete time queueing model with Markovian arrival process in which jobs require...
Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/1 queue
Heavy-traffic asymptotic expansions for the asymptotic decay rates in the BMAP/G/1 queue
1994,
In great generality, the basic steady-state distributions in the BMAP/G/1 queue have...
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