Works matching DE "SAMPLE path analysis"

Results: 40

Dual Sourcing Inventory Systems: On Optimal Policies and the Value of Costless Returns.

Published in:

Production & Operations Management, 2017, v. 26, n. 2, p. 203, doi. 10.1111/poms.12636

By:

Janakiraman, Ganesh;
Seshadri, Sridhar

Publication type:

Article

Facility Location: A Robust Optimization Approach.

Published in:

Production & Operations Management, 2011, v. 20, n. 5, p. 772, doi. 10.1111/j.1937-5956.2010.01194.x

By:

Baron, Opher;
Milner, Joseph;
Naseraldin, Hussein

Publication type:

Article

Rejoinder.

Published in:

Journal of Business & Economic Statistics, 2015, v. 33, n. 1, p. 24, doi. 10.1080/07350015.2014.983237

By:

Diebold, Francis X.

Publication type:

Article

Estimates of Sample Paths of Dynamical Systems Described by Stochastic Differential Equations.

Published in:

Southeast Asian Bulletin of Mathematics, 2009, v. 33, n. 3, p. 497

By:

Nguyen Huu Du;
Nguyen Van Sanh

Publication type:

Article

Continuous-time trading and the emergence of randomness.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2009, v. 81, n. 5, p. 455, doi. 10.1080/17442500802221712

By:

Vovk, Vladimir

Publication type:

Article

A Factorisation of Diffusion Measure and Finite Sample Path Constructions.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 85, doi. 10.1007/s11009-007-9060-4

By:

Beskos, Alexandros;
Papaspiliopoulos, Omiros;
Roberts, Gareth O.

Publication type:

Article

Bounds for Different Arrangements of Tandem Queues with Nonoverlapping Service Times.

Published in:

Management Science, 1993, v. 39, n. 9, p. 1173, doi. 10.1287/mnsc.39.9.1173

By:

Wan, Yat-wah;
Wolff, Ronald W.

Publication type:

Article

Second Derivative Sample Path Estimators for the GI/G/m Queue.

Published in:

Management Science, 1993, v. 39, n. 3, p. 359, doi. 10.1287/mnsc.39.3.359

By:

Fu, Michael C.;
Hu, Jian-Qiang

Publication type:

Article

TEMPORAL SHAPING OF SIMULATED TIME SERIES WITH CYCLICAL SAMPLE PATHS.

Published in:

Probability in the Engineering & Informational Sciences, 2018, v. 32, n. 1, p. 126, doi. 10.1017/S0269964816000401

By:

Chen, Weiwei;
Baveja, Alok;
Melamed, Benjamin

Publication type:

Article

Hitting probabilities and fractal dimensions of multiparameter multifractional Brownian motion.

Published in:

Acta Mathematica Sinica, 2013, v. 29, n. 9, p. 1723, doi. 10.1007/s10114-013-1307-0

By:

Chen, Zhen

Publication type:

Article

Random fields of bounded variation and computation of their variation intensity.

Published in:

Advances in Applied Probability, 2016, v. 48, n. 4, p. 947, doi. 10.1017/apr.2016.60

By:

Galerne, Bruno

Publication type:

Article

PARTIAL FLEXIBILITY IN ROUTEING AND SCHEDULING.

Published in:

Advances in Applied Probability, 2013, v. 45, n. 3, p. 673, doi. 10.1239/aap/1377868534

By:

AKGUN, OSMAN T.;
RIGHTER, RHONDA;
WOLFF, RONALD

Publication type:

Article

On the limit behavior of the distribution of the crossing number of a strip by sample paths of a random walk.

Published in:

Siberian Mathematical Journal, 2013, v. 54, n. 2, p. 265, doi. 10.1134/S0037446613020110

By:

Lotov, V.

Publication type:

Article

Telling from Discrete Data Whether the Underlying Continuous–Time Model Is a Diffusion.

