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Stationary Distributions of Flows in Jackson Networks
Mathematics of Operations Research, 1981This paper analyzes several queueing systems with feedback. We obtain the stationary distribution of the interinput, interoutput and inter feedback times for a M/M/1 queue with feedback. Then we show the equality of the distributions of the interinput times and interoutput times for any queue in a general Jackson network.
Jacques Labetoulle +2 more
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IS THE DISTRIBUTION OF BETAS STATIONARY?
Journal of Financial Research, 1990AbstractThe stationarity of the beta distribution for 1926–1985 is rejected for the entire period as a single sample. However, results for pairs of five‐year estimation periods are more consistent with stationarity. Over all possible pairs of five‐year periods, stationarity in the pair‐wise tests is rejected more often than expected merely by chance ...
Robert W. Kolb, Ricardo J. Rodriguez
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On the Stationary Distribution
2017For the continuous time Markov processes we are concentrating on now, there is a unique stationary distribution \(\rho \) which is reached exponentially fast in time and uniformly so over all initial conditions.
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The Stationary Distribution of a Stochastic Clearing Process
Operations Research, 1981This research grew out of an investigation of utilization in capacity expansion. The utilization at any time is the demand divided by the capacity. When there is uncertainty about the evolution of demand, it is appropriate to model the demand as a stochastic process, and thus the utilization also becomes a stochastic process.
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Stationary distribution of absolute autoregression
Kybernetika, 2005Summary: A procedure for the computation of the stationary density of the absolute autoregression (AAR) model driven by white noise with symmetrical density is described. This method is used for deriving explicit formulas for the stationary distribution and further characteristics of AAR models with given distribution of white noise.
Jirí Andel, Pavel Ranocha
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Sensitivity of the Stationary Distribution of a Markov Chain
SIAM Journal on Matrix Analysis and Applications, 1994This paper considers the converse of the following statement: if the transition matrix of an irreducible Markov chain of moderate size has a subdominant eigenvalue which is close to 1, then the chain is ill- conditioned in the sense that there are stationary probabilities which are sensitive to perturbations in the transition probabilities.
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On the continuity of the stationary state distribution of DPCM
IEEE Transactions on Information Theory, 1990Continuity and singularity properties of the stationary state distribution of differential pulse code modulation (DPCM) are explored. Two-level DPCM (i.e. delta modulation) operating on a first-order autoregressive source is considered, and it is shown that, when the magnitude of the DPCM prediction coefficient is between zero and one-half, the ...
Morteza Naraghi-Pour, David L. Neuhoff
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Stationary distribution of population size inTribolium
Bulletin of Mathematical Biology, 1989zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Peters, Craig Steven +2 more
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Stationary Distributions in Inventory Control Models
Cybernetics and Systems Analysis, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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AUTOREGRESSIVE PROCESSES WITH NORMAL STATIONARY DISTRIBUTIONS
Journal of Time Series Analysis, 1989Abstract. For the strictly stationary AR(k) process Zt=Λ(Zt‐1) +αt, with Λ:Rk→R, Zt‐1= [Zt‐1, Zt‐2,…,Zt‐k] and {αt} an independent identically distributed white noise process, we partially characterize the Λ for which the stationary distribution of Zt is normal.
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