Keyword: stochastic processes

Found 1442 papers in total
Multivariate convex orderings, dependence, and stochastic equality
Multivariate convex orderings, dependence, and stochastic equality
1998,
We consider the convex ordering for random vectors and some weaker versions of it,...
A stationary Poisson departure process from a minimally delayed infinite server queue with non-stationary Poisson arrivals
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...
Characterization of life distributions under some generalized stochastic orderings
Characterization of life distributions under some generalized stochastic orderings
1997,
In this paper we investigate the characterizations of life distributions under four...
Stationary time series models with exponential dispersion model margins
Stationary time series models with exponential dispersion model margins
1998,
We consider a class of stationary infinite-order moving average processes with margins...
An algorithm for computing the fundamental matrix of a Markov chain
An algorithm for computing the fundamental matrix of a Markov chain
1997,
A stable algorithm for computing the fundamental matrix ( I–Q ) –1 of a...
Dependent-chance programming: A class of stochastic optimization
Dependent-chance programming: A class of stochastic optimization
1997,
This paper provides a theoretical framework of dependent-chance programming, as well...
A batch means methodology for estimation of a nonlinear function of a steady-state mean
A batch means methodology for estimation of a nonlinear function of a steady-state mean
1997,
We study the estimation of steady-state performance measures from an ℛ d -valued...
Large-sample results for batch means
Large-sample results for batch means
1997,
In analyzing the output process generated by a steady-state simulation, we often seek...
A stochastic model for performance evaluation of main memory resident database systems
A stochastic model for performance evaluation of main memory resident database systems
1995,
With the rapid evolution in the computer industry where memory chips of increasing...
Mechanical models for cell movement – locomotion, translocation, migration
Mechanical models for cell movement – locomotion, translocation, migration
1997,
This paper provides a detailed stochastic analysis of leucocyte cell movement based on...
A renewal reward approximation for the variance of electric power production costs
A renewal reward approximation for the variance of electric power production costs
1997,
The cost of producing electric power over a specified study horizon is a random...
Tractable (Q, R) heuristic models for constrained service levels
Tractable (Q, R) heuristic models for constrained service levels
1997,
The fill rate (the proportion of demand that is satisfied from stock) is a viable...
The optimal warranty servicing for repairable products with phase-type lifetime distributions
The optimal warranty servicing for repairable products with phase-type lifetime distributions
1997,
This paper considers warranty servicing for repairable products when product lifetimes...
Accurate estimation of travel times from single-loop detectors
Accurate estimation of travel times from single-loop detectors
1998,
As advanced traveler information systems become increasingly prevalent the importance...
Bounds and approximations for overheads in the time to join parallel forks
Bounds and approximations for overheads in the time to join parallel forks
1995,
This paper studies the effects of overheads in massively parallel processing. The...
Manufacturing lead times, system utilization rates and lead-time-related demand
Manufacturing lead times, system utilization rates and lead-time-related demand
1996,
This paper presents a model to study manufacturing lead time planning problems for...
A new scenario decomposition method for large-scale stochastic optimization
A new scenario decomposition method for large-scale stochastic optimization
1995,
A novel parallel decomposition algorithm is developed for large, multistage stochastic...
A stochastic approximation algorithm with varying bounds
A stochastic approximation algorithm with varying bounds
1995,
Many optimization problems that are intractable with conventional approaches will...
Parallel service with vacations
Parallel service with vacations
1995,
We study a system with unlimited service potential where all service requests are...
Experimental evaluation of a procedure for estimating nonhomogeneous Poisson processes having cyclic behavior
Experimental evaluation of a procedure for estimating nonhomogeneous Poisson processes having cyclic behavior
1994,
This paper summarizes an experimental evaluation of a procedure for estimating a...
Lost sizing with random yields: A review
Lost sizing with random yields: A review
1995,
This paper reviews the literature on quantitatively oriented approaches for...
Simulated annealing with time-dependent energy function via Sobolev inequalities
Simulated annealing with time-dependent energy function via Sobolev inequalities
1996,
We analyze the simulated annealing algorithm with an energy function U t that depends...
Stochastic Modeling: Analysis and Simulation
Stochastic Modeling: Analysis and Simulation
1997,
A global optimization algorithm based on the new filled function method and the genetic algorithm
A global optimization algorithm based on the new filled function method and the genetic algorithm
1996,
An efficient and reliable optimization algorithm is proposed by combining the...
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