Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Applied Probability : From Random Sequences to Stochastic Processes / / by Valérie Girardin, Nikolaos Limnios
| Applied Probability : From Random Sequences to Stochastic Processes / / by Valérie Girardin, Nikolaos Limnios |
| Autore | Girardin Valérie |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XIII, 260 p. 30 illus., 1 illus. in color.) |
| Disciplina | 519.2 |
| Soggetto topico |
Probabilities
Statistics Mathematical statistics Engineering mathematics Epidemiology Probability Theory and Stochastic Processes Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Probability and Statistics in Computer Science Statistics for Business, Management, Economics, Finance, Insurance Engineering Mathematics |
| ISBN | 3-319-97412-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Independent Random Sequences -- Conditions and Martingales -- Markov Chains -- Continuous Time Stochastic Processes -- Markov and Semi-Markov Processes -- Further Reading.-. |
| Record Nr. | UNINA-9910300140203321 |
Girardin Valérie
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1
| Computational Methods and Mathematical Modeling in Cyberphysics and Engineering Applications 1 |
| Autore | Koroliouk Dmitri |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Newark : , : John Wiley & Sons, Incorporated, , 2024 |
| Descrizione fisica | 1 online resource (444 pages) |
| Altri autori (Persone) |
LyashkoSergiy
LimniosNikolaos |
| Soggetto topico |
Mathematical models
Engineering mathematics |
| ISBN |
9781394284344
1394284349 9781394284320 1394284322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Title Page -- Copyright Page -- Contents -- Preface -- Chapter 1. The Hydrodynamic-type Equations and the Solitary Solutions -- 1.1. Introduction -- 1.2. The Korteweg-de Vries equation and the soliton solutions -- 1.3. The Korteweg-de Vries equation with a small perturbation -- 1.4. The linear WKB technique and its generalization -- 1.5. Acknowledgments -- 1.6. References -- Chapter 2. The Nonlinear WKB Technique and Asymptotic Soliton-like Solutions to the Korteweg-de Vries Equation with Variable Coefficients and Singular Perturbation -- 2.1. Introduction -- 2.2. Main notations and definitions -- 2.3. The structure of the asymptotic one-phase soliton-like solution -- 2.4. The KdV equation with quadratic singularity -- 2.5. Equations for the regular part of the asymptotics and their analysis -- 2.6. Equations for the singular part of the asymptotics and their analysis -- 2.6.1. The main term of the singular part -- 2.6.2. The higher terms of the singular part and the orthogonality condition -- 2.6.3. The orthogonality condition and the discontinuity curve -- 2.6.4. Prolongation of the singular terms from the discontinuity curve -- 2.7. Justification of the algorithm -- 2.8. Discussion and conclusion -- 2.9. Acknowledgments -- 2.10. References -- Chapter 3. Asymptotic Analysis of the vcKdV Equation with Weak Singularity -- 3.1. Introduction -- 3.2. The asymptotic soliton-like solutions -- 3.3. The examples of the asymptotic soliton-like solutions -- 3.3.1. The asymptotic step-wise solutions -- 3.3.2. The asymptotic solutions of soliton type -- 3.4. Discussion and conclusion -- 3.5. Acknowledgments -- 3.6. References -- Chapter 4. Modeling of Heterogeneous Fluid Dynamics with Phase Transitions and Porous Media -- 4.1. Introduction -- 4.2. The large particle method -- 4.3. The particle-in-cell method.
