Journal: Journal of Applied Probability

Found 465 papers in total
Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives
1993,
The paper considers the likelihood ratio tests to detect an epidemic alternative in...
On ratios of random variables and generalised mortality rates
On ratios of random variables and generalised mortality rates
1992,
The paper finds the distribution function of a ratio of dependent random variables...
Cost rate heuristics for semi-Markov decision processes
Cost rate heuristics for semi-Markov decision processes
1992,
In response to the computational complexity of the dynamic programming/backwards...
Some renewal-theoretic investigations in the theory of sojourn times in finite semi-Markov processes
Some renewal-theoretic investigations in the theory of sojourn times in finite semi-Markov processes
1991,
In this note, an irreducible semi-Markov process Y={Y t :t≥0} is considered whose...
A general risk process and its properties
A general risk process and its properties
1992,
The paper constructs a risk process, where the law of the next jump time or jump size...
On the number of times where a simple random walk reaches its maximum
On the number of times where a simple random walk reaches its maximum
1992,
Let Q n denote the number of times where a simple random walk reaches its maximum,...
Processes with associated increments
Processes with associated increments
1992,
The paper derives conditions under which the increments of a vector process are...
Transition probability density of a certain diffusion process concentrated on a finite spatial interval
Transition probability density of a certain diffusion process concentrated on a finite spatial interval
1992,
The paper shows that under some assumptions a diffusion process satisfying a...
Non-homogeneous semi-Markov systems and maintainability of the state sizes
Non-homogeneous semi-Markov systems and maintainability of the state sizes
1992,
In this paper the authors introduce and define for the first time the concept of a...
Convergence theorems for a class of simulated annealing algorithms on ℝ
Convergence theorems for a class of simulated annealing algorithms on ℝ
1992,
The paper studies a class of simulated annealing algorithms for global minimization of...
Some results on block replacement policies and renewal theory
Some results on block replacement policies and renewal theory
1992,
Age and block replacement policies are commonly used in order to reduce the number of...
Multivariate imperfect repair
Multivariate imperfect repair
1992,
The authors consider models of systems of components with dependent life-lengths...
Repair replacement policies
Repair replacement policies
1993,
In this paper the authors introduce the concept of repair replacement. Repair...
Exploiting Markov chains to infer queue length from transactional data
Exploiting Markov chains to infer queue length from transactional data
1992,
The use of taboo probabilities in Markov chains simplifies the task of calculating the...
Optimality of index policies for stochastic scheduling with switching penalties
Optimality of index policies for stochastic scheduling with switching penalties
1992,
The authors investigate the impact of switching penalties on the nature of optimal...
Extremal properties of the FIFO discipline in queueing networks
Extremal properties of the FIFO discipline in queueing networks
1992,
The authors show that using the FIFO service discipline at single server stations with...
On closed ring queueing networks
On closed ring queueing networks
1992,
This paper first studies ring structured closed queueing networks with distinguishable...
A Swiss Army formula of Palm calculus
A Swiss Army formula of Palm calculus
1993,
A single formula is obtained which, when its components are adequately chosen,...
The stationary work in system of a G/G/1 gradual input queue
The stationary work in system of a G/G/1 gradual input queue
1993,
This paper is devoted to the study of a stationary G/G/1 queue in which work input is...
On the optimality of LEPT and cμ àrules for machines in parallel
On the optimality of LEPT and cμ àrules for machines in parallel
1992,
The authors consider scheduling problems with m machines in parallel and n jobs. The...
On a new formula for the transient state probabilities for M/M/1 queues and computational implications
On a new formula for the transient state probabilities for M/M/1 queues and computational implications
1993,
Past work relating to the computation of time-dependent state probabilities in M/M/1...
On permutation policies for the scheduling of deteriorating stochastic jobs on a single machine
On permutation policies for the scheduling of deteriorating stochastic jobs on a single machine
1993,
A single machine is available to process a collection of stochastic jobs. Processing...
On fast simulation of the time to saturation of slotted ALOHA
On fast simulation of the time to saturation of slotted ALOHA
1992,
Cottrell et al. have indicated how ideas from the large deviations theory lead to fast...
Nested variational inequalities and related optimal starting-stopping problems
Nested variational inequalities and related optimal starting-stopping problems
1992,
This paper introduces several versions of starting-stopping problem for the diffusion...
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