Probabilistic approach to risk processes with level-dependent premium rate. (English) Zbl 07915304
MSC:
91G05
Found 67 Documents (Results 1–67)
Transient analysis of a modified differentiated vacation queueing system for energy-saving in WiMAX. (English) Zbl 07898496
MSC:
90B22
Analysis of a multiple dual-stage vacation queueing system with disaster and repairable server. (English) Zbl 1509.90060
Analysis of a multiple M/M/1/DV queueing system with a dual-threshold policy, vacation interruption and a waiting server. (English) Zbl 1504.60184
Explicit transient probabilities of various Markov models. (English) Zbl 1496.60089
Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 97-151 (2021).
Reviewer: Liping Li (Beijing)
Transient behavior of a single-server Markovian queue with balking and working vacation interruptions. (English) Zbl 1488.60212
Transient analysis of N-policy queue with system disaster repair preventive maintenance re-service balking closedown and setup times. (English) Zbl 1476.60164
MSC:
60K25
Transient analysis of multi-server Markovian queueing system with synchronous multiple working vacations and impatience of customers. (English) Zbl 1452.90117
Transient solution of an M/M/\( \infty\) queue with system’s additional tasks and impatient customers. (English) Zbl 1452.90134
Transient analysis of a Markovian single vacation feedback queue with an interrupted closedown time and control of admission during vacation. (English) Zbl 1415.60103
Transient solution of a two-heterogeneous servers’ queuing system with retention of reneging customers. (English) Zbl 1406.90026
MSC:
90B22
A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation. (English) Zbl 1524.60230
Time-dependent analysis for a two-processor heterogeneous system with time-varying arrival and service rates. (English) Zbl 1480.90098
Transient solution of an \(M/M/1\) vacation queue with a waiting server and impatient customers. (English) Zbl 1375.90085
Transient analysis of an \(\mathrm{M}/\mathrm{M}/1\) queueing system with server operating in three modes. (English) Zbl 1370.60182
Reliability prediction of repairable redundant system with imperfect switching and repair. (English) Zbl 1390.90278
MSC:
90B25
A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation. (English) Zbl 1329.60302
Transient analysis of a machine repair system with standby, two modes of failure, discouragement and switching failure. (English) Zbl 1362.90156
Vacation queuing model for a machining system with two unreliable repairmen. (English) Zbl 1362.90138
Approximate transient analysis of queuing networks by quasi product forms. (English) Zbl 1390.60318
Dudin, Alexander (ed.) et al., Analytical and stochastic modeling techniques and applications. 20th international conference, ASMTA 2013, Ghent, Belgium, July 8–10, 2013. Proceedings. Berlin: Springer (ISBN 978-3-642-39407-2/pbk). Lecture Notes in Computer Science 7984, 22-36 (2013).
MSC:
60K25
Quasi product form approximation for Markov models of reaction networks. (English) Zbl 1381.92023
Priami, Corrado (ed.) et al., Transactions on Computational Systems Biology XIV. Special issue on computational models for cell processes. Berlin: Springer (ISBN 978-3-642-35523-3/pbk). Lecture Notes in Computer Science 7625. Lecture Notes in Bioinformatics. Journal Subline, 26-52 (2012).
A matrix approach for the transient solution of an M/M/1/N queue with discouraged arrivals and reneging. (English) Zbl 1255.90034
Transient analysis of a queue with system disasters and customer impatience. (English) Zbl 1197.60087
The maximum number of infected individuals in SIS epidemic models: computational techniques and quasi-stationary distributions. (English) Zbl 1180.92073
Transient analysis of a Markovian queue with chain sequence rates and total catastrophes. (English) Zbl 1169.90345
MSC:
90B22
Transient solution for a simple immigration birth-death catastrophe process. (English) Zbl 1049.60074
Reviewer: Vladimir Vatutin (Moskva)
A large deviations analysis of the transient of a queue with many Markov fluid inputs: approximations and fast simulation. (English) Zbl 1390.90175
A new formula for the transient behaviour of a non-empty M/M/1/\(\infty\) queue. (English) Zbl 1043.60083
Reviewer: Hans Daduna (Hamburg)
A simple transient analysis of an M/M/1/N queue. (English) Zbl 0982.60095
Reviewer: S.Kalpakam (Chennai)
A simple immigration-catastrophe process. (English) Zbl 0971.60086
Reviewer: Charles J.Mode (Philadelphia)
MSC:
60J80
Transient analysis in discrete time of Markovian queues with quadratic rates. (English) Zbl 0959.60086
Reviewer: Helmut Wegmann (Darmstadt)
On the convergence to stationarity of the many-server Poisson queue. (English) Zbl 0955.60094
Reviewer: Władysław Szczotka (Wrocław)
On the existence of a small parameter for asemi-Markov process. (English. Ukrainian original) Zbl 0939.60078
J. Math. Sci., New York 107, No. 1, 3632-3635 (2001); translation from Mat. Metody Fiz.-Mekh. Polya 41, No. 4, 95-98 (1998).
Reviewer: R. K. Azimov (Andizhan)
MSC:
60J05
On the properties of some class of measures in a Hilbert space. (English. Ukrainian original) Zbl 0958.28009
J. Math. Sci., New York 104, No. 5, 1432-1435 (2001); translation from Mat. Metody Fiz.-Mekh. Polya 41, No. 3, 26-28 (1998).
Reviewer: A. Ju. Obolenskij (Kyïv)
On the numerical solution of transient probabilities of a state-dependent multiserver queue. (English) Zbl 0891.65148
Reviewer: N.Curteanu (Iaşi)
Computing distributions and moments in polling models by numerical transform inversion. (English) Zbl 0900.68049
Transient analysis of threshold \(T\)-policy \(M/M/1\) queues with server control. (English) Zbl 0813.60091
Introduction to the numerical solution of Markov chains. (English) Zbl 0821.65099
Princeton, NJ: Princeton Univ. Press. xix, 539 p. (1994).
Reviewer: G.Dimitriu (Iaşi)
On the perturbation of Markov chains with nearly transient states. (English) Zbl 0797.15019
Reviewer: Eugene Seneta (Sydney)
The transient blocking probabilities in \(M/M/N\) loss systems via large deviations. (English) Zbl 0776.60114
Application of Markov chains to linked genes with interference. II: Genotypic selection. (English) Zbl 0768.92014
On the transient behavior of the repairman problem. (English) Zbl 0727.60108
Reviewer: K.Farahmand (Jordanstown)
Markovian queues. (English) Zbl 0743.60103
Ellis Horwood Series in Mathematics and its Applications. New York etc.: Ellis Horwood. xii, 82 p. (1990).
Reviewer: H.Wegmann (Darmstadt)
On the rate of convergence with respect to the probability of the estimate of the method of least squares averaged on overlapping observation intervals of transient probabilities of a homogeneous Markov chain. (Russian. English summary) Zbl 0703.62087
Reviewer: N.S.Bratijchuk
Transient blocking probability in a loss system with arbitrary initial conditions. (English) Zbl 0702.60088
Reviewer: U.Jansen
A finite capacity M/G/1 queue with vacation. (English) Zbl 0703.90034
Reviewer: Anton Ştefănescu
Transient solution to the many-server Poisson queue: A simple approach. (English) Zbl 0693.60076
Reviewer: H.Schellhaas
MSC:
60K25
An operator-analytic approach to the Jackson network. (English) Zbl 0539.60093
Reviewer: H.Daduna
Generalized risk models. (English) Zbl 0483.62092
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