Results 21 to 30 of about 667 (163)
Compound Binomial Model with Batch Markovian Arrival Process [PDF]
Mathematical Problems in Engineering, 2020 A compound binomial model with batch Markovian arrival process was studied, and the specific definitions are introduced. We discussed the problem of ruin probabilities. Specially, the recursion formulas of the conditional finite-time ruin probability are obtained and the numerical algorithm of the conditional finite-time nonruin probability is proposed.
Fang Jin, Chengxun Wu, Hui Ou
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Moment characterization of matrix exponential and Markovian arrival processes [PDF]
Annals of Operations Research, 2007 The authors establish a relation between the various moments of a matrix exponential and Markovian processes. They present an algorithm to determine any moment and joint moment of the matrix exponential process based on a set of required low order moments. Following \textit{Q.-M. He} and \textit{H. Zhang} [Adv. Appl. Probab.
Levente Bodrog +2 more
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Delayed Capital Injections for a Risk Process with Markovian Arrivals [PDF]
Methodology and Computing in Applied Probability, 2020 AbstractIn this paper we propose a generalisation to the Markov Arrival Process (MAP) risk model, by allowing for a delayed receipt of required capital injections whenever the surplus of an insurance firm is negative. Delayed capital injections often appear in practice due to the time taken for administrative and processing purposes of the funds from a
A. S. Dibu +3 more
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International Journal of Applied Mathematics and Computer Science, 2016 A single-server queueing system with an infinite buffer is considered. The service of a customer is possible only in the presence of at least one unit of energy, and during the service the number of available units decreases by one.
Dudin Alexander +2 more
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IEEE Access, 2019 As various video services become popular, video streaming will dominate the mobile data traffic. The H.264 standard has been widely used for video compression.
Jianyu Cao +4 more
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Shock models under a Markovian arrival process
Mathematical and Computer Modelling, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rafael Pérez-Ocón +1 more
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Filtering and the EM-Algorithm for the Markovian Arrival Process [PDF]
Communications in Statistics - Theory and Methods, 2007 In this article, we deal with the so-called Markovian Arrival Process (MAP). An MAP is thought of as a partially observed Markov process, so that the Expectation-Maximization (EM) algorithm is a natural way to estimate its parameters. Then, nonlinear filters of basic statistics related to the MAP must be computed.
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Advanced Physics Research, EarlyView.A physics‐grounded framework based on decoherence timescales (τ_dec vs τ_func), Markovian validity, and falsifiability criteria is applied across molecular systems to distinguish where quantum effects are necessary, marginal, or irrelevant. The analysis integrates quantum chemistry, biological quantum mechanisms, and quantum computing under a unified ...
Sarfaraz K. Niazi
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EIGENVALUE EXPRESSION FOR A BATCH MARKOVIAN ARRIVAL PROCESS
Journal of the Operations Research Society of Japan, 1997 Summary: Consider a batch Markovian arrival process (BMAP) as the counting process of an underlying process representing the state of environment. Such a process is useful for representing correlated inputs for example. They are used both as a modeling tool and as a theoretical device to represent and approximate superposition of input processes and ...
Nishimura, Shoichi, Sato, Hajime
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Controlling Collective Quasiparticle Dynamics Beyond Decoherence in Topological Interfaces
Laser &Photonics Reviews, EarlyView.Gold nanoparticles placed above a deformed honeycomb plasmonic crystal couple to a chiral topological interface mode. The pseudospin‐split bands ψ+/ ψ− encode spin‐momentum locking, so emitters radiate directionally along the domain wall and share a common phase.
Fatemeh Davoodi
wiley +1 more source