Works matching DE "LOCAL times (Stochastic processes)"

Results: 195

Convergence of Distribution of the Sojourn Time of a Random Walk on a Half-Axis.

Published in:

Journal of Mathematical Sciences, 2014, v. 198, n. 5, p. 575, doi. 10.1007/s10958-014-1809-z

By:

Lotov, V.

Publication type:

Article

Loss Rates for Lévy Processes with Two Reflecting Barriers.

Published in:

Mathematics of Operations Research, 2007, v. 32, n. 2, p. 308, doi. 10.1287/moor.1060.0226

By:

Asmussen, Søren;
Pihlsgård, Mats

Publication type:

Article

SOJOURN TIMES IN QUEUEING NETWORKS.

Published in:

Mathematics of Operations Research, 1982, v. 7, n. 2, p. 223, doi. 10.1287/moor.7.2.223

By:

Melamed, Benjamin

Publication type:

Article

SOME RESULTS ON SOJOURN TIMES IN ACYCLIC JACKSON NETWORKS.

Published in:

Management Science, 1979, v. 25, n. 10, p. 1027, doi. 10.1287/mnsc.25.10.1027

By:

Simon, B.;
Foley, R. D.

Publication type:

Article

North Atlantic Oscillation index stochastic modelling.

Published in:

International Journal of Climatology, 2015, v. 35, n. 12, p. 3624, doi. 10.1002/joc.4236

By:

Masala, Giovanni

Publication type:

Article

Decomposition of Order Statistics of Semimartingales Using Local Times.

Published in:

Stochastic Analysis & Applications, 2010, v. 28, n. 3, p. 467, doi. 10.1080/07362991003708341

By:

GHOMRASNI, RAOUF;
PAMEN, OLIVIER MENOUKEU

Publication type:

Article

Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion.

Published in:

Stochastic Analysis & Applications, 2007, v. 25, n. 6, p. 1273, doi. 10.1080/07362990701568338

By:

Zhenghu Li;
Jie Xiong

Publication type:

Article

Local Time and a Tanaka Formula for a Class of Discontinuous Measure-Valued Branching Processes.

Published in:

Stochastic Analysis & Applications, 2007, v. 25, n. 1, p. 39, doi. 10.1080/07362990601051807

By:

Villa, J.

Publication type:

Article

An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet.

Published in:

Stochastic Analysis & Applications, 2006, v. 24, n. 5, p. 973, doi. 10.1080/07362990600870082

By:

Yoon Tae Kim

Publication type:

Article

Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters.

Published in:

Stochastic Analysis & Applications, 2005, v. 23, n. 2, p. 383, doi. 10.1081/SAP-200050121

By:

Eddahbi, M.;
Lacayo, R.;
Solé, J. L.;
Vives, J.;
Tudor, C. A.

Publication type:

Article

CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 4, p. 815, doi. 10.1081/SAP-120006109

By:

Hu, Yaozhong;
Øksendal, Bernt

Publication type:

Article

Sojourn time in a Processor Sharing queue with batch arrivals.

Published in:

Stochastic Models, 2018, v. 34, n. 3, p. 322, doi. 10.1080/15326349.2018.1479270

By:

Guillemin, Fabrice;
Quintuna Rodriguez, Veronika Karina;
Simonian, Alain

Publication type:

Article

Commuting Matrices in the Queue Length and Sojourn Time Analysis of MAP/MAP/1 Queues.

Published in:

Stochastic Models, 2014, v. 30, n. 4, p. 554, doi. 10.1080/15326349.2014.930669

By:

Horváth, G.;
Van Houdt, B.;
Telek, M.

Publication type:

Article

Comments on ‘The Geo/G/1 Queue with Negative Customers and Disasters’.

Published in:

Stochastic Models, 2012, v. 28, n. 4, p. 663, doi. 10.1080/15326349.2012.726047

By:

Lee, DooHo

Publication type:

Article

Explicit Forward Recursive Estimators for Markov Modulated Markov Processes.

Published in:

Stochastic Models, 2012, v. 28, n. 3, p. 359, doi. 10.1080/15326349.2012.699750

By:

Ephraim, Y.;
Mark, B.L.

Publication type:

Article

Time Sensitive Functionals in a Queue with Sequential Maintenance.

Published in:

Stochastic Models, 2011, v. 27, n. 4, p. 687, doi. 10.1080/15326349.2011.614196

By:

Al-Matar, Najeeb;
Dshalalow, JewgeniH.

Publication type:

Article

Local Time Asymptotics for Centered Levy Processes with Two-Sided Reflection.

Published in:

Stochastic Models, 2011, v. 27, n. 2, p. 202, doi. 10.1080/15326349.2011.567928

By:

Nørvang Andersen, Lars;
Asmussen, Søren

Publication type:

Article

An M/G/1 Queue with Adaptable Service Speed.

Published in:

Stochastic Models, 2007, v. 23, n. 3, p. 373, doi. 10.1080/15326340701470945

By:

Bekker, R.;
Boxma, O. J.

