Results 81 to 90 of about 10,348 (206)

Markov approximation of network traffic using hidden state models

Технічна інженерія
Markov approximation of non-Markovian traffic is an important method for analyzing the performance of telecommunication systems where the incoming data stream has a complex correlation structure.
P.E. Pustovoitov, V.O. Kompaniets
doaj   +1 more source

A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]

A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
core  

ANOMALY DETECTION USING MARKOV-MODULATED POISSON PROCESS FOR VIDEO SURVEILLANCE

, 2017
Video anomaly detection plays a critical role for intelligent video surveillance. We present on abnormal video event detection system that considers both spatial and temporal contexts. To characterize the video, we first perform the spatio-temporal video
S. Giriprasad, M. Reshma, A. Banu, V. Suganthi, Santhosh Kumar   +4 more
semanticscholar   +1 more source

Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection [PDF]

This paper provides an explicit construction of the Fleming-Viot process with viability selection in a Bayesian nonparametric framework, and derives its stationary distribution. The measure-valued diffusion is obtained as the infinite population limit of
Stephen G. Walker, Matteo Ruggiero
core  

Simulating the tail of the interference in a Poisson network model [PDF]

, 2013
Interference among simultaneous transmissions represents the main limitation factor for the capacity and connectivity of dense wireless networks. In this paper we provide efficient simulation laws for the tail of the interference in a simple wireless ad ...
Torrisi, G.L., G. L. Torrisi, Leonardi, Emilio   +2 more
core   +1 more source

Burst traffic: Congestion management and performance optimization strategies in heterogeneous cognitive radio networks

IET Communications
In order to solve the network congestion problem caused by burst service flows in heterogeneous cognitive radio networks (Het‐CRN), a two‐stage dual‐threshold random early detection (TD‐RED) control mechanism is proposed here.
Jie Yan, Bo Zhang, Shi Wang, Hao Lan, Xin Wang   +4 more
doaj   +1 more source

Distributions of Functionals of the two Parameter Poisson-Dirichlet Process [PDF]

The present paper provides exact expressions for the probability distribution of linear functionals of the two–parameter Poisson–Dirichlet process. Distributional results that follow from the application of an inversion formula for a (generalized) Cauchy–
Antonio Lijoi, Lancelot F. James, Igor Prünster   +2 more
core  

Spatial modelling of claim frequency and claim size in insurance [PDF]

, 2005
In this paper models for claim frequency and claim size in non-life insurance are considered. Both covariates and spatial random e ects are included allowing the modelling of a spatial dependency pattern.
Gschlößl, Susanne, Czado, Claudia
core   +1 more source

Departure processes from MAP/PH/1 queues

, 1999
A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
core  

A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process

International Journal of Systems Science
A Markov-modulated non-homogeneous Poisson process (MMNPP), whose intensity process is designed to capture both the cyclical and nonrecurring trends, is considered for modelling the total count of cyber incidents.
Yuying Li, R. Mamon
semanticscholar   +1 more source