4.4. Modeling of heterogeneous fluid dynamics -- 4.5. Modeling of heterogeneous fluid dynamics with phase transitions -- 4.6. Modeling of viscous fluid dynamics and porous media -- 4.7. References -- Chapter 5. Mathematical Models and Control of Functionally Stable Technological Process -- 5.1. Introduction -- 5.2. Analysis of production process planning procedure -- 5.3. Mathematical model of the production process management system of an industrial enterprise -- 5.4. Control design -- 5.5. Algorithm of control of production process -- 5.6. Conclusion -- 5.7. Acknowledgments -- 5.8. References -- Chapter 6. Alternative Direction Multiblock Method with Nesterov Acceleration and Its Applications -- 6.1. Introduction -- 6.2. Proximal operators -- 6.3. ADMM (alternating direction method of multipliers) -- 6.4. Bregman iteration -- 6.5. Forward-backward envelope (FBE) -- 6.6. Douglas-Rachford envelope (DRE) -- 6.7. Proximal algorithms for complex functions -- 6.8. Fast alternative directions methods -- 6.9. Numerical experiments -- 6.9.1. Exchange problem -- 6.9.2. Basis pursuit problem -- 6.9.3. Constrained LASSO problem -- 6.10. Conclusion -- 6.11. References -- Chapter 7. Modified Extragradient Algorithms for Variational Inequalities -- 7.1. Introduction -- 7.2. Preliminaries -- 7.3. Overview of the main algorithms for solving variational inequalities and approximations of fixed points -- 7.4. Modified extragradient algorithm for variational inequalities -- 7.5. Modified extragradient algorithm for variational inequalities and operator equations with a priori information -- 7.6. Strongly convergent modified extragradient algorithm -- 7.6.1. Algorithm variant for variational inequalities -- 7.6.2. Variant for problems with a priori information -- 7.7. References -- Chapter 8. On Multivariate Algorithms of Digital Signatures on Secure El Gamal-Type Mode. 8.1. On post-quantum, multivariate and non-commutative cryptography -- 8.2. On stable subgroups of formal Cremona group and privatization of multivariate public keys based on maps of bounded degree -- 8.3. Multivariate Tahoma protocol for stable Cremona generators and its usage for multivariate encryption algorithms -- 8.4. On multivariate digital signature algorithms and their privatization scheme -- 8.5. Examples of stable cubical groups -- 8.5.1. Simplest graph-based example -- 8.5.2. Other stable subgroups defined via linguistic graphs -- 8.5.3. Special homomorphisms of linguistic graphs and corresponding semigroups -- 8.5.4. Example of stable subsemigroups of arbitrary degree -- 8.6. Conclusion -- 8.7. References -- Chapter 9. Metasurface Model of Geographic Baric Field Formation -- 9.1. Introduction -- 9.2. The parametric scalar field model principle -- 9.3. Local isobaric scalar field model -- 9.4. Modeling Chladni figures based on the proposed model -- 9.5. The frequency of forcing influences and the problem of its detection -- 9.6. Conclusion -- 9.7. References -- Chapter 10. Simulation of the Electron-Hole Plasma State by Perturbation Theory Methods -- 10.1. Introduction. Nonlinear boundary value problems of the p-i-n diodes theory -- 10.2. Construction of an asymptotic solution of a boundary value problem for the system of the charge carrier current continuity equations and the Poisson equation -- 10.3. Simulation of the charge carriers’ stationary distribution in the electron-hole plasma of the p-i-n diode assembly elements -- 10.4. Modeling the charge carriers stationary distribution in the active region of the integrated surface-oriented p-i-n structures -- 10.5. Final considerations -- 10.6. References -- Chapter 11. Diffusion Perturbations in Models of the Dynamics of Infectious Diseases Taking into Account the Concentrated Effects. 