Journal: Journal of Applied Mathematics and Stochastic Analysis

Found 244 papers in total
A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution
A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution
1998,
For the GI/G/1 queueing model with traffic load a < 1, service time distribution B...
Moment estimation of customer loss rates from transactional data
Moment estimation of customer loss rates from transactional data
1998,
Moment estimators are proposed for the arrival and customer loss rates of a...
Verifying cell loss requirements in high-speed communication networks
Verifying cell loss requirements in high-speed communication networks
1998,
In high-speed communication networks it is common to have requirements of very small...
Analysis of a multi-server queueing model of Available Bit Rate
Analysis of a multi-server queueing model of Available Bit Rate
1998,
In this paper we present a queueing model for the performance analysis of Available...
Some reflections on the renewal-theory paradox in queueing theory
Some reflections on the renewal-theory paradox in queueing theory
1998,
The classical renewal-theory (waiting time, or inspection) paradox states that the...
Multiserver queueing networks and the tandem queue model
Multiserver queueing networks and the tandem queue model
1998,
Using a tandem queue model we evaluate the local ‘endogenous’ (= internal)...
Performance limitations of parallel simulations
Performance limitations of parallel simulations
1998,
This study shows how the performance of a parallel simulation may be affected by the...
Sojourn times for the Brownian motion
Sojourn times for the Brownian motion
1998,
In this paper explicit formulas are given for the distribution function, the density...
Filtering with a limiter (improved performance)
Filtering with a limiter (improved performance)
1998,
We consider a filtering problem for a Gaussian diffusion process observed via...
On intensities of modulated Cox measures
On intensities of modulated Cox measures
1998,
In this paper we introduce and study functionals of the intensities of random measures...
Sample correlations of infinite variance time series models: An empirical and theoretical study
Sample correlations of infinite variance time series models: An empirical and theoretical study
1998,
When the elements of a stationary ergodic time series have finite variance the sample...
On Ryszard Syski
On Ryszard Syski
1998,
This is a brief account on Ryszard Syski's scientific contributions and his...
Convariance and relaxation time in finite Markov chains
Convariance and relaxation time in finite Markov chains
1998,
The relaxation time T REL of a finite ergodic Markov chain in continuous time, i.e.,...
Elementary methods for failure due to a sequence of Markovian events
Elementary methods for failure due to a sequence of Markovian events
1998,
This paper is concerned with elementary methods for evaluating the distribution of the...
Monotone measures of ergodicity for Markov chains
Monotone measures of ergodicity for Markov chains
1998,
The following paper, first written in 1974, was never published other than as part of...
On certain random polygons of large areas
On certain random polygons of large areas
1998,
Consider the tesselation of a plane into convex random polygons determined by a unit...
Nonlinear filtering and optimal quality control
Nonlinear filtering and optimal quality control
1998,
Some stochastic models of optimal decision processes in quality control problems are...
Impulse control in Kalman-like filtering problems
Impulse control in Kalman-like filtering problems
1998,
This paper develops the impulse control approach to the observation process in...
Singularly perturbed telegraph equations with applications in the random walk theory
Singularly perturbed telegraph equations with applications in the random walk theory
1998,
In the paper we analyze singularly perturbed telegraph systems applying the newly...
The stationary G/G/s queue
The stationary G/G/s queue
1998,
The distribution of the queueing delay in the stationary G/G/s queue is given with an...
A non-nonstandard proof of Reimers' existence result for heat SPDEs
A non-nonstandard proof of Reimers' existence result for heat SPDEs
1998,
In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat...
On the level crossing of multi-dimensional delayed renewal processes
On the level crossing of multi-dimensional delayed renewal processes
1997,
The paper studies the behavior of an ( l + 3)th-dimensional, delayed renewal...
The empirical TES methodology: Modeling empirical time series
The empirical TES methodology: Modeling empirical time series
1997,
TES (Transform-Expand-Sample) is a versatile class of stochastic sequences defined via...
Boundedness of one-dimensional branching Markov processes
Boundedness of one-dimensional branching Markov processes
1997,
A general model of a branching Markov process on ℝ is considered. Sufficient and...
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