Results 51 to 60 of about 461 (78)

Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes

, 2004
Motivated by a risk process with positive and negative premium rates, we consider a real-valued Markov additive process with finitely many background states.
Miyazawa, Masakiyo
core   +2 more sources

Characteristic function of the positive part of a random variable and related results, with applications

, 2015
Let $X$ be an arbitrary real-valued random variable (r.v.), with the characteristic function (c.f.) $f$. Integral expressions for the c.f.\ of the r.v.'s $\max(0,X)$ in terms of $f$ are given, as well as other related results.
Pinelis, Iosif
core   +1 more source

Efficient estimation of blocking probabilities in non-stationary loss networks [PDF]

, 2002
This paper considers estimation of blocking probabilities in a nonstationary loss network. Invoking the so called MOL (Modified Offered Load) approximation, the problem is transformed into one requiring the solution of blocking probabilities in a ...
Boucherie, R.J., Lassila, P.
core   +1 more source

Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions

, 2017
In this paper, we develop a numerical approach based on Chaos expansions to analyze the sensitivity and the propagation of epistemic uncertainty through a queueing systems with breakdowns.
Abbas, Karim, Bachi, Katia, Chauvière, Cédric, Djellout, Hacène   +3 more
core  

Simulation of queueing systems with many stations and of queueing networks using copulas [PDF]

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free
Ciuiu, Daniel
core   +1 more source

RESTLESS BANDIT MARGINAL PRODUCTIVITY INDICES II: MULTIPROJECT CASE AND SCHEDULING A MULTICLASS MAKE-TO-ORDER/-STOCK M/G/1 QUEUE [PDF]

This paper develops a framework based on convex optimization and economic ideas to formulate and solve approximately a rich class of dynamic and stochastic resource allocation problems, fitting in a generic discrete-state multi-project restless bandit ...
José Niño-Mora
core  

Exploring non-Markovian dynamics: Stochastic analysis of a single-server retrial queue with recurrent clients and balking behavior under extended Bernoulli vacations. [PDF]

Heliyon
J K, Mc S.
europepmc   +1 more source

Unreliable M ^[X]/G(P1,P2)/1 feedback retrial queues with combined working vacation. [PDF]

Heliyon
S B, M C S.
europepmc   +1 more source