Markov-Modulated Processes and Semiregenerative Phenomena

Markov-Modulated Processes and Semiregenerative Phenomena PDF Author: Loon Ching Tang
Publisher: World Scientific
ISBN: 9812793194
Category : Mathematics
Languages : en
Pages : 237

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Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.

Markov-Modulated Processes and Semiregenerative Phenomena

Markov-Modulated Processes and Semiregenerative Phenomena PDF Author: Loon Ching Tang
Publisher: World Scientific
ISBN: 9812793194
Category : Mathematics
Languages : en
Pages : 237

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Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.

Continuos-time Markov-modulated Chains In Operations Research

Continuos-time Markov-modulated Chains In Operations Research PDF Author: Alexander M Andronov
Publisher: World Scientific
ISBN: 9811286175
Category : Mathematics
Languages : en
Pages : 227

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Book Description
Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.

Reliability and Statistics in Transportation and Communication

Reliability and Statistics in Transportation and Communication PDF Author: Igor Kabashkin
Publisher: Springer Nature
ISBN: 3030446107
Category : Technology & Engineering
Languages : en
Pages : 717

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Book Description
This book reports on cutting-edge theories and methods for analyzing complex systems, such as transportation and communication networks and discusses multi-disciplinary approaches to dependability problems encountered when dealing with complex systems in practice. The book presents the most noteworthy methods and results discussed at the International Conference on Reliability and Statistics in Transportation and Communication (RelStat), which took place in Riga, Latvia on October 16 – 19, 2019. It spans a broad spectrum of topics, from mathematical models and design methodologies, to software engineering, data security and financial issues, as well as practical problems in technical systems, such as transportation and telecommunications, and in engineering education.

Multivariate Statistics

Multivariate Statistics PDF Author: Tonu Kollo
Publisher: World Scientific
ISBN: 9814449407
Category : Mathematics
Languages : en
Pages : 178

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Book Description
The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson-Kotz-Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial Lecture. Extensions of linear models to multivariate exponential dispersion models and Growth Curve models are presented, and several papers on classification methods are included. Applications range from insurance mathematics to medical and industrial statistics and sampling algorithms.

Multivariate Statistics: Theory And Applications - Proceedings Of The Ix Tartu Conference On Multivariate Statistics And Xx International Workshop On Matrices And Statistics

Multivariate Statistics: Theory And Applications - Proceedings Of The Ix Tartu Conference On Multivariate Statistics And Xx International Workshop On Matrices And Statistics PDF Author: Tonu Kollo
Publisher: World Scientific
ISBN: 9814449415
Category : Mathematics
Languages : en
Pages : 178

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Book Description
The book aims to present a wide range of the newest results on multivariate statistical models, distribution theory and applications of multivariate statistical methods. A paper on Pearson-Kotz-Dirichlet distributions by Professor N Balakrishnan contains main results of the Samuel Kotz Memorial Lecture. Extensions of linear models to multivariate exponential dispersion models and Growth Curve models are presented, and several papers on classification methods are included. Applications range from insurance mathematics to medical and industrial statistics and sampling algorithms.

Topics in Statistical Simulation

Topics in Statistical Simulation PDF Author: V.B. Melas
Publisher: Springer
ISBN: 1493921045
Category : Mathematics
Languages : en
Pages : 531

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Book Description
The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The Seventh Workshop took place in the Rimini Campus of the University of Bologna, which is in Rimini’s historical center.

Markov-modulated Processes & Semiregenerative Phenomena

Markov-modulated Processes & Semiregenerative Phenomena PDF Author: Ant¢nio Pacheco
Publisher: World Scientific
ISBN: 9812793186
Category : Mathematics
Languages : en
Pages : 237

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Book Description
The book presents a coherent treatment of Markov random walks and Markov additive processes together with their applications. Part I provides the foundations of these stochastic processes underpinned by a solid theoretical framework based on Semiregenerative phenomena. Part II presents some applications to queueing and storage systems.

Markov-modulated Stochastic Storage Processes

Markov-modulated Stochastic Storage Processes PDF Author: Yixin Zhu
Publisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 226

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Book Description


Proceedings of KAIST Mathematics Workshop

Proceedings of KAIST Mathematics Workshop PDF Author:
Publisher:
ISBN:
Category : Algebra
Languages : en
Pages : 262

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Book Description


Markov-modulated Queueing Systems

Markov-modulated Queueing Systems PDF Author: N. U. Prabhu
Publisher:
ISBN:
Category :
Languages : en
Pages : 104

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Book Description