Displaying similar documents to “Entropy maximization and the busy period of some single-server vacation models”

Characterization of the departure process from an queue

Jayesh Kumaran, Kenneth Mitchell, Appie van de Liefvoort (2010)

RAIRO - Operations Research

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In this paper we propose a family of finite approximations for the departure process of an queue indexed by a parameter defined as the system size of the finite approximation. The approximations capture the interdeparture times from an queue exactly and preserve the lag correlations of inter-event times of the departures from an queue up to lag ( - 1).

Maximum likelihood estimates and confidence intervals of an M/M/R/N queue with balking and heterogeneous servers

Kuo-Hsiung Wang, Sheau-Chyi Chen, Jau-Chuan Ke (2010)

RAIRO - Operations Research

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This paper considers an M/M/R/N queue with heterogeneous servers in which customers balk (do not enter) with a constant probability (1 - . We develop the maximum likelihood estimates of the parameters for the M/M/R/N queue with balking and heterogeneous servers. This is a generalization of the M/M/2 queue with heterogeneous servers (without balking), and the M/M/2/N queue with balking and heterogeneous servers in the literature. We also develop the confidence interval formula for the...

Nash equilibria for a model of traffic flow with several groups of drivers

Alberto Bressan, Ke Han (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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Traffic flow is modeled by a conservation law describing the density of cars. It is assumed that each driver chooses his own departure time in order to minimize the sum of a departure and an arrival cost. There are groups of drivers, The -th group consists of drivers, sharing the same departure and arrival costs (), (). For any given population sizes ,, , we prove the existence of a Nash equilibrium solution,...

Asymptotic equipartition properties for simple hierarchical and networked structures

Kwabena Doku-Amponsah (2012)

ESAIM: Probability and Statistics

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We prove for simple hierarchical structures (modelled as ) and networked structures (modelled as ). For example, for large , a networked data structure consisting of units connected by an average number of links of order   log  can be coded by about  ×  bits, where is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical measures.

Asymptotic equipartition properties for simple hierarchical and networked structures

Kwabena Doku-Amponsah (2012)

ESAIM: Probability and Statistics

Similarity:

We prove for simple hierarchical structures (modelled as ) and networked structures (modelled as ). For example, for large , a networked data structure consisting of units connected by an average number of links of order   log  can be coded by about  ×  bits, where is an explicitly defined entropy. The main technique in our proofs are large deviation principles for suitably defined empirical measures.

An Extended Opportunity-Based Age Replacement Policy

Bermawi P. Iskandar, Hiroaki Sandoh (2010)

RAIRO - Operations Research

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The present study proposes an extended opportunity-based age replacement policy where opportunities occur according to a Poisson process. When the age, of the system satisfies for a prespecified value , a corrective replacement is conducted if the objective system fails. In case satisfies for another prespecified value , we take an opportunity to preventively replace the system by a new one with probability , and do not take the opportunity with probability . At the moment reaches...

Survival probabilities of autoregressive processes

Christoph Baumgarten (2014)

ESAIM: Probability and Statistics

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Given an autoregressive process of order (  =   + ··· +   +  where the random variables , ,... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a constant barrier up to time (survival or persistence probability). Depending on the coefficients ,...,...

Risk bounds for new M-estimation problems

Nabil Rachdi, Jean-Claude Fort, Thierry Klein (2013)

ESAIM: Probability and Statistics

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In this paper, we consider a new framework where two types of data are available: experimental data supposed to be i.i.d from and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon . We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data , reduced model complexity...