Analytical and Computational Methods in Probability Theory [[electronic resource] ] : First International Conference, ACMPT 2017, Moscow, Russia, October 23-27, 2017, Proceedings / / edited by Vladimir V. Rykov, Nozer D. Singpurwalla, Andrey M. Zubkov

• Pubblicazione: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
• Edizione: 1st ed. 2017.
• Descrizione fisica: 1 online resource (XVI, 540 p. 64 illus.)
• Disciplina: 519.2
• Soggetto topico: Computer science—Mathematics; Mathematical statistics; Computer simulation; Computer networks; Data protection; Numerical analysis; Probability and Statistics in Computer Science; Computer Modelling; Computer Communication Networks; Data and Information Security; Numerical Analysis
• Persona (resp. second.): RykovVladimir V; SingpurwallaNozer D; ZubkovAndrey M
• Nota di contenuto: Intro -- Preface -- Organization -- Contents -- A. D. Soloviev -- References -- Queueing Models and Stochastic Networks -- The Analysis of Cloud Computing System as a Queueing System with Several Servers and a Single Buffer -- 1 Introduction -- 2 The General Case of Inhomogeneous Servers -- 2.1 The System Description -- 2.2 The System of Equations -- 2.3 Marginal Probability Distributions -- 3 The Case of Homogeneous Servers. Stationary Performance Characteristics -- 3.1 The System Description and the System of Equations -- 3.2 Marginal Probability Distributions -- 3.3 The Laplace-Stieltjes Transformation of Waiting Time Probability Distribution Function -- 3.4 Probability Generation Function -- 4 Numerical Experiment -- 5 Conclusions and Furthest Problems -- References -- Analysis of K-Capacity Queueing System with Two-Heterogeneous Server -- 1 Introduction -- 2 The GI/M/2/K Queueing Model and Assumptions -- 3 Steady-State Probabilities and the Loss Probability -- 3.1 The GI/M/2/4 Queue with Heterogeneous Servers -- 3.2 Numerical Examples -- 4 Conclusions -- References -- Fluid Limit for Closed Queueing Network with Several Multi-servers -- 1 Introduction -- 1.1 Review of Investigated Contact Centers Models -- 1.2 A New Model for Contact Centers and Its Fluid Limit with Equilibrium Behavior -- 2 Closed Multi-servers Network with n Customers and Its Fluid Limit Equilibrium -- 2.1 Network Description -- 2.2 Fluid Limit Dynamics -- 2.3 Fluid Limit Equilibrium -- 2.4 Fluid Limit Convergence to Equilibrium as t -- 3 Conclusion -- References -- Stationarity Conditions for the Control Systems that Provide Service to the Conflicting Batch Poisson Flows -- 1 Introduction -- 2 Cyclic Control Algorithm -- 3 Feedback Control Algorithm -- 4 Computer Simulation Model -- 5 Quasi-Optimal Cyclic Control -- 6 Quasi-Optimal Feedback Control -- 7 Conclusion. ; References -- Transient Analysis of a Multi-server Queuing Model with Discouraged Arrivals and Retention of Reneging Customers -- 1 Introduction -- 2 Queuing Model Description -- 3 Mathematical Model -- 4 Transient Analysis of the Model -- 5 Conclusions -- References -- Priority Management in a Semi-Markov Queuing Model -- 1 Introduction -- 2 Research of the Model -- 2.1 Problem Statement -- 2.2 Markov Moments and System States -- 2.3 Set of Controls -- 2.4 Semi-Markov Matrix -- 2.5 Conditional Expectations of the Saved-Up Income -- 2.6 Structure of Income Functional -- 2.7 Additional Characteristics -- 3 Conclusions -- References -- Optimal Antivirus Protection Strategy in Computer Networks -- 1 Introduction -- 2 Functioning of the Local Network with Antivirus Protection -- 3 Mathematical Model -- 3.1 Three Dimensional Regenerative Process -- 3.2 Average Duration of the Regeneration Period -- 3.3 Average Profit Over a Regeneration Period -- 4 Optimal Distribution of the Intervals Between OS Reinstalls -- 5 Conclusions -- References -- Necessary Conditions for the Existence of Stationary Distribution in the Adaptive Control System of Conflict Flows -- 1 Introduction -- 2 The Problem -- 3 Properties of the Markovian Sequence -- 4 Conditions for the Existence of the Stationary Probability Distribution -- 5 Conclusion and Outlook -- References -- One Server Queue with Bulk Arrivals -- 1 Problem Statement -- 2 Analysis of the Embedded Markov Chain -- 3 Stationary Distribution of the Process (t) -- 4 Stationary Probabilities of the Process (t) -- 5 Conclusions -- References -- Priority Systems with Orientation. Analytical and Numerical Results -- 1 Introduction -- 2 System's Busy Period Mr|Gr|1| -- 3 Steady State Condition and Traffic Coefficients -- 4 Probabilities of the System's State -- 5 Distribution of the Queue Length. ; 6 Numerical Algorithms for Busy Periods -- 7 Algorithms for Traffic Evaluating -- 8 Conclusion and Outlook -- References -- Discrete Gamma Approximation in Retrial Queue MMPP/M/1 Based on Moments Calculation -- 1 Introduction -- 2 Model Description -- 3 Calculation of Moments -- 4 Discrete Gamma Approximation -- 5 Numerical Analysis -- 6 Conclusions -- References -- Inventory Management System with On/Off Control of Output Product Flow -- 1 Introduction -- 2 Mathematical Model -- 3 Problem Statement -- 4 Probabilities R1 and R2 -- 5 Form of the Solution P(s) for s S -- 6 The Solution P1(s) of Eq.(2) for s < S with PH-Distribution B(x) -- 7 The Solution P1(s) of Eq.