Journal: Advances in Applied Probability

Found 243 papers in total
Symmetric queues with batch departures and their networks
Symmetric queues with batch departures and their networks
1996,
Batch departures arise in various applications of queues. In particular, such models...
Transient characteristics of an M/M/
Transient characteristics of an M/M/
1995,
Convergence results are given for transient characteristics of an M/M/ system such as...
Limit theorems for the time of completion of Johnson-Mehl tessellations
Limit theorems for the time of completion of Johnson-Mehl tessellations
1995,
Johnson-Mehl tessellations can be considered as the results of spatial birth-growth...
Epidemic models featuring behaviour change
Epidemic models featuring behaviour change
1995,
This paper considers a model for the spread of an epidemic in a closed population...
Bisexual branching diffusions
Bisexual branching diffusions
1995,
The authors study the limiting behaviour of large systems of two types of Brownian...
Sample mean based index policies with O(logn) regret for the multi-armed bandit problem
Sample mean based index policies with O(logn) regret for the multi-armed bandit problem
1995,
The paper considers a non-Bayesian infinite horizon version of the multi-armed bandit...
Large-deviation expressions for the distribution of first-passage coordinates
Large-deviation expressions for the distribution of first-passage coordinates
1995,
The paper considers the distribution of the free coordinates of a time of its first...
Markov population replacement processes
Markov population replacement processes
1995,
The paper considers a migration process whose singleton process is a time-dependent...
Event coupling and performance sensitivity analysis of generalized semi-Markov processes
Event coupling and performance sensitivity analysis of generalized semi-Markov processes
1995,
The paper studies a fundamental feature of the generalized semi-Markov processes...
A ratio limit theorem for (sub) Markov chains on with bounded jumps
A ratio limit theorem for (sub) Markov chains on with bounded jumps
1995,
The paper considers positive matrices Q , indexed by . Assume that there exists a...
Birth and death processes as projections of higher-dimensional poisson processes
Birth and death processes as projections of higher-dimensional poisson processes
1995,
Birth and death processes can be constructed as projections of higher-dimensional...
Likelihood ratio gradient estimation for stochastic recursions
Likelihood ratio gradient estimation for stochastic recursions
1995,
In this paper, the authors develop mathematical machinery for verifying that a broad...
Spectral analysis of M/G/1 and G/M/1 type Markov chains
Spectral analysis of M/G/1 and G/M/1 type Markov chains
1996,
When analyzing the equilibrium behavior of M/G/1 type Markov chains by transform...
Homogeneous Gaussian Markov processes on general lattices
Homogeneous Gaussian Markov processes on general lattices
1996,
A homogeneous Gaussian Markov lattice-process model has a regression coefficient that...
On evaluations and asymptotic approximations of first-passage-time probabilities
On evaluations and asymptotic approximations of first-passage-time probabilities
1996,
The series expansion for the solution of the integral equation for the...
Potentially unlimited variance reduction in importance sampling of Markov chains
Potentially unlimited variance reduction in importance sampling of Markov chains
1996,
The authors consider the application of importance sampling in steady-state...
On almost optimal priority rules for preemptive scheduling of stochastic jobs on parallel machines
On almost optimal priority rules for preemptive scheduling of stochastic jobs on parallel machines
1995,
The paper considers scheduling a batch of jobs with stochastic processing times on...
Probability metrics and recursive algorithms
Probability metrics and recursive algorithms
1995,
It is shown by means of several examples that probability metrics are a useful tool to...
On the transient behavior of the repairman problem
On the transient behavior of the repairman problem
1991,
The paper considers the repairman problem which corresponds to the finite population...
Analysis of finite-capacity polling systems
Analysis of finite-capacity polling systems
1991,
The paper considers a system of N finite-capacity queues attended by a single server...
Optimality of threshold policies in single-server queueing systems with server vacations
Optimality of threshold policies in single-server queueing systems with server vacations
1991,
In this paper the authors consider a class of single-server queueing systems with...
The mean waiting time in a G/G/m/•.
The mean waiting time in a G/G/m/•.
1991,
A single- or multiserver queue with working-conserving service discipline and a...
On the settling time of the congested GI/G/1 queue
On the settling time of the congested GI/G/1 queue
1990,
The paper analyzes a stable queue that starts operating at time with customers. First,...
On a continuum percolation model
On a continuum percolation model
1991,
Consider particles placed in space by a Poisson process. Pairs of particles are bonded...
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