Published in:

Journal of Finance (Wiley-Blackwell), 2002, v. 57, n. 5, p. 2075, doi. 10.1111/1540-6261.00489

By:

AÏT-SAHALIA, YACINE

Publication type:

Article

On cumulative jump random variables.

Published in:

Annals of Operations Research, 2013, v. 206, n. 1, p. 485, doi. 10.1007/s10479-013-1319-2

By:

Tortorella, Michael

Publication type:

Article

A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion.

Published in:

Journal of Optimization Theory & Applications, 2014, v. 163, n. 2, p. 674, doi. 10.1007/s10957-013-0474-6

By:

Cavazos-Cadena, Rolando;
Montes-de-Oca, Raúl;
Sladký, Karel

Publication type:

Article

A useful result related with zeros of continuous compactly supported mother wavelets.

Published in:

International Journal of Wavelets, Multiresolution & Information Processing, 2017, v. 15, n. 5, p. -1, doi. 10.1142/S0219691317500448

By:

Ayache, Antoine;
Esser, Céline

Publication type:

Article

No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems.

Published in:

Operations Research, 2010, v. 58, n. 3, p. 691, doi. 10.1287/opre.1090.0785

By:

Yingdong Lu;
Jing-Sheng Song;
Yao Zhao

Publication type:

Article

MESLEKİ GÖREVLERİN ERGONOMİK ANALİZİNDE KULLANILAN ARAÇLAR VE BİR UYGULAMA ÖRNEGİ.

Published in:

Journal of the Institute of Science & Technology of Dumlupinar University / Dumlupinar Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2010, n. 22, p. 41

By:

Özel, Emre;
Çetik, Oya

Publication type:

Article

DYNAMICAL KICKBACK AND NONCOMMUTING IMPURITIES IN A SPIN CHAIN.

Published in:

International Journal of Quantum Information, 2008, v. 6, p. 807, doi. 10.1142/S0219749908004146

By:

DE FALCO, DIEGO;
TAMASCELLI, DARIO

Publication type:

Article

PERTURBATION ANALYSIS GIVES STRONGLY CONSISTENT SENSITIVITY ESTIMATES FOR THE M/G/I QUEUE.

Published in:

Management Science, 1988, v. 34, n. 1, p. 39, doi. 10.1287/mnsc.34.1.39

By:

Suri, Rajan;
Zazanis, Michael A.

Publication type:

Article

A BAYESIAN APPROACH TO QUALITY CONTROL.

Published in:

Management Science, 1972, v. 18, n. 11, p. 647, doi. 10.1287/mnsc.18.11.647

By:

Carter, Phillip L.

Publication type:

Article

On testing the bioequivalence of several treatments using the measure of distance.

Published in:

Statistics, 2009, v. 43, n. 5, p. 513, doi. 10.1080/02331880802497447

By:

Chen, HubertJ.;
Wen, Miin-Jye;
Wang, AndrewMinglong

Publication type:

Article

FINITE-DIMENSIONAL DISTRIBUTIONS OF A SQUARE-ROOT DIFFUSION.

Published in:

Journal of Applied Probability, 2014, v. 51, n. 4, p. 930, doi. 10.1239/jap/1421763319

By:

GORDY, MICHAEL B.

Publication type:

Article

FROM HERMITE POLYNOMIALS TO MULTIFRACTIONAL PROCESSES.

Published in:

Journal of Applied Probability, 2013, v. 50, n. 2, p. 323, doi. 10.1239/jap/1371648944

By:

MARTY, RENAUD

Publication type:

Article

SAMPLE PATH OPTIMAL POLICIES FOR SERIAL LINES WITH FLEXIBLE WORKERS.

Published in:

Journal of Applied Probability, 2012, v. 49, n. 2, p. 582, doi. 10.1239/jap/1339878806

By:

Pandelis, Dimitrios G.;
Van Oyen, Mark P.

Publication type:

Article

SAMPLE PATH LARGE DEVIATIONS OF POISSON SHOT NOISE WITH HEAVY-TAILED SEMIEXPONENTIAL DISTRIBUTIONS.