(11) for s < S with Arbitrary Functions B(x) -- 8 Numerical Experiments -- 8.1 Case of PH-Distribution B(x) -- 8.2 Case of Gamma Distribution B(x) -- 9 Conclusion -- References -- On a Multi-server Priority Queue with Preemption in Crowdsourcing -- 1 Introduction -- 2 Mathematical Formulation -- 2.1 Stability Condition -- 3 Steady State Analysis -- 3.1 System Performance Measures -- 3.2 Waiting Time of an Admitted Type 1 Customer in the Queue -- 4 Numerical Illustrations -- 5 Conclusions -- References -- MAP/PH/1 Retrial Queueing-Inventory System with Orbital Search and Reneging of Customers -- 1 Introduction -- 2 Model Description -- 2.1 Stability Condition -- 2.2 Steady State Analysis -- 2.3 Performance Measures -- 3 Numerical Illustration -- 3.1 Effect of Arrival Process -- 3.2 Cost Analysis -- 4 Special Case -- 5 Conclusions -- References -- Analysis of a Wireless Sensor Node with Varying Rates of Energy Harvesting and Consumption -- 1 Introduction -- 2 Mathematical Model -- 3 Process of the System States and Stationary Distribution -- 4 Performance Measures of the System -- 5 Conclusion -- References. ; Infinite Order Systems of Differential Equations and Large Scale Random Neural Networks -- 1 Introduction -- 2 Large Scale Random Neural Networks Model -- 3 Infinite Order Systems of Differential Equations with Random Coefficients -- 4 Random Neural Networks with an Infinite Number of Cells Modeling -- 5 Conclusions -- References -- Reliability, Risk, Insurance -- On Reliability Function of a Parallel System with Three Renewable Components -- 1 Introduction -- 2 Reliability Function -- 3 Stationary Regime -- 4 Numerical Example -- 5 Conclusions -- References -- Analysis of Renewable Reliability Systems by Markovization Method -- 1 Introduction and Motivation -- 2 The Problem Setting and Notations -- 3 Reliability Function Calculation -- 4 Stationary Probabilities -- 4.1 Partial Repair -- 4.2 Full Repair -- 5 Quasi-stationary Probabilities -- 6 Conclusions -- References -- New Applied Probability Models and Their Stability -- 1 Historical Background -- 2 New Objectives -- 3 New Results for the Cramér-Lundberg Model -- 3.1 New Indicator of Insurance Company Performance -- 3.2 Sensitivity Analysis -- 4 Conclusions and Further Research Directions -- References -- Analytic-Numerical Investigations of Singular Problems for Survival Probability in the Dual Risk Model with Simple Investment Strategies -- 1 Introduction and Statement of the Problem -- 2 Main Results -- 2.1 Preliminary Propositions -- 2.2 Main Results for the Case of Exponential Distribution of Revenue Sizes -- 3 Numerical Computation of the Survival Probability -- 4 Conclusions -- References -- Asymptotic Behavior of Reliability Function for Multidimensional Aggregated Weibull Type Reliability Indices -- 1 Introduction -- 2 Main Result -- 2.1 Gaussian Multidimensional Tails -- 2.2 Ruin Probability for Several Portfolios: Continuation -- 2.3 Gaussian-Like Multidimensional Risks -- 3 Examples. ; 4 Conclusion and Outlook -- References -- Sensitivity Analysis of Reliability and Performability Measures for a Multi-server Queueing System with Constant Retrial Rate -- 1 Introduction -- 2 Mathematical Model -- 3 Optimality of the Allocation to an Arbitrary Server -- 4 Stationary Performance and Reliability Measures -- 5 Reliability Measures on the Life Cycle -- 6 Numerical Results -- 7 Conclusions -- References -- Bivariate Teissier Distributions -- 1 Introduction and Preliminaries -- 1.1 Historical Remarks: Teissier Model -- 1.2 Our Reference Model: The Scaled Teissier Distribution -- 2 Construction of Bivariate Teissier Distribution -- 2.1 Bivariate Proportional Mean Residual Life Model -- 2.2 Bivariate Symmetric Teissier Distribution -- 2.3 Teissier's Survuval Copula -- 3 Parameter Estimation and Data Analysis -- 4 Discussion -- References -- Analytical Methods and Limit Theorems -- Weighted Entropy and its Use in Computer Science and Beyond -- 1 Introduction -- 2 The Weighted Gibbs Inequality -- 3 Concavity/Convexity of the Weighted Entropy -- 4 Weighted Ky-Fan and Hadamard Inequalities -- 5 A Weighted Fisher Information Matrix -- 6 Weighted Entropy-Power Inequality -- 7 WLSI for the WF Close to a Constant -- 8 Weighted Fisher Information Inequality -- 9 The Weighted Entropy Power Is a Concave Function -- 10 Rates of Weighted Entropy and Information -- 11 Conclusions -- References -- Selected Data Compression: A Refinement of Shannon's Principle -- 1 Introduction -- 2 Selected Data-Compression for a Finite-Alphabet Markov Source -- 3 Concluding Remarks -- References -- On the Estimates in the Lindeberg-Feller's Limit Theorem -- 1 Introduction -- 2 Estimation of Numerical Characteristics Used in CLT -- 3 Approximation of the Sequence of Composition of Probabilistic Distributions and CLT. ; 4 Non-classical Versions of CLT Based on the Ibragimov-Osipov-Esseen Characteristic.
• Sommario/riassunto: This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.
• Titolo autorizzato: Analytical and Computational Methods in Probability Theory
• ISBN: 3-319-71504-6
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 996465757503316
• Lo trovi qui: Univ. di Salerno
• Serie: Theoretical Computer Science and General Issues, . 2512-2029 ; ; 10684