11.1. Introduction -- 11.2. Model problem of infectious disease dynamics taking into account diffusion perturbation and asymptotics of the solution -- 11.3. Modeling of diffusion perturbations of infectious disease process taking into account the concentrated effects and immunotherapy -- 11.4. Modeling the influence of diffusion perturbations on development of infectious diseases under convection -- 11.5. Numerical experiment results -- 11.6. Conclusion -- 11.7. References -- Chapter 12. Solitary Waves in "Shallow Water" Environments -- 12.1. Introduction -- 12.2. T-forms for the solitary wave approximation -- 12.3. Existence of the solution of the gas dynamics equations in the form of solitary waves -- 12.4. Analysis of the localized wave trajectories -- 12.5. Numerical results -- 12.6. Conclusion -- 12.7. References -- Chapter 13. Instrument Element and Grid Middleware in Metrology Problems -- 13.1. Introduction -- 13.2. Security in the grid -- 13.3. Grid element for measuring instruments -- 13.4. Grid and some problems of metrology -- 13.5. Discussion and conclusion -- 13.6. References -- Chapter 14. Differential Evolution for Best Uniform Spline Approximation -- 14.1. Introduction -- 14.2. Problem statement -- 14.3. Review of methods for spline approximation -- 14.4. Algorithm -- 14.5. Experimental results and discussion -- 14.6. Conclusion -- 14.7. References -- Chapter 15. Finding a Nearest Pair of Points Between Two Smooth Curves in Euclidean Space -- 15.1. Introduction -- 15.2. Define the problem and notations -- 15.3. Lagrange function with energy dissipation -- 15.4. Lagrange equation -- 15.5. Hamiltonian equations -- 15.6. Numerical experiments -- 15.7. Concluding remarks -- 15.8. References -- Chapter 16. Constrained Markov Decision Process for the Industry -- 16.1. Introduction. 16.2. Introduction to constrained Markov decision processes -- 16.2.1. Introduction -- 16.2.2. Model -- 16.2.3. Economic criteria -- 16.2.4. Infinite horizon expected discounted reward -- 16.2.5. Infinite horizon expected average reward -- 16.3. Markov decision process with a constraint on the asymptotic availability -- 16.3.1. Introduction -- 16.3.2. Model -- 16.3.3. Algorithm -- 16.3.4. Application -- 16.4. Markov decision process with a constraint on the asymptotic failure rate -- 16.4.1. Introduction -- 16.4.2. Model -- 16.4.3. Algorithm -- 16.4.4. Application -- 16.5. Conclusion -- 16.6. References -- List of Authors -- Index -- EULA. |
| Record Nr. | UNINA-9910876744203321 |
|
Koroliouk Dmitri
|
||
| Newark : , : John Wiley & Sons, Incorporated, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Mathematical statistics and stochastic processes / / edited by Denis Bosq and others
| Mathematical statistics and stochastic processes / / edited by Denis Bosq and others |
| Autore | Bosq Denis <1939-> |
| Edizione | [First edition] |
| Pubbl/distr/stampa | London : , : ISTE : , : John Wiley &Sons Inc., , 2012 |
| Descrizione fisica | 1 online resource (302 pages) |
| Disciplina | 519.5 |
| Collana | Applied stochastic methods series |
| Soggetto topico |
Mathematical statistics
Stochastic processes |
| ISBN |
1-118-56202-X
1-118-58627-1 1-118-58612-3 1-299-18696-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Mathematical statistics -- pt. 2. Statistics for stochastic processes -- pt. 3. Supplement. |
| Record Nr. | UNINA-9910138856603321 |
|
Bosq Denis <1939->
|
||
| London : , : ISTE : , : John Wiley &Sons Inc., , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modern Stochastics and Applications / / edited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko
| Modern Stochastics and Applications / / edited by Volodymyr Korolyuk, Nikolaos Limnios, Yuliya Mishura, Lyudmyla Sakhno, Georgiy Shevchenko |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (352 pages) |
| Disciplina | 519.23 |
| Collana | Springer Optimization and Its Applications |
| Soggetto topico |
Calculus of variations
Probabilities Matrix theory Algebra Computers Actuarial science Economics, Mathematical Calculus of Variations and Optimal Control; Optimization Probability Theory and Stochastic Processes Linear and Multilinear Algebras, Matrix Theory Information Systems and Communication Service Actuarial Sciences Quantitative Finance |
| Soggetto genere / forma | Conference proceedings. |
| ISBN | 3-319-03512-6 |
| Classificazione |
510
SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I: Probability Distributions in Applications.-Comparing Brownian stochastic integrals for the convex order (Yor, Hirsch) -- Application of φ-sub-Gaussian random processes in queueing theory (Kozachenko, Yamnenko) -- A review on time-changed pseudo processes and the related distributions (Orsingher) -- Reciprocal processes: a stochastic analysis approach (Roelly). Part II: Stochastic Equations -- Probabilistic counterparts of nonlinear parabolic PDE systems (Belopolskaya) -- Finite-time blowup and existence of global positive solutions of semilinear SPDE’s with fractional noise (Dozzi, Kolkovska, López-Mimbela) -- Hydrodynamics and SDE with Sobolev coefficients (Fang) -- Elementary pathwise methods for non-linear parabolic and transport type SPDE with fractal noise (Hinz, Issoglio, Zähle) -- SPDE’s driven by general stochastic measures (Radchenko). Part III: Limit Theorems -- Exponential convergence of multi-dimensional stochastic mechanical systems with switching (Anulova, Veretennikov) -- Asymptotic behaviour of the distribution density of the fractional Lévy motion (Kulik, Knopova).-Large deviations for random evolutions in the scheme of asymptotically small diffusion (Koroliuk, Samoilenko) -- Limit theorems for excursion sets of stationary random fields (Spodarev). Part IV: Finance and Risk -- Ambit processes, their volatility determination and their applications (Corcuera, Farkas, Valdivia) -- Some functional analytic tools for utility maximization (Gushchin, Khasanov, Morozov) -- Maximization of the survival probability by franchise and deductible amounts in the classical risk model (Ragulina).Part V: Statistics.-Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko, Seleznev, Shevchenko) -- Minimum contrast method for parameter estimation in the spectral domain (Sakhno) -- Conditional estimators in exponential regression with errors in covariates (Shklyar). |
| Record Nr. | UNINA-9910300152803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Queueing theory 2 : advanced trends / / edited by Vladimir Anisimov, Nikolaos Limnios
| Queueing theory 2 : advanced trends / / edited by Vladimir Anisimov, Nikolaos Limnios |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] |
| Descrizione fisica | 1 online resource (328 pages) : illustrations |
| Disciplina | 519.82 |
| Soggetto topico | Queuing theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-75522-0
1-119-75523-9 1-119-75521-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- 1 Stability Analysis of Queueing Systems based on Synchronization of the Input and Majorizing Output Flows -- 1.1. Introduction -- 1.2. Model description -- 1.3. Auxiliary service process -- 1.4. Instability result for the case ρ ≥ 1 -- 1.5. Stochastic boundedness for the case ρ < -- 1 -- 1.6. Queueing system with unreliable servers and preemptive resume service discipline -- 1.7. Discrete-time queueing system with interruptions and preemptive repeat different service discipline -- 1.8. Queueing system with a preemptive priority discipline -- 1.9. Queueing system with simultaneous service of a customer by a random number of servers -- 1.10. Applications to transport systems analysis -- 1.11. Conclusion -- 1.12. Acknowledgment -- 1.13. References -- 2 Queueing Models in Services - Analytical and Simulation Approach -- 2.1. Introduction -- 2.2. Phase-type distributions and the batch Markovian arrival process -- 2.2.1. Phase-type distributions -- 2.2.2. Some useful results related to continuous PH distributions -- 2.2.3. The batch Markovian arrival process -- 2.3. Generation of MAP processes for numerical purposes -- 2.4. Analysis of selected queueing models of BMAP/G/c type -- 2.4.1. MAP/PH/1 queueing model -- 2.4.2. The system performance measures -- 2.4.3. Illustrative numerical examples for MAP/PH/1 -- 2.4.4. MAP/M/c queueing model -- 2.4.5. The system performance measures -- 2.4.6. Illustrative numerical examples for MAP/M/c -- 2.5. Simulated models of BMAP/G/c type queues -- 2.5.1. Simulated model validation using MAP/M/c type queues -- 2.5.2. Simulated model validation using MAP/PH/1 type queues -- 2.5.3. Selected simulated models of BMAP/G/c type queues -- 2.6. Analysis of selected queueing models of BMAP/G/c type with a vacation.
