Journal: Communications in Statistics - Stochastic Models

Found 166 papers in total
Estimation methods for delays in non-regenerative discrete-event systems
Estimation methods for delays in non-regenerative discrete-event systems
2003,
Many long-run delay characteristics of computer, communication, manufacturing, and...
On block skip free transition matrices and first passage times
On block skip free transition matrices and first passage times
2003,
Starting from an abstract setting which extends the property ‘skip free to the...
A fixed point approach to the classification of Markov chains with a tree structure
A fixed point approach to the classification of Markov chains with a tree structure
2003,
In this paper, we study the classsification problem of discrete time and continuous...
β-invariant measures for transition matrices of GI/M/1 type
β-invariant measures for transition matrices of GI/M/1 type
2003,
In this paper, we study transition matrices of GI/M/ 1 type by using the approach...
A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series
A new type of discrete self-decomposability and its application to continuous-time Markov processes for modeling count data time series
2003,
We propose a family of extended thinning operators, indexed by a parameter γ in...
Perturbed Markov processes
Perturbed Markov processes
2003,
A Markov process in discrete time is perturbed by a small parameter. A perturbation...
Empirical testing of the infinite source Poisson data traffic model
Empirical testing of the infinite source Poisson data traffic model
2003,
The infinite source Poisson model is a fluid queue approximation of network data...
Matrix-exponential distributions: Calculus and interpretations via flows
Matrix-exponential distributions: Calculus and interpretations via flows
2003,
By considering randomly stopped deterministic flow models, we develop an intuitively...
Robust positioning of service units
Robust positioning of service units
2003,
In this paper, we address the problem of locating mobile service units to cover random...
Extension of Dale's moment conditions with application to the Wright–Fisher model
Extension of Dale's moment conditions with application to the Wright–Fisher model
2003,
Dale's necessary and sufficient conditions for an array to contain the joint moments...
Polling systems with simultaneous batch arrivals
Polling systems with simultaneous batch arrivals
2001,
We study the delay in polling systems with simultaneous batch arrivals. Arrival epochs...
Stability in queues with impatient customers
Stability in queues with impatient customers
2001,
This paper deals with GI/G/1 queueing systems with impatient customers that have...
ARMA models realization and impulse responses
ARMA models realization and impulse responses
2001,
A parallel is made between the role played by covariances in the determination of...
Stationarity of delayed subordinators
Stationarity of delayed subordinators
2001,
It is shown that, analogous to partial-sum processes in renewal theory, nondecreasing...
Stability and performance of stack algorithms for random access communication modeled as a tree structured quasi birth–death Markov chain
Stability and performance of stack algorithms for random access communication modeled as a tree structured quasi birth–death Markov chain
2001,
In this paper, we introduce an analytical model to study the stability and the main...
A linear programming approach to the steady-state analysis of reflected Brownian motion
A linear programming approach to the steady-state analysis of reflected Brownian motion
2001,
We investigate a computational method proposed by Bertsimas, Paschalidis, and...
Markov chains satisfying simple drift conditions for subgeometric ergodicity
Markov chains satisfying simple drift conditions for subgeometric ergodicity
2001,
This paper is concerned with ergodic Markov chains satisfying a sequence of drift...
Small and pseudo-small sets for Markov chains
Small and pseudo-small sets for Markov chains
2001,
In this paper we examine the relationship between small sets and their generalisation,...
Norton's theorem for batch routing queueing networks
Norton's theorem for batch routing queueing networks
2001,
This paper shows that the aggregation and decomposition results known as Norton's...
Sojourn times in non-homogeneous quasi birth–death processes with processor sharing
Sojourn times in non-homogeneous quasi birth–death processes with processor sharing
2001,
We study sojourn times of customers in a processor sharing queue with a service rate...
Decompositions of the queue length distributions in the MAP/G/1 queue under multiple and single vacations with N-policy
Decompositions of the queue length distributions in the MAP/G/1 queue under multiple and single vacations with N-policy
2001,
In this paper, we establish an explicit form of matrix decompositions for the queue...
Computation of steady-state probabilities for resource-sharing call-center queueing systems
Computation of steady-state probabilities for resource-sharing call-center queueing systems
2001,
Two routing rules for a queueing system of two stations are considered as alternative...
Steady-state probabilities in a quasi-birth-and-death process with a countable number of phases
Steady-state probabilities in a quasi-birth-and-death process with a countable number of phases
2001,
A sufficient condition is proved for geometric decay of the steady-state probabilities...
First-exit times for Poisson shot noise
First-exit times for Poisson shot noise
2001,
For a shot-noise process X(t) with Poisson arrival times and exponentially diminishing...
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