Publication type:

Article

On the Correlation Structure of Closed Queueing Networks.

Published in:

Stochastic Models, 2004, v. 20, n. 1, p. 1, doi. 10.1081/STM-120028388

By:

Daduna, Hans;
Szekli, Ryszard

Publication type:

Article

On the American swaption in the linear-rational framework.

Published in:

Quantitative Finance, 2018, v. 18, n. 11, p. 1865, doi. 10.1080/14697688.2018.1446547

By:

Filipović, Damir;
Kitapbayev, Yerkin

Publication type:

Article

Single-Stage and Serial Production Line Systems with Unreliable Machines and General Probability Distributions.

Published in:

Decision Sciences, 1993, v. 24, n. 2, p. 343, doi. 10.1111/j.1540-5915.1993.tb00478.x

By:

Koulamas, Chritos P.

Publication type:

Article

Solar terminator effects on middle- to low-latitude Pi2 pulsations.

Published in:

Earth, Planets & Space, 2016, v. 68, n. 1, p. 1, doi. 10.1186/s40623-016-0514-1

By:

Imajo, Shun;
Yoshikawa, Akimasa;
Uozumi, Teiji;
Ohtani, Shinichi;
Nakamizo, Aoi;
Demberel, Sodnomsambuu;
Shevtsov, Boris

Publication type:

Article

Utility maximization for multi-vehicle multimedia dissemination in vehicular ad hoc networks.

Published in:

International Journal of Distributed Sensor Networks, 2018, v. 14, n. 12, p. 1, doi. 10.1177/1550147718806717

By:

Pan, Bin;
Wu, Hao

Publication type:

Article

DYNAMIC THREAD ASSIGMENT IN A TANDEM OF THREADPOOLS INSPIRED BY THE ADAPTATION MECHANISM IN HONEYBEE FORAGING.

Published in:

Annals of DAAAM & Proceedings, 2010, p. 47

By:

Randic, M.;
Jednakovic, H.;
Blaskovic, B.

Publication type:

Article

CANONICAL TENSOR MODELS WITH LOCAL TIME.

Published in:

International Journal of Modern Physics A: Particles & Fields; Gravitation; Cosmology; Nuclear Physics, 2012, v. 27, n. 5, p. 1250020-1, doi. 10.1142/S0217751X12500200

By:

SASAKURA, NAOKI

Publication type:

Article

Large and moderate deviations for intersection local times.

Published in:

Probability Theory & Related Fields, 2004, v. 128, n. 2, p. 213, doi. 10.1007/s00440-003-0298-7

By:

Xia Chen;
Li, Wenbo V.

Publication type:

Article

A stochastic flow arising in the study of local times.

Published in:

Probability Theory & Related Fields, 2005, v. 133, n. 4, p. 559, doi. 10.1007/s00440-005-0449-0

By:

Warren, Jon

Publication type:

Article

The exploration process of inhomogeneous continuum random trees, and an extension of Jeulin’s local time identity.

Published in:

Probability Theory & Related Fields, 2004, v. 129, n. 2, p. 182, doi. 10.1007/s00440-003-0334-7

By:

Aldous, David;
Miermont, Grégory;
Pitman, Jim

Publication type:

Article

A2 at Albany: Byron in 1814.

Published in:

2011

By:

Beatty, Bernard

Publication type:

Essay

Some Local Asymptotic Laws for the Cauchy Process on the Line.

Published in:

Journal of Applied Mathematics & Stochastic Analysis, 2007, p. 1, doi. 10.1155/2007/81934

By:

Okoroafor, A. Chukwuemeka

Publication type:

Article

Mesoscale and macroscale aspects of the morning Urban Heat Island around Athens, Greece.

Published in:

Meteorology & Atmospheric Physics, 2006, v. 94, n. 1-4, p. 209, doi. 10.1007/s00703-006-0191-x

By:

Kassomenos, P. A.;
Katsoulis, B. D.

Publication type:

Article

Almost sure stability of discrete-time Markov jump linear systems.

Published in:

IET Control Theory & Applications (Wiley-Blackwell), 2014, v. 8, n. 11, p. 901, doi. 10.1049/iet-cta.2013.0550

By:

Yang Song;
Hao Dong;
Taicheng Yang;
Minrui Fei

Publication type:

Article

UNIFORMITY TESTING OF COMPLEX TECHNICAL SYSTEM OPERATION PROCESS STATISTICAL DATA SETS.

Published in:

Diagnostyka, 2016, v. 17, n. 1, p. 13

By:

KOŁOWROCKI, Krzysztof;
SOSZYŃSKA-BUDNY, Joanna

Publication type:

Article

EQUILIBRIUM BALKING STRATEGIES IN RENEWAL INPUT QUEUE WITH BERNOULLI-SCHEDULE CONTROLLED VACATION AND VACATION INTERRUPTION.