2.6.1. MAP/PH/1 queueing model with a vacation -- 2.6.2. The system performance measures -- 2.6.3. Illustrative numerical examples for MAP/PH/1 with a vacation -- 2.6.4. Validation of simulated model for vacation type queues -- 2.6.5. Selected simulated models of BMAP/G/c type queues with a -- 2.7. Acknowledgment -- 2.8. References -- 3 Distributions and Random Processes Related to Queueing and Reliability Models -- 3.1. Some useful notations, relationships and interpretations -- 3.2. Unreliable service model and reliability maintenance -- 3.3. Characterizations of exponential and geometric distributions via properties of service times -- 3.3.1. Instant repairs: characterization of geometric distribution -- 3.3.2. Instant repairs: characterizations of the exponential distribution -- 3.3.3. Various simplifying conditions -- 3.3.4. Unreliable service, repair times included -- 3.4. Probability distributions almost having lack of memory property -- 3.4.1. Service time on an unreliable server: instantaneous repairs -- 3.4.2. Properties of ALM distributions, and equivalent presentations -- 3.4.3. Periodicity in natural phenomena -- 3.5. Random processes with a periodic nature -- 3.5.1. Counting processes -- 3.5.2. Characterization of an NPP -- 3.5.3. Applications in risk modeling -- 3.6. Conclusions -- 3.7. References -- 4 The Impact of Information Structure on Strategic Behavior in Queueing Systems -- 4.1. Introduction -- 4.2. Game-theoretical framework in queueing -- 4.3. The unobservable model -- 4.4. The observable model -- 4.5. Comparison of the unobservable and the observable models -- 4.6. Partially observable models -- 4.7. Heterogeneously observable models -- 4.8. Observable-with-delay models -- 4.9. Conclusions and literature review for further study -- 4.10. Acknowledgments -- 4.11. References. 5 Non-extensive Maximum Entropy Formalisms and Inductive Inference of a Stable M/G/1 Queue with Heavy Tails -- 5.1. Introduction -- 5.2. General systems and inductive ME formalisms -- 5.2.1. "Classical" Shannon's EME formalism with short-range interactions -- 5.2.2. Rényi's and Tsallis's NME formalisms with long-range interactions -- 5.3. NME formalisms and EME consistency axioms -- 5.4. A stable M/G/1 queue with long-range interactions -- 5.4.1. Background: Shannon's EME state probability of a stable M/G/1 queue -- 5.4.2. Tsallis' and Rényi's NME state probabilities of a stable M/G/1 queue -- 5.4.3. Exact Rényi's and Tsallis' NME state probabilities with distinct GEq-type service time distributions -- 5.5. Numerical experiments and interpretations -- 5.6. Conclusions -- 5.7. Acknowledgments -- 5.8. Appendix: Rényi's NME formalisms versus EME consistency axioms -- 5.8.1. Uniqueness -- 5.8.2. Invariance -- 5.8.3. System independence -- 5.8.4. Subset independence -- 5.9. References -- 6 Inventory with Positive Service Time: a Survey -- 6.1. Introduction -- 6.2. Queueing inventory models -- 6.2.1. Single-commodity queueing-inventory systems -- 6.2.2. Production inventory systems -- 6.2.3. Multicommodity queueing-inventory system -- 6.2.4. Retrial queues with inventory -- 6.2.5. Queues requiring additional items for service -- 6.2.6. Queueing-inventory: some work in progress and suggestions for future studies -- 6.3. Acknowledgment -- 6.4. References -- 7 A Stability Analysis Method of Regenerative Queueing Systems -- 7.1. Introduction -- 7.2. Preliminaries -- 7.3. The single-server system -- 7.4. The zero-delayed multiserver system -- 7.5. The delayed multiserver system: finiteness of the first regeneration period -- 7.6. Instability -- 7.6.1. Some comments on the method -- 7.7. Related research -- 7.8. Acknowledgments -- 7.9. References. 8 Transient Analysis of Markovian Queueing Systems: a Survey with Focus on Closed-forms and Uniformization -- 8.1. Introduction -- 8.2. Basics on Markovian queues -- 8.2.1. Markov models -- 8.2.2. Uniformization -- 8.3. First examples -- 8.3.1. The Ehrenfest model in continuous-time -- 8.3.2. The M/M/8 model -- 8.3.3. A queue with no server and catastrophes -- 8.3.4. The fundamental M/M/1 model -- 8.3.5. M/M/1 with bounded waiting room: the M/M/1/H model -- 8.3.6. Comments -- 8.4. An uniformization-based path for the M/M/1 with matrix generating functions -- 8.4.1. General case -- 8.4.2. Mean number of customers at time t in the M/M/1 -- 8.5. An uniformization-based path using duality -- 8.5.1. Duality -- 8.5.2. The path toward the transient state distributions using duality -- 8.5.3. Application to the M/M/1 queueing system -- 8.5.4. Application to the M/M/1/H queueing system -- 8.5.5. Application to an M/M/1/H model with catastrophes -- 8.6. Other transient results -- 8.6.1. Busy period of the M/M/1 -- 8.6.2. Max backlog of the M/M/1 over a finite time interval -- 8.6.3. M/E/1 -- 8.7. Conclusion -- 8.8. References -- List of Authors -- Index -- EULA. |
| Record Nr. | UNINA-9910554880903321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Queueing theory 2 : advanced trends / / edited by Vladimir Anisimov, Nikolaos Limnios
| Queueing theory 2 : advanced trends / / edited by Vladimir Anisimov, Nikolaos Limnios |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] |
| Descrizione fisica | 1 online resource (328 pages) : illustrations |
| Disciplina | 519.82 |
| Collana | Sciences |
| Soggetto topico | Queuing theory |
| ISBN |
1-119-75522-0
1-119-75523-9 1-119-75521-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Half-Title Page -- Title Page -- Copyright Page -- Contents -- Preface -- 1 Stability Analysis of Queueing Systems based on Synchronization of the Input and Majorizing Output Flows -- 1.1. Introduction -- 1.2. Model description -- 1.3. Auxiliary service process -- 1.4. Instability result for the case ρ ≥ 1 -- 1.5. Stochastic boundedness for the case ρ < -- 1 -- 1.6. Queueing system with unreliable servers and preemptive resume service discipline -- 1.7. Discrete-time queueing system with interruptions and preemptive repeat different service discipline -- 1.8. Queueing system with a preemptive priority discipline -- 1.9. Queueing system with simultaneous service of a customer by a random number of servers -- 1.10. Applications to transport systems analysis -- 1.11. Conclusion -- 1.12. Acknowledgment -- 1.13. References -- 2 Queueing Models in Services - Analytical and Simulation Approach -- 2.1. Introduction -- 2.2. Phase-type distributions and the batch Markovian arrival process -- 2.2.1. Phase-type distributions -- 2.2.2. Some useful results related to continuous PH distributions -- 2.2.3. The batch Markovian arrival process -- 2.3. Generation of MAP processes for numerical purposes -- 2.4. Analysis of selected queueing models of BMAP/G/c type -- 2.4.1. MAP/PH/1 queueing model -- 2.4.2. The system performance measures -- 2.4.3. Illustrative numerical examples for MAP/PH/1 -- 2.4.4. MAP/M/c queueing model -- 2.4.5. The system performance measures -- 2.4.6. Illustrative numerical examples for MAP/M/c -- 2.5. Simulated models of BMAP/G/c type queues -- 2.5.1. Simulated model validation using MAP/M/c type queues -- 2.5.2. Simulated model validation using MAP/PH/1 type queues -- 2.5.3. Selected simulated models of BMAP/G/c type queues -- 2.6. Analysis of selected queueing models of BMAP/G/c type with a vacation.
