[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 …
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 …
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
This paper considers a continuous-review, single-product, production-inventory system with
a constant replenishment rate, compound Poisson demands, and lost sales. Two objective …
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 …
a batch Markovian arrival process and customers are served in batches of random capacity …
Bayesian inference for double Pareto lognormal queues
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 …
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 …
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 …
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 …
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
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 …
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 …
operational efficiency. Closed formulas like the mean-value Pollaczek-Khinchin (MV-PK) are …