A queueing model for error control of partial buffer sharing in ATM.
A queueing network application to a telecommunications distributed system
A Queueing Problem with Arrival and Service in Batches of Variable Size.
A Queueing Problem with Batch Arrivals and Correlated Departures.
A queueing system with a fixed accumulation level, random server capacity and capacity dependent service time.
A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks.
A queueing system with random additional service facility
A queuing model with feedback
Time Series with Approximated Beta Marginal
A random fixed point theorem for multivalued mappings
A random nonlinear multivalued evolution equation in Hilbert space
A random walk for the solution sought: Remarks on the difference scheme approach to nonlinear semigroups and evolution operators.
A random walk on the rook placements on a Ferrers board.
A rate-optimal trigonometric series expansion of the fractional Brownian motion.
A recurrence condition for some subordinated strongly local Dirichlet forms.
A recurrence theorem for square-integrable martingales
Let be a zero-mean martingale with canonical filtration and stochastically -bounded increments which means that a.s. for all n ≥ 1, t > 0 and some square-integrable distribution H on [0,∞). Let . It is the main result of this paper that each such martingale is a.s. convergent on V < ∞ and recurrent on V = ∞, i.e. for some c > 0. This generalizes a recent result by Durrett, Kesten and Lawler [4] who consider the case of only finitely many square-integrable increment distributions....
A recursion formula for the moments of the gaussian orthogonal ensemble
We present an analogue of the Harer–Zagier recursion formula for the moments of the gaussian Orthogonal Ensemble in the form of a five term recurrence equation. The proof is based on simple gaussian integration by parts and differential equations on Laplace transforms. A similar recursion formula holds for the gaussian Symplectic Ensemble. As in the complex case, the result is interpreted as a recursion formula for the number of 1-vertex maps in locally orientable surfaces with a given number of...
A recursive robust Bayesian estimation in partially observed financial market
I propose a nonlinear Bayesian methodology to estimate the latent states which are partially observed in financial market. The distinguishable character of my methodology is that the recursive Bayesian estimation can be represented by some deterministic partial differential equation (PDE) (or evolution equation in the general case) parameterized by the underlying observation path. Unlike the traditional stochastic filtering equation, this dynamical representation is continuously dependent on the...
A refinement of normal approximation to Poisson binomial.
A refinement of the Helson-Szegö theorem and the determination of the extremal measures