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Communications in Statistics. Stochastic Models最新文献

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Allocation of interdependent resources for maximal throughput 为获得最大吞吐量而分配相互依赖的资源
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807575
L. Tassiulas, P. Bhattacharya
{"title":"Allocation of interdependent resources for maximal throughput","authors":"L. Tassiulas, P. Bhattacharya","doi":"10.1080/15326340008807575","DOIUrl":"https://doi.org/10.1080/15326340008807575","url":null,"abstract":"A general queueing network model of computer and communication systems with interdependent resources is considered. The resources are modeled by a collection of servers that have to be allocated subject to certain constraints. Arrivals are Poisson, services are independent and identically distributed and service completions of different customers cannot be synchronized. A set of necessary conditions for the finiteness of long run average delays is obtained. An adaptive non-preemptive scheduling policy is presented and a set of sufficient conditions under which the policy achieves finite delays, is identified. The necessary and sufficient conditions differ only on the boundary region. The policy does not depend on the knowledge of the arrival rates and has polynomial time complexity for some applications","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"6 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":"125993666","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: 73
Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains GI/M/1型马尔可夫链速率矩阵的入口摄动理论
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807593
Attahiru Sule Alfa, J. Xue, Q. Ye
{"title":"Entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains","authors":"Attahiru Sule Alfa, J. Xue, Q. Ye","doi":"10.1080/15326340008807593","DOIUrl":"https://doi.org/10.1080/15326340008807593","url":null,"abstract":"In this paper, an entrywise perturbation theory for rate matrices of GI/M/1 type Markov chains is presented. We consider perturbation bounds for the rate matrices if small relative perturbations are introduced into the entries of blocks that define the queues. For the class of GI/M/1 type Markov chains whose A 0 is of rank one, we give the relative error bound for each entry of the rate matrices","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"53 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":"131855897","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
Sample correlation behavior for the heavy tailed general bilinear process 重尾一般双线性过程的样本相关行为
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807586
S. Resnick, E. V. Den Berg
{"title":"Sample correlation behavior for the heavy tailed general bilinear process","authors":"S. Resnick, E. V. Den Berg","doi":"10.1080/15326340008807586","DOIUrl":"https://doi.org/10.1080/15326340008807586","url":null,"abstract":"In this paper, we consider the class of general bilinear models given by , where is an i.i.d. sequence of heavy tailed noise variables, and where . By means of a point process analysis, we show that the sample correlation function converges in distribution to a nondegenerate random variable. Thus standard model selection and fitting tools when applied to nonlinear heavy tailed models will be misleading. Also, consistency of the Hill estimator as an estimate of the tail index for this class of bilinear models is proved","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"41 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":"123641806","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: 26
Asymptotic poisson distribution in isotropic ph planar point processes 各向同性ph平面点过程的渐近泊松分布
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807587
Marie-Ange Remiche, G. Latouche
{"title":"Asymptotic poisson distribution in isotropic ph planar point processes","authors":"Marie-Ange Remiche, G. Latouche","doi":"10.1080/15326340008807587","DOIUrl":"https://doi.org/10.1080/15326340008807587","url":null,"abstract":"We consider a family of planar point processes which are a natural generalization of the two-dimensional Poisson process. In this family, points are located on a sequence of concentric circles centered at the origin; the radii of the circles are chosen through a phase-type construction, the points on each circle are uniformly distributed. These processes are called isotropic PH planar point processes for short Although point patterns obtained in this fashion are very different from those of the Poisson process, nevertheless we show that if one considers the region of the plane far away from the origin, the PH processes exhibit some similarities to the Poisson process","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"16 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":"129883636","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: 2
Weak lumpability and pseudo-stationarity of finite markov chains 有限马尔可夫链的弱集总性和伪平稳性
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807576
J. Ledoux, P. Leguesdron
{"title":"Weak lumpability and pseudo-stationarity of finite markov chains","authors":"J. Ledoux, P. Leguesdron","doi":"10.1080/15326340008807576","DOIUrl":"https://doi.org/10.1080/15326340008807576","url":null,"abstract":"We consider the question of whether a function of a finite-state Markov chain is also Markovian, that is whether the chain is lumpable with respect to the partition determined by the function. We explore how an initial distribution with respect to which the chain is lumpable may differ from a pseudo-stationary initial distribution. Our results give insight into Peng's condition under which the Chapman-Kolmogorov equation implies that the lumped chain is Markovian. We illustrate these ideas by treating the question of whether the absorption time of a finite-state absorbing Markov chain is geometric","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"40 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":"127057543","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: 2
Moment matching using a family of phase-type distributions 使用一组相位型分布的矩匹配
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807595
Peter M. Vanden Bosch, D. C. Dietz, E. Pohl
{"title":"Moment matching using a family of phase-type distributions","authors":"Peter M. Vanden Bosch, D. C. Dietz, E. Pohl","doi":"10.1080/15326340008807595","DOIUrl":"https://doi.org/10.1080/15326340008807595","url":null,"abstract":"An approach to matching the first three moments is presented for distributions with positive support and coefficient of variation greater than one Necessary and sufficient bounds are derived for the phase-type distribution defined by appending a Coxian stage to an Erlang distribution. This result is an extension of Altiok's use of a Coxian-2 distribution for 3-moment matching","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"14 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":"122560458","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: 9
On the number of times a simple random walk reaches a onnegative height 一个简单随机游走达到非负高度的次数
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807596
W. Katzenbeisser, W. Panny
{"title":"On the number of times a simple random walk reaches a onnegative height","authors":"W. Katzenbeisser, W. Panny","doi":"10.1080/15326340008807596","DOIUrl":"https://doi.org/10.1080/15326340008807596","url":null,"abstract":"The purpose of this note is to derive distributional properties of the random variable associated with the number of visits to state r r ≥ 0 during the interval [0,n] of a simple random walk. The random walk is defined in the sense of Cox and Miller, allowing for three step-types, arbitrary probabilities for these steps, and arbitrary terminating state after n steps. It is also shown that some well known results can be obtained as specializations of two general Theorems","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"15 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":"129837546","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
A simple approach to the map/d/s queue map/d/s队列的简单方法
Communications in Statistics. Stochastic Models Pub Date : 2000-01-01 DOI: 10.1080/15326340008807603
T. Takine
{"title":"A simple approach to the map/d/s queue","authors":"T. Takine","doi":"10.1080/15326340008807603","DOIUrl":"https://doi.org/10.1080/15326340008807603","url":null,"abstract":"We provide a simple approach to analyze the stationary MAP/D/s queue, where customers are served under the FCFS discipline. Assuming a cyclic assignment of customers to servers, we first characterize the sojourn time distribution, and with this, the queue length distribution immediately after departures is obtained. Further, utilizing the relationship between the time-average queue length distribution and the customer-average queue length distribution at departures, we obtain a numerically feasible formula for the stationary queue length mass function","PeriodicalId":341912,"journal":{"name":"Communications in Statistics. Stochastic Models","volume":"139 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":"127016494","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
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