Journal: Journal of Applied Probability

Found 465 papers in total
Stationary increments in the accumulated work process in processor-sharing queues
1989,
The authors present a new approach to the processor-sharing queue that allows the...
Notes on the stability of closed queueing networks
1989,
A new proof of the stability of closed Jackson-type queueing networks (with general...
Invariance principles in queueing theory
1989,
Several stochastic processes in queueing theory are based upon compound renewal...
On the busy period distribution of the M/G/2 queueing system
1989,
Equations are derived for the distribution of the busy period of the GI/G/2 queue. The...
On a decomposition result for a class of vacation queueing systems
1990,
The paper considers a single-server infinite-capacity queueing system with Poisson...
On remaining full busy periods of GI/G/c queues and their relation to stationary point processes
1990,
For a GI/G/ c queue, a full busy period is a period commencing when an arrival finds...
Joint simulation of backward and forward recurrence times in a renewal process
1989,
It is shown that, in a renewal process with inter-arrival distribution F, an...
Random sequential packing simulations in three dimensions for aligned cubes
1989,
This particular three-dimensional random packing limit problem is to determine the...
Monte Carlo simulation and large deviations theory for uniformly recurrent Markov chains
1990,
Importance sampling is a Monte Carlo simulation technique in which the simulation...
A characterization of Gumbel’s bivariate exponential and Lindley and Singpurwalla’s bivariate Lomax distributions
1989,
A bivariate exponential distribution due to Gumbel and a bivariate Lomax distribution...
Some new results on the subexponential class
1989,
A distribution function F on (0,•) belongs to the subexponential class 𝒮 if...
On uniform conditional stochastic order conditioned on planar regions
1990,
Sufficient conditions under which two random vectors are ordered in the sense of...
The distribution and moments of the number of components of a random function
1990,
A relatively simple formula is presented for the probability distribution of the...
A representation of a discrete distribution by its binomial moments
1990,
Let p k ,k≥0, be a probability distribution having finite binomial moments B r...
On a new characterization of the exponential distribution related to a queueing system with an unreliable server
1990,
In this paper the authors derive a new property of the exponential distribution,...
On the dependence structure of hitting times of multivariate processes
1989,
A direct approach to derive dependence properties among the hitting times of bivariate...
Stochastic models as functionals: Some remarks on the renewal case
1989,
The standard stochastic model of renewal theory is regarded as a functional which...
Infinite-dimensional stochastic difference equations for particle systems and network flows
1989,
Let V be a countably infinite set, and let { X n ,n=0,1,...} be random vectors in...
Multitype finite mean supercritical age-dependent branching processes
1989,
Let { Z ’ø(t)} be a multitype finite-mean supercritical (CMJ) process...
Autoregressive logistic processes
1989,
A stochastic model is presented which yields a stationary Markov process whose...
The hazard and vitality measures of ageing
1989,
A new measure of the ageing process called the vitality measure is introduced. It...
Modified Lindley process with replacement: Dynamic behavior, asymptotic decomposition and applications
1989,
The authors consider a discrete-time stochastic process { W n ,n≥0} governed by...
Some remarks on Brownian motion with drift
1989,
Certain limit theorems due to Berman involve the total time spent by Brownian motion...
Optimal strategies for discovering new species in continuous time
1989,
Consider a population of distinct species s j ,j∈J, members of which are selected...
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