Journal: Communications in Statistics - Stochastic Models

Found 166 papers in total
Geometric ergodicity of nonlinear first order autoregressive models
Geometric ergodicity of nonlinear first order autoregressive models
1999,
We consider the ergodic Markov chain satisfying X n+1 = h(X n ) + (X n...
Rare event analysis of the state frequencies of a large number of Markov chains
Rare event analysis of the state frequencies of a large number of Markov chains
1999,
This paper focuses on the situation of a large number n of independent, identically...
Distribution of the number of visits of a random walk
Distribution of the number of visits of a random walk
1999,
The distribution of the number of visits to a given state within an excursion of a...
The quasi-birth–death type Markov chain with a tree structure
The quasi-birth–death type Markov chain with a tree structure
1999,
In this paper, we extend the notion of the quasi-birth–death (QBD) Markov chain...
A current-based model for time interval omission in Markov single ion channel gating mechanisms
A current-based model for time interval omission in Markov single ion channel gating mechanisms
1999,
A new model for time interval omission in single ion channel analysis is presented....
Phase-type distributions: Open problems and a few properties
Phase-type distributions: Open problems and a few properties
1999,
A phase-type distribution is the distribution of a killing time in a finite-state...
Sparse representations of phase-type distributions
Sparse representations of phase-type distributions
1999,
A phase-type distribution is the distribution of hitting time in a finite-state Markov...
A generalized Abel's partial summation formula and its application in self-organizing systems
A generalized Abel's partial summation formula and its application in self-organizing systems
1999,
In this paper, Abel's partial summation formula is generalized to a two-dimensional...
A graph-theoretic approach to queueing analysis. Part I: Theory
A graph-theoretic approach to queueing analysis. Part I: Theory
1999,
Traditionally, solving a system of linear equations XM = B by Gaussian elimination has...
A graph-theoretic approach to queueing analysis. Part II: Applications
A graph-theoretic approach to queueing analysis. Part II: Applications
1999,
An approach has been developed for making use of the repeated structure of Q to...
Minimax sequential procedures for Markov-additive processes
Minimax sequential procedures for Markov-additive processes
1999,
The paper deals with the problem of finding optimal, under minimax criterion,...
Biased coin design with imbalance tolerance
Biased coin design with imbalance tolerance
1999,
One of the main aspects of a sampling procedure is to determine how to collect...
A criterion for the occurrence or non-occurrence of a traffic collapse at a bottleneck
A criterion for the occurrence or non-occurrence of a traffic collapse at a bottleneck
1998,
For a bottleneck controlled by traffic lights with a stochastic volume of traffic a...
A concept of optimal control at a bottleneck with symmetric volume of traffic
A concept of optimal control at a bottleneck with symmetric volume of traffic
1998,
An analysis of the optimal control of traffic lights at a bottleneck with symmetric...
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals
1998,
This paper considers the queue length distributions at a random point in time and at a...
On the extremal index for the M/M/s queue
On the extremal index for the M/M/s queue
1998,
This paper provides bounds and approximations for the distribution of the maximum...
Analysis of a stochastic clearing system with repeated attempts
Analysis of a stochastic clearing system with repeated attempts
1998,
A stochastic clearing system is characterized by the existence of an output mechanism...
Calculating transient characteristics of the Erlang loss model by numerical transform inversion
Calculating transient characteristics of the Erlang loss model by numerical transform inversion
1998,
We show how to compute the time-dependent blocking probability given an arbitrary...
Non-parametric inference from M/G/1 busy periods
Non-parametric inference from M/G/1 busy periods
1999,
Consider an M/G1 queue with unknown service-time distribution and unknown Poisson...
Polling systems with periodic server routing in heavy traffic
Polling systems with periodic server routing in heavy traffic
1999,
We consider polling systems with mixtures of exhaustive and gated service, and in...
A diffusion model for two tandem queues with general renewal input
A diffusion model for two tandem queues with general renewal input
1999,
We consider two tandem queues with exponential servers. Arrivals to the first queue...
Analysis of a finite buffer with non-preemptive priority scheduling
Analysis of a finite buffer with non-preemptive priority scheduling
1999,
A single-server queue with finite capacity, two distinct service classes and a...
Conditional stochastic decompositions in the M/M/c queue with server vacations
Conditional stochastic decompositions in the M/M/c queue with server vacations
1999,
We consider the M/M/ c queue with server multiple vacations, where each of the c...
A note on sojourn time analysis of a two-stage queueing system
A note on sojourn time analysis of a two-stage queueing system
1999,
The paper considers an M/G/1-type, two-stage queueing system, in which the two stages...
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