Journal: Communications in Statistics - Stochastic Models

Found 166 papers in total
A point process model for the reliability of a maintained system subject to general repair
A point process model for the reliability of a maintained system subject to general repair
1996,
A model for the general repair of a system subject to stochastic failure is introduced...
A Markov chain model for traffic queue evolution at an intersection
A Markov chain model for traffic queue evolution at an intersection
1990,
The model describes the probabilistic behavior of traffic queues in the vicinity of an...
Characterization of phase-type distributions
Characterization of phase-type distributions
1990,
A distribution with rational Laplace-Stieltjes transform is of phase type if and only...
Phase-type representations for matrix-geometric solutions
Phase-type representations for matrix-geometric solutions
1990,
This note re-examines the structured Markov chain { X k ,N k ;k=0,1,...} studied by...
A Markov renewal approach to the Poisson disorder problem
A Markov renewal approach to the Poisson disorder problem
1990,
In the Poisson disorder problem, a decision maker observes a Poisson process whose...
Matching moments to phase distributions: Density function shapes
Matching moments to phase distributions: Density function shapes
1990,
The authors study density-function shapes of distributions selected by...
Matching moments to phase distributions: Nonlinear programming approaches
Matching moments to phase distributions: Nonlinear programming approaches
1990,
The authors present a nonlinear programming (NLP) approach to the problem of matching...
On Viterbi’s formula for the mean delay in a queue of data packets
On Viterbi’s formula for the mean delay in a queue of data packets
1990,
An explicit formula for the mean waiting time in a discrete-time queue whose input is...
A duality theorem for the matrix paradigms in queueing theory
A duality theorem for the matrix paradigms in queueing theory
1990,
For Markov renewal processes of GI/M/1 type, the paper defines a double transform...
Generalizations of the stochastic decomposition results for single server queues with vacations
Generalizations of the stochastic decomposition results for single server queues with vacations
1990,
This paper shows that the sample path comparison used by Doshi to prove the stochastic...
The limiting value of derivative estimators based on perturbation analysis
The limiting value of derivative estimators based on perturbation analysis
1990,
Infinitesimal perturbation analysis is a method of obtaining estimates of performance...
Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
Parameter estimation by deterministic approximation of a solution of a stochastic differential equation
1990,
Consider a diffusion X=(X t ,t≥0) in R d which is a solution of (i) d X t...
The trader's problem
The trader's problem
1990,
A model for trends in security prices proposed by S.J. Taylor is used to develop a...
Hankel system of moments and the Gauss-Galerkin method
Hankel system of moments and the Gauss-Galerkin method
1990,
When the coefficients of stochastic differential equations are polynomials, the...
Computation of the distribution of the completion time when the work requirement is a PH random variable
Computation of the distribution of the completion time when the work requirement is a PH random variable
1990,
In this paper the authors derive the distribution of the completion time of a job with...
Random self-avoiding walks on one-dimensional lattices
Random self-avoiding walks on one-dimensional lattices
1990,
For a general class of one-dimensional lattices, the authors show that the generating...
Estimating selective advantage and related parameters of a model for two populations competing in a bounded environment
Estimating selective advantage and related parameters of a model for two populations competing in a bounded environment
1990,
Martingale theory and a method of moments are used to derive a class of estimators for...
An experimental evaluation of the matrix-geometric method for the GI/PH/1 queue
An experimental evaluation of the matrix-geometric method for the GI/PH/1 queue
1989,
A GI/PH/1 queue is a single server queueing model with general interarrival time...
Validating the heavy traffic performance of regenerative simulation
Validating the heavy traffic performance of regenerative simulation
1989,
Following a theoretical study by Asmussen indicating severe problems associated with a...
Analysis of production/inventory systems with several production rates
Analysis of production/inventory systems with several production rates
1990,
The authors consider four model classes with differing rules as to how to deal with...
Stochastic Petri nets with timed and immediate transitions
Stochastic Petri nets with timed and immediate transitions
1989,
Stochastic Petri nets with timed and immediate transitions permit representation of...
Experimental results on matrix-analytical solution techniques-Extensions and comparisons
Experimental results on matrix-analytical solution techniques-Extensions and comparisons
1989,
The matrix-analytic analysis of many stochastic models requires the solution of...
An experimental methodology for integrated services systems
An experimental methodology for integrated services systems
1989,
The authors introduce an experimental methodology which can be used for analyzing...
Transient analysis of cumulative measures of Markov model behavior
Transient analysis of cumulative measures of Markov model behavior
1989,
Markov chains and Markov reward models provide are useful for modeling fault-tolerant,...
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