Published in:

Journal of Industrial & Management Optimization, 2016, v. 12, n. 3, p. 851, doi. 10.3934/jimo.2016.12.851

By:

PANDA, GOPINATH;
GOSWAMI, VEENA;
BANIK, ABHIJIT DATTA;
GUHA, DIBYAJYOTI

Publication type:

Article

A DUAL TANDEM QUEUEING SYSTEM WITH GI SERVICE TIME AT THE FIRST QUEUE.

Published in:

Journal of Industrial & Management Optimization, 2014, v. 10, n. 1, p. 167, doi. 10.3934/jimo.2014.10.167

By:

SAFFER, ZSOLT;
WUYI YUE

Publication type:

Article

THE IMPACT OF THE NT-POLICY ON THE BEHAVIOUR OF A DISCRETE-TIME QUEUE WITH GENERAL SERVICE TIMES.

Published in:

Journal of Industrial & Management Optimization, 2014, v. 10, n. 1, p. 131, doi. 10.3934/jimo.2014.10.131

By:

FEYAERTS, BART;
DE VUYST, STIJN;
BRUNEEL, HERWIG;
WITTEVRONGEL, SABINE

Publication type:

Article

THE FIFO SINGLE-SERVER QUEUE WITH DISASTERS AND MULTIPLE MARKOVIAN ARRIVAL STREAMS.

Published in:

Journal of Industrial & Management Optimization, 2014, v. 10, n. 1, p. 57, doi. 10.3934/jimo.2014.10.57

By:

YOSHIAKI INOUE;
TETSUYA TAKINE

Publication type:

Article

Recent sojourn time results for multilevel processor-sharing scheduling disciplines.

Published in:

Statistica Neerlandica, 2008, v. 62, n. 3, p. 266, doi. 10.1111/j.1467-9574.2008.00393.x

By:

Aalto, Samuli;
Ayesta, Urtzi

Publication type:

Article

The M/ M/1 queue with gated random order of service.

Published in:

Statistica Neerlandica, 2004, v. 58, n. 1, p. 97, doi. 10.1046/j.0039-0402.2003.00112.x

By:

Resing, Jacques;
Rietman, Ronald

Publication type:

Article

The cyclic queue and the tandem queue.

Published in:

Queueing Systems, 2014, v. 77, n. 3, p. 275, doi. 10.1007/s11134-013-9380-8

By:

Boxma, Onno;
Daduna, Hans

Publication type:

Article

Analysis of an $$M/M/1+G$$ queue operated under the FCFS policy with exact admission control.

Published in:

Queueing Systems, 2013, v. 75, n. 2-4, p. 169, doi. 10.1007/s11134-013-9366-6

By:

Das, Sudipta;
Jenkins, Lawrence;
Sengupta, Debasis

Publication type:

Article

Workload and busy period for $$M/GI/1$$ with a general impatience mechanism.

Published in:

Queueing Systems, 2013, v. 75, n. 2-4, p. 189, doi. 10.1007/s11134-013-9373-7

By:

Brandt, Andreas;
Brandt, Manfred

Publication type:

Article

Repair systems with exchangeable items and the longest queue mechanism.

Published in:

Queueing Systems, 2013, v. 73, n. 3, p. 295, doi. 10.1007/s11134-012-9319-5

By:

Ravid, R.;
Boxma, O.;
Perry, D.

Publication type:

Article

Additive functionals with application to sojourn times in infinite-server and processor sharing systems.

Published in:

Queueing Systems, 2012, v. 70, n. 4, p. 369, doi. 10.1007/s11134-012-9282-1

By:

Brandt, Manfred;
Brandt, Andreas

Publication type:

Article

Sojourn time tails in the single server queue with heavy-tailed service times.

Published in:

Queueing Systems, 2011, v. 69, n. 2, p. 101, doi. 10.1007/s11134-011-9229-y

By:

Boxma, Onno;
Denisov, Denis

Publication type:

Article

The M/ G/1+ G queue revisited.

Published in:

Queueing Systems, 2011, v. 67, n. 3, p. 207, doi. 10.1007/s11134-010-9205-y

By:

Boxma, Onno;
Perry, David;
Stadje, Wolfgang

Publication type:

Article

Sojourn times in (discrete) time shared systems and their continuous time limits.

Published in:

Queueing Systems, 2008, v. 60, n. 3/4, p. 171, doi. 10.1007/s11134-008-9092-7

By:

Kherani, Arzad A.

Publication type:

Article

Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit.

Published in:

Queueing Systems, 2008, v. 58, n. 1, p. 3, doi. 10.1007/s11134-007-9056-3

By:

Francisco Piera;
Ravi Mazumdar;
Fabrice Guillemin

Publication type:

Article

Concavity of the conditional mean sojourn time in the M / G /1 processor-sharing queue with batch arrivals.

Published in:

Queueing Systems, 2008, v. 58, n. 1, p. 57, doi. 10.1007/s11134-007-9058-1

By:

Jeongsim Kim;
Bara Kim

Publication type:

Article

Queues with system disasters and impatient customers when system is down.

Published in:

Queueing Systems, 2007, v. 56, n. 3/4, p. 195, doi. 10.1007/s11134-007-9031-z

By:

Uri Yechiali

Publication type:

Article