Journal: Journal of Applied Probability

Found 465 papers in total
A monotonicity result for the workload in Markov-modulated queues
A monotonicity result for the workload in Markov-modulated queues
1998,
We consider a single server queue where the arrival process is a Markov-modulated...
A relatively quick way to simulate local random processes on a lattice
A relatively quick way to simulate local random processes on a lattice
1998,
A class of Markov processes in continuous time, with local transition rules, acting on...
Partition structures and sufficient statistics
Partition structures and sufficient statistics
1998,
Is the Ewens distribution the only one-parameter family of partition structures where...
On convergence and extensions of size-biased permutations
On convergence and extensions of size-biased permutations
1998,
Size-biased permutation (SBP) is a random arrangement of frequencies of distinct...
Stochastic linearization: The theory
Stochastic linearization: The theory
1998,
Very little is known about the quantitative behaviour of dynamical systems with random...
Truncation approximations of invariant measures for Markov chains
Truncation approximations of invariant measures for Markov chains
1998,
Let P be the transition matrix of a positive recurrent Markov chain on the integers,...
Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
Hazard rate and reversed hazard rate monotonicities in continuous-time Markov chains
1998,
A continuous-time Markov chain on the non-negative integers is called skip-free to the...
Wald's equations, first passage times and moments of ladder variables in Markov random walks
Wald's equations, first passage times and moments of ladder variables in Markov random walks
1998,
Previous work in extending Wald's equations to Markov random walks involves finiteness...
Explicit sufficient invariants for an interacting particle system
Explicit sufficient invariants for an interacting particle system
1998,
We introduce a new class of interacting particle systems on a graph G . Suppose...
Applying POS(i) rules to communication problems
Applying POS(i) rules to communication problems
1998,
A spectrum of self-organizing rules including the move-to-front rule and the...
Optimal multivariate stopping rules
Optimal multivariate stopping rules
1998,
For fixed i let X (i) = (X 1 (i),…, X d (i)) be a d -dimensional random vector...
Negative binomial sums of random variables and discounted reward processes
Negative binomial sums of random variables and discounted reward processes
1998,
Given a sequence of random variables (rewards), the Haviv–Puterman differential...
A central limit theorem for conditionally centred random fields with an application to Markov fields
A central limit theorem for conditionally centred random fields with an application to Markov fields
1998,
We prove a central limit theorem for conditionally centred random fields, under a...
Inequalities for multinomial allocations with application to DNA fingerprinting
Inequalities for multinomial allocations with application to DNA fingerprinting
1998,
We consider an allocation of n balls into N cells according to probabilities p i ....
A minimax optimal stop rule in reliability checking
A minimax optimal stop rule in reliability checking
1998,
Consider a machine, which may or may not have a defect, and the probability q that...
Controlled Markov set-chains with discounting
Controlled Markov set-chains with discounting
1998,
In the framework of discounted Markov decision processes, we consider the case that...
First-passage-time densities and avoiding probabilities for birth-and-death processes with symmetric sample paths
First-passage-time densities and avoiding probabilities for birth-and-death processes with symmetric sample paths
1998,
For truncated birth-and-death processes with two absorbing or two reflecting...
Optimal and myopic search in a binary random vector
Optimal and myopic search in a binary random vector
1998,
Let X = (X 1 ,...,X n ) be a random binary vector, with a known joint distribution P ....
Globally convergent stochastic optimization with optimal asymptotic distribution
Globally convergent stochastic optimization with optimal asymptotic distribution
1998,
A stochastic gradient descent method is combined with a consistent auxiliary estimate...
On closed support T-invariants and the traffic equations
On closed support T-invariants and the traffic equations
1998,
The traffic equations are the basis for the exact analysis of product form queueing...
A comparison of the stationary distributions of GI/M/c/n and GI/M/c
A comparison of the stationary distributions of GI/M/c/n and GI/M/c
1998,
In this note, we compare the arrival and time stationary distributions of the number...
Exponential functionals of Brownian motion and disordered systems
Exponential functionals of Brownian motion and disordered systems
1998,
The paper deals with exponential functionals of the linear Brownian motion which arise...
Subexponential asymptotics of a Markov-modulated random walk with queueing applications
Subexponential asymptotics of a Markov-modulated random walk with queueing applications
1998,
Let {( X n , J n )} be a stationary Markov-modulated random walk on ℝ × E (...
Stochastic comparison of repairable systems by coupling
Stochastic comparison of repairable systems by coupling
1998,
Stochastic comparison results for replacement policies are shown in this paper using...
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