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
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
Mitigating long queues and waiting times with service resetting. [PDF]
Bonomo OL, Pal A, Reuveni S.
europepmc +1 more source
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
To increase or to decrease the price? Managing public transport queues during COVID-19 in the presence of strategic commuters. [PDF]
Srivatsa Srinivas S.
europepmc +1 more source
LSTM Network Integrated with Particle Filter for Predicting the Bus Passenger Traffic. [PDF]
Vidya GS, Hari VS.
europepmc +1 more source
Superinfection and the hypnozoite reservoir for Plasmodium vivax: a multitype branching process approximation. [PDF]
Mehra S, Taylor PG.
europepmc +1 more source
Higher-Order Markov Model-Based Analysis of Reinforcement Learning in 6G Mobile Retrial Queueing Systems. [PDF]
Talbi D, Gal Z.
europepmc +1 more source
Real-time healthcare staffing optimization using fuzzy logic and genetic algorithm. [PDF]
Saini B, Saini DK.
europepmc +1 more source

