Results 91 to 100 of about 11,571 (197)

Α new mixed δ-shock model with a change in shock distribution. [PDF]

Top (Berl), 2022
Chadjiconstantinidis S, Tuncel A, Eryilmaz S.   +2 more
europepmc   +1 more source

Efficient pricing options under regime switching [PDF]

In the paper, we propose two new efficient methods for pricing barrier option in wide classes of Lévy processes with/without regime switching. Both methods are based on the numerical Laplace transform inversion formulae and the Fast Wiener-Hopf ...
Oleg Kudryavtsev
core  

Sojourn Time Analysis of a Single-Server Queue with Single- and Batch-Service Customers

Mathematics
There are various types of sharing economy services, such as ride-sharing and shared-taxi rides. Motivated by these services, we consider a single-server queue in which customers probabilistically select the type of service, that is, the single service ...
Yusei Koyama, Ayane Nakamura, Tuan Phung-Duc   +2 more
doaj   +1 more source

Count and Teletraffic Analysis of G/M/1 Queueing Systems With Log-Normal Interarrival Time of Bursty IoT Traffic

IEEE Access
In this paper, both performance analysis of finite and infinite buffer G/M/1 queueing systems and count analysis using Log-Normally distributed interarrival times to model highly variable Internet of Things (IoT) traffic are addressed. These mathematical
Sandra Lirio Castellanos-Lopez, Felipe A. Cruz-Perez, Mario Eduardo Rivero-Angeles, Genaro Hernandez-Valdez   +3 more
doaj   +1 more source

Laplace-Stieltjes Transform and its Asymptotic Expansion

International Journal For Multidisciplinary Research
In this paper we will present the Laplace-Stieltjes transform and its asymptotic expansion.Asymptotic Transforms which comes to further improvement the extension of the Laplace-Stieltjes Transforms to all locally integrable function as proposed by Watson's Lemma.
openaire   +1 more source

Inter-Departure Time Correlations in PH/G/1 Queues

Mathematics
In non-Markovian tandem queueing networks the output process of one site, which is the input process to the next site, is not renewal. Consequently, the correlation analysis of that output processes is essential when studying such networks. A correlation
Ruth Sagron, Uri Yechiali
doaj   +1 more source

Transformada de Laplace: algumas aplicações [PDF]

, 2011
TCCP (especialização) - Universidade Federal de Santa Catarina. Programa de Pós-Graduação em Matemática.Equações que envolvem funções e suas derivadas são ditas diferenciais.
Pacheco, Antonio Luiz Schalata
core  

The accurate numerical inversion of laplace transforms

, 1976
Inversion of almost arbitrary Laplace transforms is effected by trapezoidal integration along a special contour. The number n of points to be used is one of several parameters, in most cases yielding absolute errors of order 10-7 for n = 10, 10-11 for n
Tablot, A
core  

Heat kernels of the discrete Laguerre operators. [PDF]

Lett Math Phys, 2021
Kostenko A.
europepmc   +1 more source

Continued fractions which correspond to two series expansions and the strong Hamburger moment problem

, 2012
Just as the denominator polynomials of a J-fraction are orthogonal polynomials with respect to some moment functional, the denominator polynomials of an M-fraction are shown to satisfy a skew orthogonality relation with respect to a stronger moment ...
Sri Ranga, A.
core