Results 11 to 20 of about 49 (49)
Two parallel finite queues with simultaneous services and Markovian arrivals
International Journal of Stochastic Analysis, Volume 10, Issue 4, Page 383-405, 1997., 1997 In this paper, we consider a finite capacity single server queueing model with two buffers, A and B, of sizes K and N respectively. Messages arrive one at a time according to a Markovian arrival process. Messages that arrive at buffer A are of a different type from the messages that arrive at buffer B.
S. R. Chakravarthy, S. Thiagarajan
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Ornstein-Zernike Behaviour And Analyticity Of Shapes For Self-Avoiding Walks On Z^d [PDF]
, 1998 . We derive precise Ornstein-Zernike asymptotics for the decay of the two-point function in any direction of the simple self-avoiding walk on the integer lattice Z d in any dimension d 2 and for any super-critical value of the parameter fi ? fi c (d).
Ioffe, Dmitry, Dmitry Ioffe
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A discrete single server queue with Markovian arrivals and phase type group services
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 151-176, 1995., 1995 We consider a single‐server discrete queueing system in which arrivals occur according to a Markovian arrival process. Service is provided in groups of size no more than M customers. The service times are assumed to follow a discrete phase type distribution, whose representation may depend on the group size.
Attahiru Sule Alfa +2 more
wiley +1 more source
International Journal of Stochastic Analysis, Volume 8, Issue 3, Page 209-232, 1995., 1995 In this paper explicit formulas are given for the distribution functions and the moments of the local times of the Brownian motion, the reflecting Brownian motion, the Brownian meander, the Brownian bridge, the reflecting Brownian bridge and the Brownian excursion.
Lajos Takács
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A finite capacity queue with Markovian arrivals and two servers with group services
International Journal of Stochastic Analysis, Volume 7, Issue 2, Page 161-178, 1994., 1994 In this paper we consider a finite capacity queuing system in which arrivals are governed by a Markovian arrival process. The system is attended by two exponential servers, who offer services in groups of varying sizes. The service rates may depend on the number of customers in service.
S. Chakravarthy, Attahiru Sule Alfa
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International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 215-237, 1994., 1994 This paper, written in honor of the 70th birthday of Lajos Takács, addresses his life and work, and includes some personal observations and appreciation of his contributions. In particular, it includes a short biography, an informal discussion of some of his major research areas (queueing, fluctuations, waiting time processes, and random rooted trees),
Jewgeni H. Dshalalow, Ryszard Syski
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Problem of uniqueness in the renewal process generated by the uniform distribution
International Journal of Stochastic Analysis, Volume 5, Issue 4, Page 291-305, 1992., 1992 The renewal process generated by the uniform distribution, when interpreted as a transformation of the uniform distribution into a discrete distribution, gives rise to the question of uniqueness of the inverse image. The paper deals with a particular problem from the described domain, that arose in the construction of a complex stochastic test intended
D. Ugrin-Šparac
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Renewal characterization of Markov modulated Poisson processes
International Journal of Stochastic Analysis, Volume 2, Issue 1, Page 53-70, 1989., 1989 A Markov Modulated Poisson Process (MMPP) M(t) defined on a Markov chain J(t) is a pure jump process where jumps of M(t) occur according to a Poisson process with intensity λi whenever the Markov chain J(t) is in state i. M(t) is called strongly renewal (SR) if M(t) is a renewal process for an arbitrary initial probability vector of J(t) with full ...
Marcel F. Neuts +2 more
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The square‐wave spectral density of a stationary renewal process
International Journal of Stochastic Analysis, Volume 2, Issue 2, Page 117-130, 1989., 1989 The power spectral density of a random square wave is a promising tool in the qualitative study of stationary point processes. This is illustrated for renewal processes and their superpositions.
Marcel F. Neuts, H. Sitaraman
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Generalized Fractional Poisson Process and Related Stochastic Dynamics
, 2020 International audienceWe survey the 'generalized fractional Poisson process' (GFPP). The GFPP is a renewal process generalizing Laskin's fractional Poisson counting process and was first introduced by Cahoy and Polito.
Alejandro P. Riascos +3 more
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