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A matrix geometric solution of a multi-server queue with waiting servers and customers’ impatience under variant working vacation and vacation interruption [PDF]

open access: yesYugoslav Journal of Operations Research, 2023
This paper deals with a M/M/c queueing system with waiting servers, balking, reneging, and K-variant working vacations subjected to Bernoulli schedule vacation interruption.
Ziad Ines   +4 more
doaj   +1 more source

Local linear modelling of the conditional distribution function for functional ergodic data

open access: yesMathematical Modelling and Analysis, 2022
The focus of functional data analysis has been mostly on independent functional observations. It is therefore hoped that the present contribution will provide an informative account of a useful approach that merges the ideas of the ergodic theory and ...
Somia Ayad   +3 more
doaj   +1 more source

Local linear approach: Conditional density estimate for functional and censored data

open access: yesDemonstratio Mathematica, 2022
Let YY be a random real response, which is subject to right censoring by another random variable CC. In this paper, we study the nonparametric local linear estimation of the conditional density of a scalar response variable and when the covariable takes ...
Benkhaled Abdelkader, Madani Fethi
doaj   +1 more source

Challenges of integrated variance estimation in emerging stock markets [PDF]

open access: yesZbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019
Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
doaj   +1 more source

A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives

open access: yesMathematics, 2021
Stochastic processes are employed in this paper to capture the evolution of daily mean temperatures, with the goal of pricing temperature-based weather options.
Alessio Giorgini   +2 more
doaj   +1 more source

On impatience in M/M/1/N/DWV queue with vacation interruption

open access: yesCroatian Operational Research Review, 2020
In this paper, we establish a cost optimization analysis for an M/M/1/N queuing system with differentiated working vacations, Bernoulli schedule vacation interruption, balking and reneging. Once the system is empty, the server waits a random amount of
Amina Angelika Bouchentouf   +2 more
doaj   +1 more source

Modeling and Analysis of BDS-2 and BDS-3 Combined Precise Time and Frequency Transfer Considering Stochastic Models of Inter-System Bias

open access: yesRemote Sensing, 2021
BeiDou global navigation satellite system (BDS) began to provide positioning, navigation, and timing (PNT) services to global users officially on 31 July, 2020. BDS constellations consist of regional (BDS-2) and global navigation satellites (BDS-3).
Guoqiang Jiao   +6 more
doaj   +1 more source

Stochastic semiclassical cosmological models [PDF]

open access: yes, 1997
We consider the classical stochastic fluctuations of spacetime geometry induced by quantum fluctuations of massless non-conformal matter fields in the Early Universe.
A. A. Starobinsky   +59 more
core   +2 more sources

Stochastic models of kleptoparasitism [PDF]

open access: yes, 2007
In this paper, we consider a model of kleptoparasitism amongst a small group of individuals, where the state of the population is described by the distribution of its individuals over three specific types of behaviour (handling, searching for or fighting
Auger   +28 more
core   +2 more sources

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