Ballistic deposition on a planar strip.
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
We consider a random walk in a stationary ergodic environment in , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in , , which serves as environment....
Balls left empty by a critical branching Wiener process.
Bayesian estimation of the mean holding time in average semi-Markov control processes
We consider semi-Markov control models with Borel state and action spaces, possibly unbounded costs, and holding times with a generalized exponential distribution with unknown mean θ. Assuming that such a distribution does not depend on the state-action pairs, we introduce a Bayesian estimation procedure for θ, which combined with a variant of the vanishing discount factor approach yields average cost optimal policies.
Bayesian reliability models of Weibull systems: State of the art
In the reliability modeling field, we sometimes encounter systems with uncertain structures, and the use of fault trees and reliability diagrams is not possible. To overcome this problem, Bayesian approaches offer a considerable efficiency in this context. This paper introduces recent contributions in the field of reliability modeling with the Bayesian network approach. Bayesian reliability models are applied to systems with Weibull distribution of failure. To achieve the formulation of the reliability...
Behavior of a second class particle in Hammersley's process.
Behaviour of passage time for a queueing network model with feedback: a simulation study.
Binomial ARMA count series from renewal processes
This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating integer-valued time series with ARMA type autocovariance functions. Examples of generating binomial ARMA(p,p-1)...
Binomial-Poisson entropic inequalities and the M/M/∞ queue
This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/∞ queue. They describe in particular the exponential dissipation of Φ-entropies along this process. This simple queueing process appears as a model of “constant curvature”, and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group ...
Bin-packing problems for a renewal process
Blocked network of tandem queues with withdrawal
Boltzmann-grad limit for a particle system in continuum
Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes
In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore, we characterize...
Boundedness of one-dimensional branching Markov processes.
Boundedness on stochastic Petri nets.
Stochastic Petri nets generalize the notion of queuing systems and are a useful model in performance evaluation of parallel and distributed systems. We give necessary and sufficient conditions for the boundedness of a stochastic process related to these nets.
Bounding a random environment bounding a random environment for two-dimensional edge-reinforced random walk.
Bounds for reliability in the NBU, NWU and NBUE, NWUE classes
Bounds on the critical exponents of disordered ferromagnetic models
Bounds on the throughput of an unslotted ALOHA channel in the case of a heterogeneous users' population
Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering