Journal: Journal of Applied Probability

Found 465 papers in total
Perturbed Markov chains
Perturbed Markov chains
2003,
We study irreducible time-homogeneous Markov chains with finite state space in...
Explicit bounds for geometric convergence of Markov chains
Explicit bounds for geometric convergence of Markov chains
2000,
This paper presents bounds on convergence rates of Markov chains in terms of...
Open-loop routeing to M parallel servers with no buffers
Open-loop routeing to M parallel servers with no buffers
2000,
In this paper we study the assignment of packets to M parallel heterogeneous servers...
A central limit theorem for iterated random functions
A central limit theorem for iterated random functions
2000,
A central limit theorem is established for additive functions of a Markov chain that...
On some waiting time problems
On some waiting time problems
2000,
A unifying technology is introduced for finding explicit closed form expressions for...
Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
2000,
We propose in this paper two methods to compute Markovian bounds for monotone...
Families of birth–death processses with similar time-dependent behaviour
Families of birth–death processses with similar time-dependent behaviour
2000,
We consider birth–death processes taking values in 𝒩 ≡ {0, 1, ...},...
Level–phase independence for GI/M/1-type Markov chains
Level–phase independence for GI/M/1-type Markov chains
2000,
GI/M/1-type Markov chains make up a class of two-dimensional Markov chains. One...
Convergence of Markov chains in the relative supremum norm
Convergence of Markov chains in the relative supremum norm
2000,
It is proved that the strong Doeblin condition (i.e., p s (x, y) ≥ a s π(y) for...
A Monte Carlo approach to calculating probabilities for continuous identity by descent data
A Monte Carlo approach to calculating probabilities for continuous identity by descent data
2000,
Two related individuals are identical by descent at a genetic locus if they share the...
Sharp results on convergence rates for the distribution of GI/M/1/K queues as K tends to infinity
Sharp results on convergence rates for the distribution of GI/M/1/K queues as K tends to infinity
2000,
In this paper, we investigate how fast the stationary distribution π (K) of an...
On the dynamics and performance of stochastic fluid systems
On the dynamics and performance of stochastic fluid systems
2000,
A (generalized) stochastic fluid system Q is defined as the one-dimensional Skorokhod...
A stochastic lower bound for assemble–transfer batch service queueing networks
A stochastic lower bound for assemble–transfer batch service queueing networks
2000,
Miyazawa and Taylor introduced a class of assemble–transfer batch service...
Assessing an intuitive condition for stability under a range of traffic conditions via a generalised Lu–Kumar network
Assessing an intuitive condition for stability under a range of traffic conditions via a generalised Lu–Kumar network
2000,
We argue the importance both of developing simple sufficient conditions for the...
Smoothing effect of the superposition of homogeneous sources in tandem networks
Smoothing effect of the superposition of homogeneous sources in tandem networks
2000,
We analyze the smoothing effect of superposing homogeneous sources in a network. We...
A note on the rate of convergence to equilibrium for Erlang's model in the subcritical case
A note on the rate of convergence to equilibrium for Erlang's model in the subcritical case
2000,
We derive some asymptotic results for the rate of convergence to equilibrium for the...
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
2000,
The paper studies the dependence structure and bounds of several basic prototypical...
Preservation results for life distributions based on comparisons with asymptotic remaining life under replacements
Preservation results for life distributions based on comparisons with asymptotic remaining life under replacements
2000,
We investigate some preservation properties of two nonparametric classes of survival...
An unexpected connection between branching processes and optimal stopping
An unexpected connection between branching processes and optimal stopping
2000,
A curious connection exists between the theory of optimal stopping for independent...
Ornstein–Uhlenbeck type processes and branching processes with immigration
Ornstein–Uhlenbeck type processes and branching processes with immigration
2000,
It is shown that an Ornstein–Uhlenbeck type process associated with a spectrally...
Dynamics of large uncontrolled loss networks
Dynamics of large uncontrolled loss networks
2000,
This paper studies the connection between the dynamical and equilibrium behaviour of...
Estimation of limiting availability for a stationary bivariate process
Estimation of limiting availability for a stationary bivariate process
2000,
We estimate the limiting availability of a system when the operating and repair times...
Convergence to stationarity in the Moran model
Convergence to stationarity in the Moran model
2000,
Consider a population of fixed size consisting of N haploid individuals. Assume that...
A best-choice problem with multiple selectors
A best-choice problem with multiple selectors
2000,
Consider a situation where a known number, n , of objects appear sequentially in a...
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