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Communications in Statistics. Stochastic Models最新文献

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Bayesian maintenance policies during a warranty period 质保期内的贝叶斯维护策略
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807579
Ta-Mou Chen, E. Popova
{"title":"Bayesian maintenance policies during a warranty period","authors":"Ta-Mou Chen, E. Popova","doi":"10.1080/15326340008807579","DOIUrl":"https://doi.org/10.1080/15326340008807579","url":null,"abstract":"Most of the brand new items are released on the market with a certain type of warranty. A fixed length warranty period is assumed in this paper. A set of maintenance policies which consist of minimal repair and preventive maintenance is analyzed for the case of known and unknown failure parameters of the item's lifetime distribution. For the second case, two types of Bayesian policies are considered. An extensive simulation study comparing the performance of these maintenance policies is performed","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132784746","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 25
Ph-distributions arising through conditioning 通过调节产生的ph分布
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807582
Allan T. Andersen, M. Neuts, B. F. Nielsen
{"title":"Ph-distributions arising through conditioning","authors":"Allan T. Andersen, M. Neuts, B. F. Nielsen","doi":"10.1080/15326340008807582","DOIUrl":"https://doi.org/10.1080/15326340008807582","url":null,"abstract":"We show that broad classes of conditional probability distributions of absorption times in Markov chains are distributions of phase type (PH-distributions). By using reversal of a Markov chain, we construct explicit representations for these PH-distributions","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"113 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122249062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity 高斯过程的最大分布在具有长期依赖和自相似的排队分析中的应用
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807585
Jinwoo Choe, N. Shroff
{"title":"Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity","authors":"Jinwoo Choe, N. Shroff","doi":"10.1080/15326340008807585","DOIUrl":"https://doi.org/10.1080/15326340008807585","url":null,"abstract":"In this paper we study the supremum distribution of a general class of Gaussian processes with stationary increments. This distribution is directly related to the steady state queue length distribution of a queueing system. Hence, its study is also important for different queueing applications such as delay analysis in communication networks. Our study is based on Extreme Value Theory and we show that asymptotically grows at most (on the order of) log x, where mx is the reciprocal of the maximum (normalized) variance of Xt This result is considerably stronger than the existing results in the literature based on Large Deviation Theory. We further show that this improvement can be critical in characterizing the asymptotic behavior of . Our results cover a large class of self-similar, short range dependent, and long-range dependent Gaussian processes","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125173951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 33
Classification of Markov Processes of Matrix M/G/l type with a Tree Structure and its Applications to the MMAP[K]/G[K]/1 Queues 树结构矩阵M/G/l型马尔可夫过程的分类及其在MMAP[K]/G[K]/1队列中的应用
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807598
Qiming He
{"title":"Classification of Markov Processes of Matrix M/G/l type with a Tree Structure and its Applications to the MMAP[K]/G[K]/1 Queues","authors":"Qiming He","doi":"10.1080/15326340008807598","DOIUrl":"https://doi.org/10.1080/15326340008807598","url":null,"abstract":"This paper studies the classification problem of discrete time and continuous time Markov processes of matrix M/G/l type with a tree structure. It is shown that the Perron-Frobenius eigenvalue of a nonnegative matrix provides information for a complete classification of the Markov process of interest. A computational method is developed to find whether a Markov process of matrix M/G/l type with a tree structure is positive recurrent, null recurrent, or transient. The method is then used to study the impact of the last-come-first-served general preemptive resume (LCFS-GPR) service discipline on the stability of a MAP/PHA queue. Two sufficient conditions are identified for the positive recurrence and transience of the Markov processes of interest, respectively. As an example, the results are used to show that the discrete time (and continuous time) MMAP[K]/G[K]/1queue with a work conserving service discipline is stable if and only if its traffic intensity is less than one, unstable if its traffic intensity is larger than one","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129206221","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 14
A new recursion for the queue length distribution in the stationary BMAP/G/1 queue 平稳BMAP/G/1队列长度分布的一种新递归
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807590
T. Takine
{"title":"A new recursion for the queue length distribution in the stationary BMAP/G/1 queue","authors":"T. Takine","doi":"10.1080/15326340008807590","DOIUrl":"https://doi.org/10.1080/15326340008807590","url":null,"abstract":"The queue length distribution at a random point in time in the stationary BMAP/G/1 queue is shown to be identical to the stationary distribution of a certain imbedded Markov chain related to the corresponding BMAP/G/1 queue with multiple vacations and exhaustive services. This observation leads to an alternative recursion formula to compute the queue length distribution at a random point in time in the stationary BMAP/G/1 queue, which is simpler than the known formula yet numerically stable","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"80 19","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120807408","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 21
Spectral analysis of the matrix generating function for an MAP/SM/1 queue MAP/SM/1队列矩阵生成函数的谱分析
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807578
S. Nishimura, Yong Jiang
