Journal: Journal of Applied Probability

Found 465 papers in total
Large deviations for departures from a shared buffer
1997,
In this paper we describe how the joint large deviation properties of traffic streams...
A stationary Poisson departure process from a minimally delayed infinite server queue with non-stationary Poisson arrivals
1997,
The points of a non-stationary Poisson process with periodic intensity are...
An M/G/1 queue with multiple types of feedback and gated vacations
1997,
This paper considers a single-server queue with Poisson arrivals and multiple customer...
Sengupta's invariant relationship and its application to waiting time inference
1997,
This paper presents a new proof of Sengupta's invariant relationship between virtual...
On a property of a refusals stream
1997,
This paper consists of two parts. The first part provides a more elementary proof of...
Asymptotic stationarity of queueing processes
1997,
We show that if an input process ζ to a queue is asymptotic stationary in some...
Convergence rate for the distributions of GI/M/1/n and M/GI/1/n as n tends to infinity
1997,
In this note, we compare the arrival and time stationary distributions of the number...
M/M/∞ transience revisited
1997,
We take a fresh look at some transient characteristics of an M/M/ ∞ queue,...
A product-form ‘loss network’ with a form of queueing
1997,
We show that a form of queueing can be introduced into the standard fixed-routing loss...
Bias optimality in controlled queueing systems
1998,
This paper studies an admission control M/M/ 1 queueing system. It shows that the only...
A result on networks of queues with customer coalescence and state-dependent signaling
1998,
In this paper we consider a network of queues with batch services, customer...
Continued fraction analysis of the duration of an excursion in an M/M/∞ system
1998,
We show in this paper how the Laplace transform θ* of the duration θ...
Characterization of life distributions under some generalized stochastic orderings
1997,
In this paper we investigate the characterizations of life distributions under four...
A note on stochastic ordering of order statistics
1997,
A necessary and sufficient condition is obtained for a Poisson binomial random...
On the inverse of the first hitting time problem for bidimensional processes
1997,
Bidimensional processes defined by dx(t) = ρ(x,y)dt and dy(t) = m(x,y)dt +...
First-passage-time densities for time-non-homogeneous diffusion processes
1997,
In this paper we study a Volterra integral equation of the second kind, including two...
Average case behavior of random search for the maximum
1997,
This paper is a study of the error in approximating the global maximum of a Brownian...
Extremes for shot noise processes with heavy tailed amplitudes
1997,
Extreme value results for a class of shot noise processes with heavy tailed amplitudes...
A power-law model and other models for long-range dependence
1997,
It is becoming increasingly recognized that some long series of data can be adequately...
Detailed probabilistic analysis of the integrated three-valued telegraph signal
1997,
In this paper the integrated three-valued telegraph process X = X(t), t ≧ 0 is...
Limit theorems for the total size of a spatial epidemic
1997,
We study the long-term behaviour of a sequence of multitype general stochastic...
Coherent structures and unimodality
1997,
This paper is concerned with the preservation of unimodality under coherent structures...
Stochastic comparison of point random fields
1997,
We give an alternative proof of a point-process version of the...
Two chain-transformations and their applications to quantiles
1997,
We describe two chain-transformations which explain and extend identities for order...
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