Methodology and Computing in Applied Probability最新文献_第2页

Branching Random Walks on $$mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources 有一个粒子生成中心和对称吸收源的 $$mathbb {Z}$ 上的分支随机漫步

IF 1 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-08-09 DOI: 10.1007/s11009-024-10097-8

E. Filichkina, Elena Yarovaya

引用次数: 0

Strategy Analysis of Retrial Queue with Parallel Customer and Standby Server 带有并行客户和备用服务器的重审队列策略分析

IF 1 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-08-08 DOI: 10.1007/s11009-024-10098-7

Xinlei Liu, Xiuli Xu, Mingxin Liu

引用次数: 0

Two-sided Bounds for some Quantities in the Delayed Renewal Process 延迟更新过程中某些量的双侧界限

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-08-02 DOI: 10.1007/s11009-024-10088-9

Stathis Chadjiconstantinidis

{"title":"Two-sided Bounds for some Quantities in the Delayed Renewal Process","authors":"Stathis Chadjiconstantinidis","doi":"10.1007/s11009-024-10088-9","DOIUrl":"https://doi.org/10.1007/s11009-024-10088-9","url":null,"abstract":"In this paper we obtain some “general” two-sided bounds for the delayed renewal function, in the sense that the bounds are valid for any arbitrary distributions of the inter-arrival times. Also, we give a sequence of monotone non-decreasing (non-increasing) lower (upper) general bounds converging to the delayed renewal function. By considering several aging or reliability classes for the distribution of the interarrival times (e.g., (DFR), bounded mean residual lifetime, (NBUE), (NWUE), bounded failure rate, (DMRL), (IMRL)) we give upper and lower bounds for the delayed renewal function, and moreover by assuming the usual stochastic order between the first and the subsequent interarrival times, we give sequences of monotone non-decreasing (non-increasing) lower (upper) bounds converging to the delayed renewal function. Also, some sequences of bounds for the delayed renewal function in terms of the ordinary renewal function are given. Sequences of monotone non-decreasing (non-increasing) lower (upper) bounds for the delayed renewal density are also given. Finally, we obtain upper and lower bounds for the expected number of renewals over a finite interval, and as a result, we get an improvement of the upper bounds obtained by Lorden (Ann Math Statist 41:520–527, 1970) and Losidis and Politis (2022) for the expected number of renewals over a finite interval under the ordinary renewal process.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141886954","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting 带有分布式延迟和收获的随机制度转换四物种食物链模型的动态变化

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-07-17 DOI: 10.1007/s11009-024-10095-w

Sheng Wang, Lijuan Dong

引用次数: 0

Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences 宽正交依赖序列的 VaR 和 CVaR 估计值的渐近行为

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-07-06 DOI: 10.1007/s11009-024-10093-y

Li Yongming, Li Naiyi, Luo Zhongde, Xing Guodong

引用次数: 0

Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX 用于 WiMAX 节能的改进型差异化休假排队系统的瞬态分析

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-07-04 DOI: 10.1007/s11009-024-10094-x

A. Mohammed Shapique, R. Sudhesh, S. Dharmaraja

{"title":"Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX","authors":"A. Mohammed Shapique, R. Sudhesh, S. Dharmaraja","doi":"10.1007/s11009-024-10094-x","DOIUrl":"https://doi.org/10.1007/s11009-024-10094-x","url":null,"abstract":"A modified differentiated vacation queueing system with a close-down period and impatient customers is investigated in this research paper. The proposed model can be applied to study the energy management mechanisms of WiMAX and tethered high altitude platform (HAP) systems. In this system, the WiMAX mobile station (MS) switches to a close-down period for a random duration at the end of the busy period. At the end of the close-down period, if the system is non-empty, the MS switches to a functional state. Otherwise, the MS takes an ordinary vacation. The MS switches to a working vacation (WV) if the system is empty at the end of the ordinary vacation period. Jobs arriving during the WV are served at a slower service rate. Jobs may become impatient in any state of the system except during the regular busy period. Explicit expressions for the transient and steady-state probabilities of this system are obtained using continued fraction and confluent hypergeometric functions. Furthermore, performance indices such as mean, variance, average abandonment rate, and system throughput are computed. Finally, a cost-profit analysis and graphical illustrations are provided.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141550356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method 通过 Stein-Chen 方法研究随机图极值度分布的说明

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-07-02 DOI: 10.1007/s11009-024-10091-0

Yaakov Malinovsky

引用次数: 0

Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment 具有多次空闲和几何放弃的更新批次到达队列分析

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-06-03 DOI: 10.1007/s11009-024-10089-8

Veena Goswami, Gopinath Panda

引用次数: 0

Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy 具有延迟不间断多重休假和 N 政策的队列的性能和优化分析

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-06-01 DOI: 10.1007/s11009-024-10090-1

Yaxing He, Yinghui Tang, Miaomiao Yu, Wenqing Wu

引用次数: 0

A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance 分数布朗运动驱动的非线性随机微分方程的配位法及其在数学金融中的应用

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2024-05-13 DOI: 10.1007/s11009-024-10087-w

P. K. Singh, S. Saha Ray

{"title":"A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance","authors":"P. K. Singh, S. Saha Ray","doi":"10.1007/s11009-024-10087-w","DOIUrl":"https://doi.org/10.1007/s11009-024-10087-w","url":null,"abstract":"The main aim of this article is to demonstrate the collocation method based on the barycentric rational interpolation function to solve nonlinear stochastic differential equations driven by fractional Brownian motion. First of all, the corresponding integral form of the nonlinear stochastic differential equations driven by fractional Brownian motion is introduced. Then, collocation points followed by the Gauss-quadrature formula and Simpson’s quadrature method are used to reduce them into a system of algebraic equations. Finally, the approximate solution is obtained using Newton’s method. The rigorous convergence and error analysis of the presented method has been discussed in detail. The proposed method has been applied to some well-known stochastic models, such as the stock model and a few other examples, to demonstrate the applicability and plausibility of the discussed method. Also, the numerical results of the collocation method based on the barycentric rational interpolation function and barycentric Lagrange interpolation function get compared with an exact solution.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140932644","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0