Results 71 to 80 of about 138 (124)

On Schur-convexity of expectation of weighted sum of random variables with applications

open access: yes, 2008
. We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights.
Holger Boche, Eduard, A. Jorswieck
core  

On using the first difference in Stein-Chen method

open access: yes, 1997
This paper investigates an alternative way of using the Stein-Chen method in Poisson approximations. There are three principal bounds stated in terms of reduced Palm probabilities for general point processes. The first two are for the accuracy of Poisson
Aihua Xia
core  

On Perfect Simulation of Markovian Queueing Networks with Blocking

open access: yes, 2002
Perfect simulation of a class of Markovian queueing networks with finite buffers is examined in this monograph. The network processes defined are modelled by restricted multivariate birth and death processes with intensities depending on a random ...
Mattsson, Dan
core   +1 more source

Generalized covariance inequalities

open access: yesOpen Mathematics, 2011
Matuła Przemysław, Ziemba Maciej
doaj   +1 more source

Multivariate order statistics based on dependent and nonidentically distributed random variables

open access: yes
In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived.
Barakat, H.M.
core  

Bounds For A Class Of Stochastic Recursive Equations

open access: yes, 1999
In this note we develop a framework for computing upper and lower bounds of an exponential form for a class of stochastic recursive equations with uniformly recurrent Markov modulated inputs.
Don Towsley, Zhen Liu, Philippe Nain
core  

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