Advances in Applied Probability
SCIE-ISI SCOPUS (1969-1971,1973-1976,1984,1996-2023)
0001-8678
1475-6064
Anh Quốc
Cơ quản chủ quản: CAMBRIDGE UNIV PRESS , Cambridge University Press
Lĩnh vực:
Statistics and ProbabilityApplied Mathematics
Các bài báo tiêu biểu
The intrinsic random functions and their applicationsThe intrinsic random functions (IRF) are a particular case of the Guelfand generalized processes with stationary increments. They constitute a much wider class than the stationary RF, and are used in practical applications for representing non-stationary phenomena. The most important topics are: existence of a generalized covariance (GC) for which statistical inference is possible from a u... ...
Tập 5 Số 3 - Trang 439-468 - 1973
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processesIn Part I we developed stability concepts for discrete chains, together with Foster–Lyapunov criteria for them to hold. Part II was devoted to developing related stability concepts for continuous-time processes. In this paper we develop criteria for these forms of stability for continuous-parameter Markovian processes on general state spaces, based on Foster-Lyapunov inequalities for the e... ...
Tập 25 Số 3 - Trang 518-548 - 1993
A single-server queue with server vacations and a class of non-renewal arrival processesWe study a single-server queue in which the server takes a vacation whenever the system becomes empty. The service and vacation times and the arrival process are all assumed to be mutually independent. The successive service times and the vacation times each form independent, identically distributed sequences with general distributions. A new class of non-renewal arrival processes is intro... ...
Tập 22 Số 3 - Trang 676-705 - 1990
Multiple channel queues in heavy traffic. IThe queueing systems considered in this paper consist ofr independent arrival channels ands independent service channels, where as usual the arrival and service channels are independent. Arriving customers form a single queue and are served in the order of their arrival without defections. We shall treat two distinct modes of operation fo... ...
Tập 2 Số 1 - Trang 150-177 - 1970
Hitting-time and occupation-time bounds implied by drift analysis with applicationsBounds of exponential type are derived for the first-hitting time and occupation times of a real-valued random sequence which has a uniform negative drift whenever the sequence is above a fixed level. The only other assumption on the random sequence is that the increments satisfy a uniform exponential decay condition. The bounds provide a flexible technique for proving stability of process... ...
Tập 14 Số 3 - Trang 502-525 - 1982
Criteria for classifying general Markov chainsThe aim of this paper is to present a comprehensive set of criteria for classifying as recurrent, transient, null or positive the sets visited by a general state space Markov chain. When the chain is irreducible in some sense, these then provide criteria for classifying the chain itself, provided the sets considered actually reflect the status of the chain as a whole. The first part of the... ...
Tập 8 Số 4 - Trang 737-771 - 1976
Single-server queues with impatient customersWe consider a single-server queueing system in which a customer gives up whenever his waiting time is larger than a random threshold, his patience time. In the case of aGI/GI/ 1 queue with i.i.d. patience times, we establish the extensions of the classicalGI/GI/ 1 formulae concerning the stability condition and the relation between actual... ...
Tập 16 Số 4 - Trang 887-905 - 1984
Smoothing the Hill EstimatorFor sequences of i.i.d. random variables whose common tail 1 –F is regularly varying at infinity wtih an unknown index –α < 0, it is well known that the Hill estimator is consistent for α–1 and usually asymptotically normally distributed. However, because the Hill estimator is a function ofk = k...
Tập 29 Số 1 - Trang 271-293 - 1997
A new class of markov processes for image encodingA new class of iterated function systems is introduced, which allows for the computation of non-compactly supported invariant measures, which may represent, for example, greytone images of infinite extent. Conditions for the existence and attractiveness of invariant measures for this new class of randomly iterated maps, which are not necessarily contractions, in metric spaces such as ...
Tập 20 Số 1 - Trang 14-32 - 1988
On the transition densities for reflected diffusionsDiffusion models in economics, finance, queueing, mathematical biology, and electrical engineering often involve reflecting barriers. In this paper, we study the analytical representation of transition densities for reflected one-dimensional diffusions in terms of their associated Sturm-Liouville spectral expansions. In particular, we provide explicit analytical expressions for transition ... ...
Tập 37 Số 2 - Trang 435-460 - 2005