Results 71 to 80 of about 10,720,791 (210)
On the Queue Length Distribution in BMAP Systems
Journal of Communications Software and Systems, 2006 Batch Markovian Arrival Process – BMAP – is a teletraffic model which combines high ability to imitate complexstatistical behaviour of network traces with relative simplicity in analysis and simulation.
Andrzej Chydzinski
doaj
Profiling the sleep architecture of ageing adults using a seven‐state continuous‐time Markov model
Journal of Sleep Research, Volume 34, Issue 2, April 2025.Summary Sleep is a complex biological process regulated by networks of neurons and environmental factors. As one falls asleep, neurotransmitters from sleep–wake regulating neurones work in synergy to control the switching of different sleep states throughout the night. As sleep disorders or underlying neuropathology can manifest as irregular switching,
Jonathon Jacobs +3 more
wiley +1 more source
Non-identifiability of the two state Markovian Arrival process [PDF]
In this paper we consider the problem of identifiability of the two-state Markovian Arrival process (MAP2). In particular, we show that the MAP2 is not identifiable and conditions are given under which two different sets of parameters, induce identical ...
Michael P. Wiper +2 more
core
Stability criteria for controlled queueing networks [PDF]
, 2006 We give criteria for the stability of a very general queueing model under different levels of control. A complete classification of stability (or positive recurrence), transience and null-recurrence is presented for the two queue model. The stability and
Müller, Lisa Johanna
core
Analysis of single server repairable queueing system with many kinds of service, single working vacation and standby server [PDF]
Yugoslav Journal of Operations ResearchWe consider a single server queueing model in which the customers arrive according to a Markovian Arrival Process (MAP). We modeled this queueing system with many kinds of service where the customers can choose any kind from the server.
Baby Saroja K., Suvitha V.
doaj +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
On identifiability of MAP processes [PDF]
Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs.
Michael P. Wiper +2 more
core
Fitting second-order acyclic Marked Markovian Arrival Processes
2013 43rd Annual IEEE/IFIP International Conference on Dependable Systems and Networks (DSN), 2013 Markovian Arrival Processes (MAPs) are a tractable class of point-processes useful to model correlated time series, such as those commonly found in network traces and system logs used in performance analysis and reliability evaluation. Marked MAPs (MMAPs) generalize MAPs by further allowing the modeling of multi-class traces, possibly with cross ...
SANSOTTERA, ANDREA +2 more
openaire +4 more sources
Never, Ever Getting Started: On Prospect Theory Without Commitment
Mathematical Finance, EarlyView.ABSTRACT Prospect theory is arguably the most prominent alternative to expected utility theory. We study the investment or gambling behavior of a prospect theory decision maker who is aware of his time‐inconsistency but lacks commitment. For the empirically relevant prospect theory specifications, we obtain the extreme prediction that such a decision ...
Sebastian Ebert, Philipp Strack
wiley +1 more source
Time-dependent analysis of virtual waiting time behaviour in discrete time queues [PDF]
, 2005 Discrete time queueing models have been shown previously to be of practical use for modelling the approximate time-dependent behaviour of queue length in systems of the form M(t)/G/c.
Wall, A, Worthington, D J
core +3 more sources