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On a non-Markovian queueing problem under a control operating policy and start-up times

Arun Borthakur, Ruby Gohain (1982)

Aplikace matematiky

A non-Markovian queueing system with Poisson input is studied under a modified operating rule called “control operating policy” in which the server begins “start-up” only when the queue length reaches a fixed number n ( 1 ) . By using the supplementary variable technique, the distribution of the queue length (excluding those being served) in the form of a generating function is obtained. As a special case, a Markovian queueing system with exponential start-up is discussed in detail to analyse the economic...

On characteristic functions of kth record values from the generalized extreme value distribution and its characterization

M. A. W. Mahmoud, M. A. Atallah, M. Albassam (2011)

Applicationes Mathematicae

Recurrence relations for the marginal, joint and conditional characteristic functions of kth record values from the generalized extreme value distribution are established. These relations are utilized to obtain recurrence relations for single, product and conditional moments of kth record values. Moreover, by making use of the recurrence relations the generalized extreme value distribution is characterized.

On some generalization of the t-transformation

Anna Dorota Krystek (2010)

Banach Center Publications

Using the Nevanlinna representation of the reciprocal of the Cauchy transform of probability measures, we introduce a two-parameter transformation U of probability measures on the real line ℝ, which is another possible generalization of the t-transformation. Using that deformation we define a new convolution by deformation of the free convolution. The central limit measure with respect to the -deformed free convolutions is still a Kesten measure, but the Poisson limit depends on the two parameters...

On some limit distributions for geometric random sums

Marek T. Malinowski (2008)

Discussiones Mathematicae Probability and Statistics

We define and give the various characterizations of a new subclass of geometrically infinitely divisible random variables. This subclass, called geometrically semistable, is given as the set of all these random variables which are the limits in distribution of geometric, weighted and shifted random sums. Introduced class is the extension of, considered until now, classes of geometrically stable [5] and geometrically strictly semistable random variables [10]. All the results can be straightforward...

On the Bennett–Hoeffding inequality

Iosif Pinelis (2014)

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

The well-known Bennett–Hoeffding bound for sums of independent random variables is refined, by taking into account positive-part third moments, and at that significantly improved by using, instead of the class of all increasing exponential functions, a much larger class of generalized moment functions. The resulting bounds have certain optimality properties. The results can be extended in a standard manner to (the maximal functions of) (super)martingales. The proof of the main result relies on an...

On the compound α(t)-modified Poisson distribution

Katarzyna Steliga, Dominik Szynal (2015)

Applicationes Mathematicae

In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.

On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α ∈ (0,1]

Grażyna Mazurkiewicz (2010)

Banach Center Publications

The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).

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