2.6.1. MAP/PH/1 queueing model with a vacation -- 2.6.2. The system performance measures -- 2.6.3. Illustrative numerical examples for MAP/PH/1 with a vacation -- 2.6.4. Validation of simulated model for vacation type queues -- 2.6.5. Selected simulated models of BMAP/G/c type queues with a -- 2.7. Acknowledgment -- 2.8. References -- 3 Distributions and Random Processes Related to Queueing and Reliability Models -- 3.1. Some useful notations, relationships and interpretations -- 3.2. Unreliable service model and reliability maintenance -- 3.3. Characterizations of exponential and geometric distributions via properties of service times -- 3.3.1. Instant repairs: characterization of geometric distribution -- 3.3.2. Instant repairs: characterizations of the exponential distribution -- 3.3.3. Various simplifying conditions -- 3.3.4. Unreliable service, repair times included -- 3.4. Probability distributions almost having lack of memory property -- 3.4.1. Service time on an unreliable server: instantaneous repairs -- 3.4.2. Properties of ALM distributions, and equivalent presentations -- 3.4.3. Periodicity in natural phenomena -- 3.5. Random processes with a periodic nature -- 3.5.1. Counting processes -- 3.5.2. Characterization of an NPP -- 3.5.3. Applications in risk modeling -- 3.6. Conclusions -- 3.7. References -- 4 The Impact of Information Structure on Strategic Behavior in Queueing Systems -- 4.1. Introduction -- 4.2. Game-theoretical framework in queueing -- 4.3. The unobservable model -- 4.4. The observable model -- 4.5. Comparison of the unobservable and the observable models -- 4.6. Partially observable models -- 4.7. Heterogeneously observable models -- 4.8. Observable-with-delay models -- 4.9. Conclusions and literature review for further study -- 4.10. Acknowledgments -- 4.11. References. 5 Non-extensive Maximum Entropy Formalisms and Inductive Inference of a Stable M/G/1 Queue with Heavy Tails -- 5.1. Introduction -- 5.2. General systems and inductive ME formalisms -- 5.2.1. "Classical" Shannon's EME formalism with short-range interactions -- 5.2.2. Rényi's and Tsallis's NME formalisms with long-range interactions -- 5.3. NME formalisms and EME consistency axioms -- 5.4. A stable M/G/1 queue with long-range interactions -- 5.4.1. Background: Shannon's EME state probability of a stable M/G/1 queue -- 5.4.2. Tsallis' and Rényi's NME state probabilities of a stable M/G/1 queue -- 5.4.3. Exact Rényi's and Tsallis' NME state probabilities with distinct GEq-type service time distributions -- 5.5. Numerical experiments and interpretations -- 5.6. Conclusions -- 5.7. Acknowledgments -- 5.8. Appendix: Rényi's NME formalisms versus EME consistency axioms -- 5.8.1. Uniqueness -- 5.8.2. Invariance -- 5.8.3. System independence -- 5.8.4. Subset independence -- 5.9. References -- 6 Inventory with Positive Service Time: a Survey -- 6.1. Introduction -- 6.2. Queueing inventory models -- 6.2.1. Single-commodity queueing-inventory systems -- 6.2.2. Production inventory systems -- 6.2.3. Multicommodity queueing-inventory system -- 6.2.4. Retrial queues with inventory -- 6.2.5. Queues requiring additional items for service -- 6.2.6. Queueing-inventory: some work in progress and suggestions for future studies -- 6.3. Acknowledgment -- 6.4. References -- 7 A Stability Analysis Method of Regenerative Queueing Systems -- 7.1. Introduction -- 7.2. Preliminaries -- 7.3. The single-server system -- 7.4. The zero-delayed multiserver system -- 7.5. The delayed multiserver system: finiteness of the first regeneration period -- 7.6. Instability -- 7.6.1. Some comments on the method -- 7.7. Related research -- 7.8. Acknowledgments -- 7.9. References. 8 Transient Analysis of Markovian Queueing Systems: a Survey with Focus on Closed-forms and Uniformization -- 8.1. Introduction -- 8.2. Basics on Markovian queues -- 8.2.1. Markov models -- 8.2.2. Uniformization -- 8.3. First examples -- 8.3.1. The Ehrenfest model in continuous-time -- 8.3.2. The M/M/8 model -- 8.3.3. A queue with no server and catastrophes -- 8.3.4. The fundamental M/M/1 model -- 8.3.5. M/M/1 with bounded waiting room: the M/M/1/H model -- 8.3.6. Comments -- 8.4. An uniformization-based path for the M/M/1 with matrix generating functions -- 8.4.1. General case -- 8.4.2. Mean number of customers at time t in the M/M/1 -- 8.5. An uniformization-based path using duality -- 8.5.1. Duality -- 8.5.2. The path toward the transient state distributions using duality -- 8.5.3. Application to the M/M/1 queueing system -- 8.5.4. Application to the M/M/1/H queueing system -- 8.5.5. Application to an M/M/1/H model with catastrophes -- 8.6. Other transient results -- 8.6.1. Busy period of the M/M/1 -- 8.6.2. Max backlog of the M/M/1 over a finite time interval -- 8.6.3. M/E/1 -- 8.7. Conclusion -- 8.8. References -- List of Authors -- Index -- EULA. |
| Record Nr. | UNINA-9910830609203321 |
| Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||