搜索结果: 1-15 共查到“Markovian”相关记录18条 . 查询时间(0.078 秒)
A Diffusion Approximation for a Markovian Queue with Reneging
Markovian queues reneging impatience deadlines refl ected Ornstein–Uhlenbeck process
2015/7/8
Consider a single-server queue with a Poisson arrival process and exponential processing times in which each customer independently reneges after an exponentially distributed amount of time. We establ...
Network Congestion Control with Markovian Multipath Routing
Network Congestion Control Markovian Multipath Routing Networking and Internet Architecture
2011/10/8
Abstract: In this paper we consider an integrated model for TCP/IP protocols with multipath routing. The model combines a Network Utility Maximization for rate control based on end-to-end queuing dela...
Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
Model averaging Variational Bayes inference Markov Chain Unsu-pervised classification
2011/6/16
We consider a binary unsupervised classi cation problem where each observation
is associated with an unobserved label that we want to retrieve. More precisely, we
assume that there are two groups of...
Semi-Markovian Model of Unreliable Control of Restorable System with Latent Failures
Control Control Errors Latent Failure Semi-Markovian Process System Stationary Characteristics
2013/1/28
Semi-Markovian model of control of restorable system with latent failures has been built with regard to control errors. Stationary reliability and efficiency characteristics of its operation have been...
Semi-Markovian Model of Monotonous System Maintenance with Regard to Operating Time to Failure of Each Element
Maintenance Semi-Markovian Process System Stationary Characteristics System Performance Indexes Optimization
2013/1/29
An explicit form of reliability and economical stationary performance indexes for monotonous multicomponent system with regard to its elements’ maintenance has been found. The maintenance strategy inv...
Characterizations of polynomial-Gaussian processes that are Markovian
Characterizations polynomial-Gaussian processes Markovian
2009/9/21
We consider questions of characterizing a stochastic
process X = (X,,t 2 0) by the properties of the first two conditional
moments. Our first result is a new version of the classical P. Levy
charac...
PORTFOLIO DIVERSIFICATION WITH MARKOVIAN PRICES
Impulsive control portfolios transaction costs Lkvy processes
2009/9/18
The problem of constructing impulsive rebalancing of
portfolios, introduced by Pliska and Suzuki, is solved for models with
general Markovian prices. Existence of the optimal strategy iu established...
PERFECT TREE-LIKE MARKOVIAN DISTRIBUTIONS
Conditional independence graphical models Markov models
2009/9/18
We show that if a strictly positive joint probability
distribution for a set of binary variables factors according to a tree,
then vertex separation represents all and only the independence relation...
Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process
Discounted Dividends Threshold-Type Markovian Risk Process
2009/9/17
Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process。
Robust exponential stability of uncertain singular Markovian jump time-delay systems
Singular systems Markovian jumping parameters delay-dependent
2009/9/9
In this paper, the problem of delay-dependent robust exponential stability is investigated for uncertain singular Markovian jump systems with time delay. A delay-range-dependent condition is given ens...
Estimating the Delay-time for the Stability of Markovian Jump Bilinear Systems with Saturating Actuators
Saturating actuators Markovian jump bilinear systems Exponentially stochastic stability
2009/9/9
This paper is concerned with the stochastic stabilizability problem of time-delay Markovian jump bilinear systems with saturating actuators. Sufficient conditions for local exponential stochastic stab...
Random Walk in Dynamic Markovian Random Environment
Random Walk Markovian Random Environment
2009/6/12
Random Walk in Dynamic Markovian Random Environment.
Martingale proofs of many-server heavy-traffic limits for Markovian queues
multiple-server queues many-server heavy-traffic limits for queues diffusion approximations martingales functional central limit theorems
2009/5/18
This is an expository review paper illustrating the “martin- gale method” for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximatio...
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Pitman's representation three-dimensional Bessel process telegrapher s equation queue Burke's theorem
2009/5/4
Let $(xi_k, kge 0)$ be a Markov chain on ${-1,+1}$ with $xi_0=1$ and transition probabilities $P(xi_{k+1}=1| xi_k=1)=a>b=P(xi_{k+1}=-1| xi_k=-1)$. Set $X_0=0$, $X_n=xi_1+cdots +xi_n$ and $M_n=max_{0le...
A recent theorem by M. Manstavicius (2004) provided a link between a certain function of transition probabilities of a strong Markov process and the boundedness of the p-variation of its trajectories....