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An asymptotic result for brownian polymers

Thomas Mountford, Pierre Tarrès (2008)

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

We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields92 (1992) 337–349). We prove their conjecture about the asymptotic behavior of the underlying continuous process Xt (corresponding to the location of the end of the polymer at time t) for a particular type of repelling interaction function without compact support.

An extreme Markovian-evolutionary (EME) sequence.

José Tiago de Oliveira (1985)

Trabajos de Estadística e Investigación Operativa

The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.

An integral test for the transience of a brownian path with limited local time

Itai Benjamini, Nathanaël Berestycki (2011)

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

We study a one-dimensional brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), t≥0, consider the measures μt obtained by conditioning a brownian path so that Ls≤f(s), for all s≤t, where Ls is the local time spent at the origin by time s. It is shown that the measures μt are tight, and that any weak limit of μt as t→∞ is transient provided that t−3/2f(t) is integrable. We conjecture that this condition is sharp and present a number of open problems....

An M/G/1 queueing system with compulsory server vacations.

Kilash C. Madan (1992)

Trabajos de Investigación Operativa

This paper deals with a single server queue with compulsory server vacations. There are single Poisson arrivals with mean arrival date λ and the service is performed in batches of fixed size M (≥1) or min (n, M) and the service times of successive batches follow a general distribution with the density function D(x). The Laplace transforms of the probability generating functions of different states of the system have been obtained, the corresponding steady state results have been derived and in a...

An MX/G/1 unreliable retrial queue with two phase service and persistence behaviour of customers in service

M. Senthil Kumar, R. Arumuganathan (2013)

RAIRO - Operations Research - Recherche Opérationnelle

This paper describes an unreliable server batch arrival retrial queue with two types of repair and second optional service. The server provides preliminary first essential service (FES) to the primary arriving customers or customers from retrial group. On successful completion of FES, the customer may opt for second optional service (SOS) with probability α. The server is subject to active break downs. The customer under FES (or SOS) during the failure decides, with probability q, to join the orbit(impatientcustomer)...

An SMDP model for a multiclass multi-server queueing control problem considering conversion times

Zhicong Zhang, Na Li, Shuai Li, Xiaohui Yan, Jianwen Guo (2014)

RAIRO - Operations Research - Recherche Opérationnelle

We address a queueing control problem considering service times and conversion times following normal distributions. We formulate the multi-server queueing control problem by constructing a semi-Markov decision process (SMDP) model. The mechanism of state transitions is developed through mathematical derivation of the transition probabilities and transition times. We also study the property of the queueing control system and show that optimizing the objective function of the addressed queueing control...

Currently displaying 141 – 160 of 219