Keyword: stochastic processes

Found 1442 papers in total
On the dynamics and performance of stochastic fluid systems
On the dynamics and performance of stochastic fluid systems
2000,
A (generalized) stochastic fluid system Q is defined as the one-dimensional Skorokhod...
A bulk input queueing system with batch gated service and multiple vacation policy
A bulk input queueing system with batch gated service and multiple vacation policy
2001,
This paper generalizes a popular class of a single-server bulk-input-batch-service...
Matrix-exponential distributions: Calculus and interpretations via flows
Matrix-exponential distributions: Calculus and interpretations via flows
2003,
By considering randomly stopped deterministic flow models, we develop an intuitively...
Recursive estimation for regression with infinite variance fractional ARIMA noise
Recursive estimation for regression with infinite variance fractional ARIMA noise
2001,
Recently, there has been a growing interest in modeling financial time series using...
The synchronization of Poisson processes and queueing networks with service and synchronization nodes
The synchronization of Poisson processes and queueing networks with service and synchronization nodes
2000,
This paper investigates the dynamics of a synchronization node in isolation, and of...
Unreliable production–inventory model with a two-phase Erlang demand arrival process
Unreliable production–inventory model with a two-phase Erlang demand arrival process
2002,
A production–inventory system is studied in which an unreliable machine is...
Generalized reliability bounds for coherent structures
Generalized reliability bounds for coherent structures
2000,
In this article we introduce generalizations of several well-known reliability bounds....
Interval models for target tracking algorithms
Interval models for target tracking algorithms
2001,
This paper presents a new set of models which utilize the target information implied...
Long-term dynamics of chromosomal instability in cancer: A transition probability model
Long-term dynamics of chromosomal instability in cancer: A transition probability model
2001,
A stochastic model of chromosomal instability has been previously developed which has...
Using a stochastic model to analyze the sequence of phenotypic changes in rat liver focal lesions
Using a stochastic model to analyze the sequence of phenotypic changes in rat liver focal lesions
2001,
It is undisputed that carcinogenesis is a multistage process leading from normal cells...
Modeling and analysis of the latent period of osteosarcomas induced by incorporated239Pu: The role of immune responses
Modeling and analysis of the latent period of osteosarcomas induced by incorporated239Pu: The role of immune responses
2001,
This paper considers the utility of a stochastic model of carcinogenesis, proposed...
Margrabe's option to exchange in a Paretian-stable subordinated market
Margrabe's option to exchange in a Paretian-stable subordinated market
2001,
This paper derives the formula for a European option to exchange one asset for another...
The GARCH-stable option pricing model
The GARCH-stable option pricing model
2001,
An option pricing model is developed based on a generalized autoregressive conditonal...
Stochastic modeling of carcinogenesis by state space models: A new approach
Stochastic modeling of carcinogenesis by state space models: A new approach
2001,
In this paper, we have developed some state space models for carcinogenesis involving...
Estimating distribution of the age of onset of detectable asymptomatic cancer
Estimating distribution of the age of onset of detectable asymptomatic cancer
2001,
In this paper, we develop a model and a deconvolution technique to estimate the...
Modeling the impact of imperfect HIV vaccines on the incidence of the infection
Modeling the impact of imperfect HIV vaccines on the incidence of the infection
2001,
One concern about HIV vaccine trials is that participants might develop a false sense...
Stochastic modelling of traffic flow
Stochastic modelling of traffic flow
2002,
This paper deals with a stochastic interpretation of experimental information related...
Software reliability growth modeling for distributed development environment: A stochastic differential equation approach and its numerical estimation
Software reliability growth modeling for distributed development environment: A stochastic differential equation approach and its numerical estimation
2001,
Many software systems have been produced under host-concentrated development...
A queueing model with input of Moving Picture Exports Group (MPEG) frame sequence and interfering traffic
A queueing model with input of Moving Picture Exports Group (MPEG) frame sequence and interfering traffic
2002,
We study a queueing system having a mixture of a special semi-Markov process (SSMP)...
Dynamic mobility management for cellular networks: A delayed renewal process approach
Dynamic mobility management for cellular networks: A delayed renewal process approach
2002,
Tracking mobile users in cellular wireless networks involves two basic functions:...
Stochastic conditional and unconditional warfare
Stochastic conditional and unconditional warfare
2002,
This article constructs a foundation for warfare at the individual level, where agents...
A simulation model for the Kwai Chung container terminals in Hong Kong
A simulation model for the Kwai Chung container terminals in Hong Kong
2002,
Although the trade recession has had a notable impact on Hong Kong's container port...
Sensitivity analysis of the probit-based stochastic user equilibrium assignment model
Sensitivity analysis of the probit-based stochastic user equilibrium assignment model
2002,
The probit-based stochastic user equilibrium (SUE) model has the advantage of being...
Route reoptimization's impact on delivery efficiency
Route reoptimization's impact on delivery efficiency
2002,
A drawback of daily reoptimization of delivery routes as a response tactic to randomly...
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