Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching [PDF]
The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching.
Yuan, Chenggui +4 more
core +2 more sources
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
This paper analyzes a single-server queueing system with infinite capacity, where arrivals follow a Markovian arrival process and service and repair times are modeled by phase-type distributions.
G. Archana Alias Gurulakshmi +4 more
doaj +1 more source
Spatial Synchronous Markovian Arrival Orocess (Spatial SynchMAP)
This paper introduces and analyzes the Spatial Synchronous Markovian Arrival Process (Spatial SynchMAP), a novel extension of classical Markovian arrival processes that simultaneously captures temporal dynamics through a finite state space {1, ...,K ...
Dinata Syalam Ali Wira
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 +2 more
core
Reliability and performance modeling of an M[X]/G(a,b)/1 retrial queue with re-service and Balking behavior under working vacation policy. [PDF]
S S, S N.
europepmc +1 more source
Output stream analysis in a queueing model with working vacation mechanism as a power reduction strategy. [PDF]
Kobielnik M, Kempa WM.
europepmc +1 more source
Flips reveal the universal impact of memory on random explorations. [PDF]
Brémont J +4 more
europepmc +1 more source
Departure Process of Actively Managed Queue with Dependent Job Sizes. [PDF]
Chydzinski A.
europepmc +1 more source
SVDHLA: symmetric variable depth hybrid learning automaton and its application. [PDF]
Nikhalat-Jahromi A +2 more
europepmc +1 more source

