Found 97029 papers in total
The rate of convergence of the vector of variances and covariances in non-homogeneous Markov systems
1989,
The aims of this paper are twofold. The first is to study the rate of convergence of the sequence of...
NBUE and NWUE properties of increasing Markov processes
1989,
Consider a device that deteriorates in time according to an increasing Markov process so that it fails as...
Renewal characterization of Markov Modulated Poisson Processes
1989,
A Markov Modulated Poisson Process (MMPP) M(t) defined on a Markov chain J(t) is a pure jump process where...
Markov chains with quasitoeplitz transition matrix
1989,
This paper investigates a class of Markov chains which are frequently encountered in various applications...
The square-wave spectral density of a stationary renewal process
1989,
The power spectral density of a random square wave is a promising tool in the qualitative study of...
Markov chains with quasitoeplitz transition matrix: First zero hitting
1989,
This paper continues the investigation of Markov chains with a quasitoeplitz transition matrix. Generating...
A stochastic ordering and related sequential decision problems
1990,
For sequential stochastic decision problems on a partially observable Markov process, several properties...
On a Daley-Kendall model of random rumours
1990,
Suppose that a certain population consists of N individuals. One member initially learns a rumour from an...
Stationary distributions for piecewise-deterministic Markov processes
1990,
The paper shows that the problem of existence and uniqueness of stationary distributions for...
Laplace transform inversion and passage-time distributions on Markov processes
1990,
Products of the Laplace transforms of exponential distributions with different parameters are inverted to...
A construction for multi-modal processes and a potential memory device
1990,
It is shown that if parameters occurring linearly in the transition intensity of a Markov process are...
Characterization of phase-type distributions
1990,
A distribution with rational Laplace-Stieltjes transform is of phase type if and only if it is either the...
Phase-type representations for matrix-geometric solutions
1990,
This note re-examines the structured Markov chain { X k ,N k ;k=0,1,...} studied by Neuts. It shows that...
A Markov renewal approach to the Poisson disorder problem
1990,
In the Poisson disorder problem, a decision maker observes a Poisson process whose intensity changes at...
A branch-and-fathom algorithm for the long range process design problem
1990,
Several problems, including the long-range process design problem, have been formulated as a compatibility...
Circuit-switching networks with priorities on a one-dimensional lattice
1989,
The paper proves existence and uniqueness of a stationary regime for a model of a circuit-switching...
An adaptive parallel algorithm for analyzing activity networks
1990,
A parallel algorithm for analyzing activity networks is presented. The model of computation is a shared...
Tree-dependent extreme values: The exponential case
1990,
The length of the main channel in a river network is viewed as an extreme value statistic L on a randomly...
Stochastic networks and the extreme value distribution
1990,
This paper extends the extreme value theory to the problem of approximating the probability distribution...
Numerical solutions of minmaxmin problems
1988,
Minmaxmin problems with coupled variables and discontinuous functions are reducible under certain...
Sharp conditions for the oscillation of delay difference equations
1989,
Suppose that { p n } is a nonnegative sequence of real numbers and let k be a positive integer. We prove...
A sharp upper bound for discrete inequalities of Gronwall-Bellman type
1989,
A sharp upper bound is given for solutions of a discrete inequality of the Gronwall-Bellman type. The...
The use of unsmooth penalty functions in the regularization of unstable minimization problems
1987,
Unstable minimization problems with approximate initial data are solved by a method of regularization in...
The unconditional minimization of non-convex functions
1987,
The conditions for strong and monotonic convergence, geometrically, of the method of gradient descent for...
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