Journal: Communications in Statistics - Stochastic Models

Found 166 papers in total
Ergodicity, moment stability and central limit theorems of station times in polling systems
Ergodicity, moment stability and central limit theorems of station times in polling systems
1996,
The station times are an important measure of performance in polling systems, and are...
On a randomized version of exhaustive local search
On a randomized version of exhaustive local search
1996,
We introduce a stochastic version of the parallel local search algorithm. Using...
Simulation-based optimization – convergence analysis and statistical inference
Simulation-based optimization – convergence analysis and statistical inference
1996,
In this paper we consider optimization problems where the objective function is not...
Stock prices as branching processes
Stock prices as branching processes
1996,
An extension of the Bienaymé–Galton–Watson branching process is...
The Philosophers' Process on ladder graphs
The Philosophers' Process on ladder graphs
1996,
The Philosophers' Process is a Markovian version of the famous Dining Philosophers...
An invariant subspace approach in M/G/1 and G/M/1 type Markov chains
An invariant subspace approach in M/G/1 and G/M/1 type Markov chains
1997,
Let A k , k ≥ 0 , be a sequence of m × m nonnegative matrices and let A(z) =...
Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes
Estimating the order of continuous phase-type distributions and Markov-modulated Poisson processes
1997,
Phase-type distributions and Markov-modulated Poisson processes are two important...
Limit theorems for discrete-time Markov chains on the nonnegative integers conditioned on recurrence to zero
Limit theorems for discrete-time Markov chains on the nonnegative integers conditioned on recurrence to zero
1996,
We consider a discrete-time Markov chain X on the state space ℕ ≡ {0, 1,...
An operator-analytic approach to product-form networks
An operator-analytic approach to product-form networks
1996,
The product-form stationary distribution of open Markovian networks of queues are...
Optimal buffer design of an M/G/s queue with finite capacity
Optimal buffer design of an M/G/s queue with finite capacity
1996,
This paper provides an approximate solution of a buffer design problem in an M/G/s...
A two-queue model with exhaustive and limited service disciplines
A two-queue model with exhaustive and limited service disciplines
1996,
This paper analyzes a single server model with two queues. The server serves customers...
Deterministic service of identical and independant ON-OFF fluid sources
Deterministic service of identical and independant ON-OFF fluid sources
1996,
A single server queue with infinite buffer and deterministic service rate is...
Mathematical analysis of statistical sampling for estimating computer cache performance
Mathematical analysis of statistical sampling for estimating computer cache performance
1996,
Computer cache memory simulations consume a lot of resources, both in terms of disk...
Estimating population size from capture-recapture studies via sample coverage and estimating functions
Estimating population size from capture-recapture studies via sample coverage and estimating functions
1996,
This paper presents a method of inference for the population size in a...
Inequalities for first-exit probabilities and expected first-exit times of a random walk
Inequalities for first-exit probabilities and expected first-exit times of a random walk
1996,
For the partial sum process of i.i.d. random variables the paper derives sequences of...
Some properties of the rate operators in level dependent quasi-birth-and-death processes with a countable number of phases
Some properties of the rate operators in level dependent quasi-birth-and-death processes with a countable number of phases
1996,
In this paper the authors consider systems which are generalizations of the standard...
On a special case of the basic problem in diffraction tomagraphy
On a special case of the basic problem in diffraction tomagraphy
1996,
The basic problem in diffraction tomography is the problem of reconstructing the index...
Statistical models of random polyhedra
Statistical models of random polyhedra
1996,
The paper discusses problems which appear in statistics of random polyhedra. Several...
Stochastic limit laws for schedule makespans
Stochastic limit laws for schedule makespans
1996,
A basic multiprocessor version of the makespan scheduling problem requires that n...
Discrete signed mixtures of exponentials
Discrete signed mixtures of exponentials
1996,
In this paper the authors consider the problem of recovering the parameters in a...
Ergodicity, moment stability and central limit theorems of station times in polling systems
Ergodicity, moment stability and central limit theorems of station times in polling systems
1996,
The station times are an important measure of performance in polling systems, and are...
Approximate dimension reduction for filtered Markov chains
Approximate dimension reduction for filtered Markov chains
1996,
This paper presents an efficient and applicable approximate dimension reduction method...
Limit theorems for discrete-time Markov chains on the nonnegative integers conditioned on recurrence to zero
Limit theorems for discrete-time Markov chains on the nonnegative integers conditioned on recurrence to zero
1996,
The authors consider a discrete-time Markov chain X on the state space with stationary...
Convergence rates in matrix analytic models
Convergence rates in matrix analytic models
1996,
The authors consider a class of Markov chains , which includes Markov chains of the...
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