Keyword: markov processes

Found 1372 papers in total
Dobrushin’s approach to queueing network theory
Dobrushin’s approach to queueing network theory
1996,
R.L. Dobrushin (1929-1995) made substantial contributions to Queing Network Theory...
On applications of excess level processes to (N,D)-policy bulk queueing systems
On applications of excess level processes to (N,D)-policy bulk queueing systems
1996,
The paper deals with queueing systems in which N- and D-policies are combined into...
Sojourn times
Sojourn times
1996,
Let { ω(u),u≥0} be a stochastic process with state space AℝB where A and...
Descriptors for point processses based on runs: The Markovian arrival process
Descriptors for point processses based on runs: The Markovian arrival process
1996,
This paper is part of a broader investigation of properties of a point process that...
The failure rate in reliability: Approximations and bounds
The failure rate in reliability: Approximations and bounds
1996,
The authors consider models typical to the area of reliability, and a failure rate...
Balls left empty by a critical branching Wiener process
Balls left empty by a critical branching Wiener process
1996,
At time t=0 we have a Poisson random field on ℝ’ d. Each particle executes...
Remarks on the life and research of Ronald Dobrushin
Remarks on the life and research of Ronald Dobrushin
1996,
The life and research work of Professor R.L. Dorbrshin (1929-1995) had a profound...
A lost sales inventory system with supply uncertainty
A lost sales inventory system with supply uncertainty
1997,
In this paper the authors analyze an environment dependent ( s,S) inventory system...
A storage model for data communication systems
A storage model for data communication systems
1995,
The authors consider a storage model where the input and demand are modulated by an...
Controlled and optimally controlled multiplexing systems: A numerical exploration
Controlled and optimally controlled multiplexing systems: A numerical exploration
1995,
Large controlled multiplexing systems are approximated by diffusion type processes...
Large deviations, the shape of the loss curve, and economies of scale in large multiplexers
Large deviations, the shape of the loss curve, and economies of scale in large multiplexers
1995,
The authors analyse the queue at a multiplexer with L inputs. They obtain a large...
A two-queue model with exhaustive and limited service disciplines
A two-queue model with exhaustive and limited service disciplines
1996,
This paper analyzes a single server model with two queues. The server serves customers...
Optimization of the transient and steady-state behavior of discrete event systems
Optimization of the transient and steady-state behavior of discrete event systems
1996,
The paper presents a general framework for applying simulation to optimize the...
Managing and reducing total cycle time: Models and analysis
Managing and reducing total cycle time: Models and analysis
1996,
Cycle time management and reduction (CTM) is the manufacturing philosophy that follows...
Stochastic lot-sizing: Solution and heuristic methods
Stochastic lot-sizing: Solution and heuristic methods
1996,
The authors consider a single item stochastic lot-sizing model motivated by a Dutch...
Flexible algorithm for direct multiple alignment of protein structures and sequences
Flexible algorithm for direct multiple alignment of protein structures and sequences
1994,
The recently described equivalence between the alignment of two proteins and a...
Comprehensive study on iterative algorithms of multiple sequence alignment
Comprehensive study on iterative algorithms of multiple sequence alignment
1995,
Multiple sequence alignment is an important problem in the biosciences. To date, most...
Approximations for the delay probability in the M/G/s queue
Approximations for the delay probability in the M/G/s queue
1995,
This paper develops approximations for the delay probability in an M/G/s queue. For...
An assignment problem for a parallel queueing system with two heterogeneous servers
An assignment problem for a parallel queueing system with two heterogeneous servers
1995,
In this paper, the authors consider an optimization problem for a parallel queueing...
General conditions for bounded relative error in simulations of highly reliable Markovian systems
General conditions for bounded relative error in simulations of highly reliable Markovian systems
1996,
The paper establishes a necessary condition for any importance sampling scheme to give...
Stochastic scheduling and forwards induction
Stochastic scheduling and forwards induction
1995,
The paper considers the problem ( J,¦) ) of allocating a single machine to the...
A study on the number of spare sectors in a hard disk
A study on the number of spare sectors in a hard disk
1996,
A hard disk has two failure modes: (1) failures of mechanical components and (2)...
Markov properties of cluster processes
Markov properties of cluster processes
1996,
The authors show that a Poisson cluster point process is a nearest-neighbour Markov...
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
1996,
This article describes inference for autoregressive fractionally integrated moving...
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