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Generalization of the Modified Bessel Function and Its Generating Function

Griffiths, J., Leonenko, G., Williams, J. (2005)

Fractional Calculus and Applied Analysis

2000 Mathematics Subject Classification: 33C10, 33-02, 60K25This paper presents new generalizations of the modified Bessel function and its generating function. This function has important application in the transient solution of a queueing system.

Infinite queueing systems with tree structure

Lucie Fajfrová (2006)

Kybernetika

We focus on invariant measures of an interacting particle system in the case when the set of sites, on which the particles move, has a structure different from the usually considered set d . We have chosen the tree structure with the dynamics that leads to one of the classical particle systems, called the zero range process. The zero range process with the constant speed function corresponds to an infinite system of queues and the arrangement of servers in the tree structure is natural in a number...

Joint distribution of the busy and idle periods of a discrete modified G I / G I / c / queue

Anatolij Dvurečenskij (1988)

Aplikace matematiky

For a discrete modified G I / G I / c / queue, 1 c < , where the service times of all customers served during any busy period are independent random variables with not necessarily identical distribution functions, the joint distribution of the busy period, the subsequent idle period and the number of customers served during the busy period is derived. The formulae presented are in a convenient form for practical use. The paper is a continuation of [5], where the M / G I / c / discrete modified queue has been studied.

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

Annales de l'I.H.P. Probabilités et statistiques

In the present work, we consider spectrally positive Lévy processes ( X t , t 0 ) not drifting to + and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with X ) before hitting 0 . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law x of this conditioned process (starting at x g t ; 0 ) is defined as a Doob h -transform via a martingale. For Lévy processes with infinite variation paths, this martingale...

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