Journal: Stochastic Models

Found 125 papers in total
Stochastic modeling of rain processes: A diffusion rate model
Stochastic modeling of rain processes: A diffusion rate model
1992,
Real data obtained from experiments performed at several regions on the globe show...
Estimation for autoregressive processes with positive innovations
Estimation for autoregressive processes with positive innovations
1992,
The authors consider stationary autoregressive processes of order p which have...
The transition and autocorrelation structure of TES processes
The transition and autocorrelation structure of TES processes
1992,
TES (Transform-Expand-Sample) is a versatile class of stochastic sequences which can...
Exit time from a positive quadrant for a two-dimensional Markov chain
Exit time from a positive quadrant for a two-dimensional Markov chain
1992,
The paper tends to elucidate relationship between independent work of J.W. Cohen and...
The first two moment matrices of the counts for the Markovian arrival process
The first two moment matrices of the counts for the Markovian arrival process
1992,
Analytic, asymptotic and algorithmic properties of the first two moment matrices of...
An aggregation/disaggregation algorithm for computing the stationary distribution of a large Markov chain
An aggregation/disaggregation algorithm for computing the stationary distribution of a large Markov chain
1992,
A new aggregation/disaggregation iterative procedure for computing the stationary...
Efficient performance analysis of asymmetric finite buffer multichannel networks
Efficient performance analysis of asymmetric finite buffer multichannel networks
1992,
In this paper the authors present an efficient approximate analysis of asymmetric LAN...
Asymptotic evaluation of closed queueing networks with many stations
Asymptotic evaluation of closed queueing networks with many stations
1992,
Asymptotic formulas are derived for the partition function of multichain closed...
On cycle maxima, first passage problems, and extreme value theory for queues
On cycle maxima, first passage problems, and extreme value theory for queues
1992,
The distribution of the maximum of the virtual waiting time during a cycle C is...
Scheduling jobs with stochastic processing times and due dates to minimize total tardiness
Scheduling jobs with stochastic processing times and due dates to minimize total tardiness
1992,
The authors study the optimality of expected earliest due date sequencing of n jobs on...
Analysis of the asymmetric shortest queue problem with threshold jockeying
Analysis of the asymmetric shortest queue problem with threshold jockeying
1991,
In this paper the authors study a system consisting of two parallel servers with...
Computing the R matrices in matrix-geometric solutions for a class of QBD queues: A phase substitution approach
Computing the R matrices in matrix-geometric solutions for a class of QBD queues: A phase substitution approach
1991,
In a matrix-geometric solution of a QBD queue (a queue whose underlying structure is a...
The power-series algorithm applied to cyclic polling systems
The power-series algorithm applied to cyclic polling systems
1991,
The computation scheme of the power-series algorithm for the evaluation of the joint...
Equilibrium analysis of skip free Markov chains: Nonlinear matrix equations
Equilibrium analysis of skip free Markov chains: Nonlinear matrix equations
1991,
Nonlinear matrix equations of the form X m F m +ëëë+ XF 1...
The algebraic construction of phase-type distributions
The algebraic construction of phase-type distributions
1991,
A probability distribution of discrete phase-type must have a rational generating...
Identifiability of superpositions of renewal processes
Identifiability of superpositions of renewal processes
1991,
A point process N is given, which is known to be the superposition of two independent...
Moving averages with random coefficients and random coefficient autoregressive models
Moving averages with random coefficients and random coefficient autoregressive models
1991,
Consider the series where are iid -valued random vectors and are random matrices...
Max-geometric infinite divisibility and stability
Max-geometric infinite divisibility and stability
1991,
The authors consider a stability property for R d -valued random vectors appropriate...
Distributions of stopping times for Poisson processes with linear boundaries
Distributions of stopping times for Poisson processes with linear boundaries
1991,
Explicit formulae are derived for the distributions of stopping times associated with...
Height distributions in data communications buffers with locking protocols
Height distributions in data communications buffers with locking protocols
1991,
This paper analyzes a stochastic model of data communication. Messages are entered in...
Binomial autoregressive moving average models
Binomial autoregressive moving average models
1991,
A family of models for a stationary sequence of dependent binomial random variables is...
A stochastic model for the AIDS epidemic
A stochastic model for the AIDS epidemic
1991,
A stochastic model describing the dynamics of the HIV-seropositive and AIDS population...
A carrier-borne epidemic with two stages of infection
A carrier-borne epidemic with two stages of infection
1991,
This paper examines an epidemic spread by carriers, in which infectives may be in...
Another look at Gani’s carrier-borne epidemic with two stages of infection
Another look at Gani’s carrier-borne epidemic with two stages of infection
1991,
This note is concerned with a carrier-borne epidemic in which the individuals...
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