Results 61 to 70 of about 11,394,808 (84)

Analyzing the finite buffer batch arrival queue under Markovian service process: GI X /MSP/1/N

General independent arrival, Batch arrival, Finite buffer, Queue, Markovian service process, 60K25, 90B22,
U. Gupta, A. Banik
core   +1 more source

Markov chains with marked transitions

Several useful point processes such as the Markovian arrival process, the input and departure processes of finite-capacity Markovian queues, and various models for counters and biological phenomena are obtained by considering Markov chains with marked ...
He, Qi-Ming, Neuts, Marcel F.
core  

Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]

, 2010
Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
core  

Finite dimensional Markovian realizations for stochastic volatility forward rate models [PDF]

We consider forward rate rate models of HJM type, as well as more general infinite dimensional SDEs, where the volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process.
Björk, Tomas, Svensson, Lars, Landén, Camilla   +2 more
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Complex multi-state systems modelled through marked Markovian arrival processes

European Journal of Operational Research, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Juan Eloy Ruiz-Castro
openaire   +4 more sources

Double-sided queues with marked Markovian arrival processes and abandonment

Stochastic Models, 2021
In this paper, we study a double-sided queueing model with marked Markovian arrival processes and finite discrete abandonment times. We apply the theory of multi-layer Markov modulated fluid flow (MMFF) processes to analyze the queueing model.
Qi-Ming He
exaly   +2 more sources

Double-sided queues with marked Markovian arrival processes and abandonment

Stochastic Models, 2020
In this paper, we study a double-sided queueing model with marked Markovian arrival processes and finite discrete abandonment times.
Haoran Wu, Qi-Ming He
openaire   +1 more source

Marked point processes as limits of Markovian arrival streams

Journal of Applied Probability, 1993
A Markovian arrival stream is a marked point process generated by the state transitions of a given Markovian environmental process and Poisson arrival rates depending on the environment. It is shown that to a given marked point process there is a sequence of such Markovian arrival streams with the property that as m →∞.
Asmussen, Søren, Koole, Ger
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A multiple warm standby repairable system under N-policy with multiple vacations following Markovian arrival process

Communications in Statistics - Theory and Methods, 2020
Baoliang Liu, Yanqing Wen, Shugui Kang   +2 more
exaly  

Replacement policy in a system under shocks following a Markovian arrival process

Reliability Engineering and System Safety, 2009
Montoro-Cazorla Delia, Rafael Perez Ocon   +1 more
exaly