Journal: Journal of Applied Probability

Found 465 papers in total
On renewal processes relating to counter models: The cases of phase-type interarrival times
On renewal processes relating to counter models: The cases of phase-type interarrival times
1993,
The Type I and Type II counter models of Pyke have many applications in applied...
Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators
Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators
1992,
The work is concerned with the first-order linear autoregressive process which has a...
Limit distributions for compounded sums of extreme order statistics
Limit distributions for compounded sums of extreme order statistics
1992,
Let be the order statistics of the first elements from a sequence of independent...
Some characterizations of the Poisson process and geometric renewal process
Some characterizations of the Poisson process and geometric renewal process
1993,
Let and denote the residual life at t and current life at t , respectively, of a...
On the total heights of random rooted trees
On the total heights of random rooted trees
1992,
Denote by S n the set of all distinct rooted trees with n labeled vertices. Define...
A note on a one-compartment model with clustering
A note on a one-compartment model with clustering
1992,
The classical one-compartment model with no input or pure death process is shown to be...
Dependence structure of Poisson-paced records
Dependence structure of Poisson-paced records
1992,
Let Y 0 ,Y 1 ,Y 2 ,... be an i.i.d. sequence of random variables with absolutely...
Bounds for discounted stochastic scheduling problems
Bounds for discounted stochastic scheduling problems
1991,
Suppose that ; is a policy for resource allocation in a stochastic environment and...
Markov chains and generalized continued fractions
Markov chains and generalized continued fractions
1992,
This paper deals with a class of discrete-time Markov chains for which the invariant...
Approximating kth-order two-state Markov chains
Approximating kth-order two-state Markov chains
1992,
This paper, considers k th-order two-state Markov chains { X i } with stationary...
Steady-state Markov chain models for the Heine and Euler distributions
Steady-state Markov chain models for the Heine and Euler distributions
1992,
The paper puts forward steady-state Markov chain models for the Heine and Euler...
New models for Markov random fields
New models for Markov random fields
1992,
The Hammersley-Clifford theorem gives the form that the joint probability density (or...
Coefficients of ergodicity for stochastically monotone Markov chains
Coefficients of ergodicity for stochastically monotone Markov chains
1992,
In this paper the authors show that to each distance d defined on the finite state...
Stochastic comparisons of density profiles for the road-hog process
Stochastic comparisons of density profiles for the road-hog process
1991,
The paper considers the asymmetric simple exclusion process which starts from a...
Stationary increments of accumulation processes in queues and generalized semi-Markov schemes
Stationary increments of accumulation processes in queues and generalized semi-Markov schemes
1991,
Let T x be the length of time to accumulate x units of a resource. In queueing, the...
Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem
Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem
1991,
In this paper the authors find the waiting time distribution in the transient domain...
Rare events of series of queues
Rare events of series of queues
1992,
In an ergodic network of K M/M/1 queues in series the paper considers the rate event...
The MacLaurin series for the GI/G/1 queue
The MacLaurin series for the GI/G/1 queue
1992,
The authors derive the MacLaurin series for the moments of the system time and the...
Extremal properties of the shortest/longest non-full queue policies in finite-capacity systems with state-dependent service rates
Extremal properties of the shortest/longest non-full queue policies in finite-capacity systems with state-dependent service rates
1993,
The authors consider the problem of routing jobs to parallel queues with identical...
Useful martingales for stochastic storage processes with Lévy input
Useful martingales for stochastic storage processes with Lévy input
1992,
The authors apply the general theory of stochastic integration to identify a...
On the serial correlation for number in system in the stationary GI/M/1 bulk arrival and GI/Em/1 queues
On the serial correlation for number in system in the stationary GI/M/1 bulk arrival and GI/Em/1 queues
1992,
The generating functions for the serial covariances for number in system in the...
Time-dependent process of M/G/1 vacation models with exhaustive service
Time-dependent process of M/G/1 vacation models with exhaustive service
1992,
Generalized M/G/1 vacation systems with exhaustive service include multiple and single...
On the system queue length distributions of LCFS-P queues with arbitrary acceptance and restarting policies
On the system queue length distributions of LCFS-P queues with arbitrary acceptance and restarting policies
1992,
Shanthikumar and Sumita proved that the stationary system queue length distribution...
An insensitivity property of ladder height distributions
An insensitivity property of ladder height distributions
1992,
This paper considers the undershoot of a general continuous-time risk process with...
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