{"title":"Spectral analysis of the matrix generating function for an MAP/SM/1 queue","authors":"S. Nishimura, Yong Jiang","doi":"10.1080/15326340008807578","DOIUrl":"https://doi.org/10.1080/15326340008807578","url":null,"abstract":"We consider an MAP/SM/1 queueing system with Marrival phases and N service modes. An effective algorithm for computing the idle vector P(0) and the mean length L in equilibrium is proposed. We derive P(0) through a spectral calculation of the zero points and right null vectors of an size matrix generating function. We prove that such a spectral calculation can be divided into two small scale ones, and the corresponding right null vector is given through a Kronecker product form of two small size right null vectors. We also analyze an ordinary spectral calculation of the matrix generating function at and find it has the same property as the former spectral calculation. Hence the mean queue length L in equilibrium is obtained by the spectral analysis mentioned above, where the Kronecker product form plays an important role in the computation","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"89 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126223235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Superposition of planar voronoi tessellations 平面voronoi镶嵌的叠加
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807577
F. Baccelli, C. Gloaguen, S. Zuyev
{"title":"Superposition of planar voronoi tessellations","authors":"F. Baccelli, C. Gloaguen, S. Zuyev","doi":"10.1080/15326340008807577","DOIUrl":"https://doi.org/10.1080/15326340008807577","url":null,"abstract":"We study the tessellation obtained in the intersection of two independent planar Poisson-Voronoi tessellations and derive the means of its main geometrical characteristics. We distinguish six types of cell depending on the position of nuclei of the original tessellations. The intensity and the mean area of each type of cell are computed either in closed form or via asymptotic expansions. The model can be used to represent different types of local zones of two competing telecommunication operators where the interconnection of two subscribers induces a specific cost within each type of zone","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123853010","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 20
A lost-sales production/inventory model with two discrete production modes 具有两种离散生产模式的损失销售生产/库存模型
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807600
R. Nobel, Mattijs van der Heeden
{"title":"A lost-sales production/inventory model with two discrete production modes","authors":"R. Nobel, Mattijs van der Heeden","doi":"10.1080/15326340008807600","DOIUrl":"https://doi.org/10.1080/15326340008807600","url":null,"abstract":"A discrete production/inventory model is considered in which batch orders for a single item arrive at a production facility according to a Poisson process. The items can be produced according to two production modes, regular mode or high speed mode. Changing production mode requires a setup time during which production is disabled. Demand that cannot be satisfied from stock is lost. To control this model with respect to a suitable cost criterion, two-level hysteretic switching strategies are considered. Using generally applicable methods, tractable expressions are obtained for the fraction of lost demand and the average inventory level, amongst others. In these methods an essential role is played by the discrete Fast Fourier Transform","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124035245","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
Bounds on the end-to-end loss probability for queues in Series with Finite Capacity 有限容量序列中队列端到端损失概率的界
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807604
Y. Dallery, L. Truffet
{"title":"Bounds on the end-to-end loss probability for queues in Series with Finite Capacity","authors":"Y. Dallery, L. Truffet","doi":"10.1080/15326340008807604","DOIUrl":"https://doi.org/10.1080/15326340008807604","url":null,"abstract":"Abstract We study network of queues in series with finite capacity without blocking of servers but with loss of customers. The contribution of this paper is to obtain upper and lower bounds on the end-to-end loss probability under the assumption that service times are exponentially distributed. This result is obtained using an approach based on sample path comparison. Computational bounds can then be obtained in the special case when the arrival process at the network is Poisson. Numerical results are reported that show the accuracy of the bounds","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115904387","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Large deviation properties of a correlated arrival process 相关到达过程的大偏差特性
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807574
D. Jagerman
{"title":"Large deviation properties of a correlated arrival process","authors":"D. Jagerman","doi":"10.1080/15326340008807574","DOIUrl":"https://doi.org/10.1080/15326340008807574","url":null,"abstract":"An exact matrix representation of the operator associated with a correlated arrival process is obtained from which an accurate numerical procedure is derived for the computation of the dominant eigenvalue . The peakedness function is studied in order to obtain a useful approximation to and to permit the numerical computation of peakedness. This is important in practice because direct observation of data allows peakedness determination but does not lead directly to the eigenvalue; however, performance measures of queueing models depend directly on Large deviation limit formulae are derived for this correlated arrival process, namely, for the time to the l'th arrival and for the number of arrivals in , which are then used to obtain the decrements (critical exponent coefficients) for the waiting time in a single server queue and for the number in system. A consequence of these formulae is a simple relation between the two decrements. Also, approximations for the distributions of complementary waiting time and number in system are constructed","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"347 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2000-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122717133","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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