Published in:

Journal of Applied Probability, 2011, v. 48, n. 3, p. 688, doi. 10.1239/jap/1316796907

By:

DUFFY, KEN R.;
TORRISI, GIOVANNI LUCA

Publication type:

Article

SIMULATION OF SAMPLE PATHS AND DISTRIBUTION OF LIU INTEGRALS.

Published in:

Journal of Hyperstructures, 2021, v. 10, n. 1, p. 73

By:

FATHI-VAJARGAH, BEHROUZ;
GHASEMALIPOUR, SARA;
DOOSTI, MARYAM

Publication type:

Article

On a dual risk model perturbed by diffusion with dividend threshold.

Published in:

Chinese Annals of Mathematics, 2016, v. 37, n. 5, p. 777, doi. 10.1007/s11401-016-0975-3

By:

Zhi, Hui;
Pu, Jiangyan

Publication type:

Article

Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model.

Published in:

Abstract & Applied Analysis, 2013, p. 1, doi. 10.1155/2013/143194

By:

Chuangxia Huang;
Xu Gong;
Xiaohong Chen;
Fenghua Wen

Publication type:

Article

Wireless scheduling with partial channel state information: large deviations and optimality.

Published in:

Queueing Systems, 2015, v. 80, n. 4, p. 293, doi. 10.1007/s11134-015-9439-9

By:

Gopalan, Aditya;
Caramanis, Constantine;
Shakkottai, Sanjay

Publication type:

Article

Sample-path analysis of general arrival queueing systems with constant amount of work for all customers.

Published in:

Queueing Systems, 2014, v. 76, n. 3, p. 283, doi. 10.1007/s11134-013-9361-y

By:

Yao, Yi-Ching;
Miao, Daniel

Publication type:

Article

Little's law when the average waiting time is infinite.

Published in:

Queueing Systems, 2014, v. 76, n. 3, p. 267, doi. 10.1007/s11134-013-9364-8

By:

Wolff, Ronald;
Yao, Yi-Ching

Publication type:

Article

Optimal assignment of servers to tasks when collaboration is inefficient.

Published in:

Queueing Systems, 2013, v. 75, n. 1, p. 79, doi. 10.1007/s11134-013-9345-y

By:

Andradóttir, Sigrún;
Ayhan, Hayriye;
Down, Douglas

Publication type:

Article

The idle period of the finite G/M/1 queue with an interpretation in risk theory.

Published in:

Queueing Systems, 2010, v. 64, n. 4, p. 395, doi. 10.1007/s11134-010-9168-z

By:

Löpker, Andreas;
Perry, David

Publication type:

Article

Sample Path Generation of Lévy-Driven Continuous-Time Autoregressive Moving Average Processes.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 1, p. 175, doi. 10.1007/s11009-015-9472-5

By:

Kawai, Reiichiro

Publication type:

Article

Technical Note: Some Structural Results on Acyclic Supply Chains.

Published in:

Naval Research Logistics, 2010, v. 57, n. 6, p. 605, doi. 10.1002/nav.20421

By:

Junmin Shi;
Yao Zhao

Publication type:

Article

Structured maintenance policies on interior sample paths.

Published in:

Naval Research Logistics, 2007, v. 54, n. 6, p. 645, doi. 10.1002/nav.20236

By:

Lisa M. Maillart;
Ludmila Zheltova

Publication type:

Article

Sample path properties of an explosive double autoregressive model.

Published in:

Econometric Reviews, 2018, v. 37, n. 5, p. 484, doi. 10.1080/07474938.2015.1092841

By:

Liu, Feng;
Li, Dong;
Kang, Xinmei

Publication type:

Article

Parameter estimation for the drift of a time inhomogeneous jump diffusion process.

Published in:

Statistica Neerlandica, 2013, v. 67, n. 2, p. 145, doi. 10.1111/j.1467-9574.2012.00537.x

By:

Franke, Brice;
Kott, Thomas

Publication type:

Article