Markov-Modulated Processes and Semiregenerative Phenomena PDF Download

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.

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.

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.

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.

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.

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.

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.

Author: Vladimir M. Vishnevskiy
Publisher: Springer Nature
ISBN: 3030664716
Category : Computers
Languages : en
Pages : 747

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Book Description
This book constitutes the refereed post-conference proceedings of the 23rd International Conference on Distributed and Computer and Communication Networks, DCCN 2020, held in Moscow, Russia, in September 2020. The 54 revised full papers and 1 revised short paper were carefully reviewed and selected from 167 submissions. The papers cover the following topics: computer and communication networks; analytical modeling of distributed systems; and distributed systems applications.

Author: Jürgen Pilz
Publisher: Springer Nature
ISBN: 3031400550
Category : Mathematics
Languages : en
Pages : 265

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Book Description
This volume presents a selection of articles on statistical modeling and simulation, with a focus on different aspects of statistical estimation and testing problems, the design of experiments, reliability and queueing theory, inventory analysis, and the interplay between statistical inference, machine learning methods and related applications. The refereed contributions originate from the 10th International Workshop on Simulation and Statistics, SimStat 2019, which was held in Salzburg, Austria, September 2–6, 2019, and were either presented at the conference or developed afterwards, relating closely to the topics of the workshop. The book is intended for statisticians and Ph.D. students who seek current developments and applications in the field.

Author: Vladimir M. Vishnevskiy
Publisher: Springer Nature
ISBN: 3030925072
Category : Computers
Languages : en
Pages : 379

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Book Description
This book constitutes the refereed post-conference proceedings of the 24th International Conference on Distributed and Computer and Communication Networks, DCCN 2021, held in Moscow, Russia, in September 2021. The 26 revised full papers and 3 revised short papers were carefully reviewed and selected from 151 submissions. The papers cover the following topics: computer and communication networks; analytical modeling of distributed systems; and distributed systems applications.