[图书][B] Level crossing methods in stochastic models

PH Brill - 2008 - Springer
The Second Edition adds 17 new figures bringing the total number to 124; many of the
original figures have been revised. It also includes a new section with a novel derivation of …

Convexification of queueing formulas by mixed-integer second-order cone programming: An application to a discrete location problem with congestion

A Ahmadi-Javid, P Hoseinpour - INFORMS Journal on …, 2022 - pubsonline.informs.org
Mixed-integer second-order cone programs (MISOCPs) form a novel class of mixed-integer
convex programs, which can be solved very efficiently as a result of the recent advances in …

Production-inventory systems with lost sales and compound Poisson demands

J Shi, MN Katehakis, B Melamed… - Operations …, 2014 - pubsonline.informs.org
This paper considers a continuous-review, single-product, production-inventory system with
a constant replenishment rate, compound Poisson demands, and lost sales. Two objective …

Analytical and computational studies of the queue

B Bank, SK Samanta - Communications in Statistics-Theory and …, 2021 - Taylor & Francis
This article studies a single server queueing system in which customers arrive according to
a batch Markovian arrival process and customers are served in batches of random capacity …

Bayesian inference for double Pareto lognormal queues

P Ramirez-Cobo, RE Lillo, S Wilson, MP Wiper - 2010 - projecteuclid.org
Bayesian inference for double Pareto lognormal queues Page 1 The Annals of Applied
Statistics 2010, Vol. 4, No. 3, 1533–1557 DOI: 10.1214/10-AOAS336 © Institute of Mathematical …

On the Laplace transform of the Pareto distribution

SNS Kotz - Queueing Systems, 2006 - search.proquest.com
The recent paper by Starobinski and Sidi proposes a new methodology based on an
approximation for modeling and analyzing power-tail distributions in communication …

Difficulties in simulating queues with Pareto service

D Gross, JF Shortle, MJ Fischer… - Proceedings of the …, 2002 - ieeexplore.ieee.org
M/G/1 queues, where G is a heavy-tailed distribution, have applications in Internet modeling
and modeling for insurance claim risk. The Pareto distribution is a special heavy-tailed …

Importance of verifying queue model assumptions before planning with simulation software

KD Strang - European Journal of Operational Research, 2012 - Elsevier
This case study uses empirical data gathered at an Australian refinery to verify the
assumptions for queue distributions before using special-purpose software to plan the off …

On the accuracy of phase-type approximations of heavy-tailed risk models

E Vatamidou, IJBF Adan, M Vlasiou… - Scandinavian Actuarial …, 2014 - Taylor & Francis
Numerical evaluation of ruin probabilities in the classical risk model is an important problem.
If claim sizes are heavy-tailed, then such evaluations are challenging. To overcome this, an …

Extending the Applicability of the Pollaczek-Khinchin Formula to the Case of Infinite Service Moments

F Fiorini, M Cococcioni… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
In teletraffic engineering, M/G/1 queues are pivotal for optimizing network performance and
operational efficiency. Closed formulas like the mean-value Pollaczek-Khinchin (MV-PK) are …