Journal: Stochastic Models

Found 125 papers in total
Multiple roots in some equations of queueing theory
Multiple roots in some equations of queueing theory
1994,
Examples are given of probability generating functions K(z) for which z m =k(z) has...
A bivariate Markov process with diffusion and discrete components
A bivariate Markov process with diffusion and discrete components
1994,
Let ( X(t),Y(t)) be a homogeneous Markov process assuming values in R×S, where S...
An elementary theory of stochastic differential equations driven by a Poisson process
An elementary theory of stochastic differential equations driven by a Poisson process
1994,
An elementary theory of a stochastic integral with respect to the Poisson process is...
Diffusion approximations for a risk process with the possibility of borrowing and investment
Diffusion approximations for a risk process with the possibility of borrowing and investment
1994,
A diffusion approximation is constructed for an insurance risk model which was...
Explicit stationary distributions for some Galton-Watson processes with immigration
Explicit stationary distributions for some Galton-Watson processes with immigration
1994,
The purpose of this paper is to introduce and study a class of Galton-Watson processes...
Iteration of mappings and fixed points in mixed spectrum analysis
Iteration of mappings and fixed points in mixed spectrum analysis
1994,
Here we will analyze the mixed spectrum model for , where p is not necessarily known...
An M/G/1 queue with customer collection
An M/G/1 queue with customer collection
1993,
This paper analyses a variant of the M/G/1 queue in which the service times of...
Montonicity properties of single-server retrial queues
Montonicity properties of single-server retrial queues
1993,
A single server retrial queue is a queueing system consisting of a primary queue with...
Generating function approach for discrete queueing analysis with decomposable arrival and service Markov chains
Generating function approach for discrete queueing analysis with decomposable arrival and service Markov chains
1993,
This paper uses generating function approach with spectral decomposition to analyze...
On a heavy traffic limit theorem for the M/G/1 processor-sharing queue
On a heavy traffic limit theorem for the M/G/1 processor-sharing queue
1993,
The paper gives an elementary proof of the heavy traffic limit theorem for the...
Response surface estimation and sensitivity analysis via efficient change of measure
Response surface estimation and sensitivity analysis via efficient change of measure
1993,
Let l(v) be the performance (mean waiting time, mean sojourn time etc.) in a queueing...
On dual and minimal phase-type representations
On dual and minimal phase-type representations
1993,
In this paper the authors present some properties of the dual representation for a...
Near-constancy of the Harris function in the simple branching process
Near-constancy of the Harris function in the simple branching process
1993,
In the theory of the simple supercritical branching process there are difficult...
The burstiness of point processes
The burstiness of point processes
1993,
Discussion of an approach to the definition and measurement of the qualitative...
Calculating light traffic limits for sojourn times in open Markovian queueing system
Calculating light traffic limits for sojourn times in open Markovian queueing system
1993,
Let be the m th moment of the sojourn time distribution for some particular customer...
Perturbation analysis of the M/M/1 queue in a Markovian environment via the matrix-geometric method
Perturbation analysis of the M/M/1 queue in a Markovian environment via the matrix-geometric method
1993,
In this paper, the authors consider a family of queues in which customers according to...
Estimating population size by recapture sampling via estimating function
Estimating population size by recapture sampling via estimating function
1993,
A class of capture-recapture estimators for population size is given via a martingale...
Limit laws in a stochastic model for profit from units sold under pro rata warranty
Limit laws in a stochastic model for profit from units sold under pro rata warranty
1993,
A stochastic model is developed describing the profit/loss experienced by a firm...
An optimal replacement period for a parallel system with single and multiple failures
An optimal replacement period for a parallel system with single and multiple failures
1993,
A parallel system of n identical components is subjected to shocks which occur...
Sensitivity analysis of a discrete-time multisector growth model with uncertainty
Sensitivity analysis of a discrete-time multisector growth model with uncertainty
1993,
In this paper the authors consider a nonstationary stochastic multisector growth...
Passage times in colored stochastic Petri nets
Passage times in colored stochastic Petri nets
1993,
Passage times in colored stochastic Petri nets correspond to delays in discrete-event...
A priority queue with superimposed geometric batch arrivals
A priority queue with superimposed geometric batch arrivals
1993,
In this paper, algorithms are derived that permit the exact evaluation of the steady...
A note on the transient behavior of the Engset loss model
A note on the transient behavior of the Engset loss model
1993,
This note shows that for the Engset loss model with s servers working at rate μ and...
Quasi-stationary distributions in a PH/PH/c queue
Quasi-stationary distributions in a PH/PH/c queue
1993,
Explicit representations of the quasi-stationary (QS) distributions in a multi-server...
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