A biased roulette
A bulk queueing system under -policy with bilevel service delay discipline and start-up time.
A Cauchy Integral Related to a Robot-safety Device System
We introduce a robot-safety device system attended by two different repairmen. The twin system is characterized by the natural feature of cold standby and by an admissible “risky” state. In order to analyse the random behaviour of the entire system (robot, safety device, repair facility) we employ a stochastic process endowed with probability measures satisfying general Hokstad-type differential equations. The solution procedure is based on the theory of sectionally holomorphic functions, characterized...
A central limit theorem for random walks in random labyrinths
A central limit theorem for the asymmetric simple exclusion process
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model.
A compensator characterization of point processes on topological lattices.
A comprehensive proof of localization for continuous Anderson models with singular random potentials
We study continuous Anderson Hamiltonians with non-degenerate single site probability distribution of bounded support, without any regularity condition on the single site probability distribution. We prove the existence of a strong form of localization at the bottom of the spectrum, which includes Anderson localization (pure point spectrum with exponentially decaying eigenfunctions) with finite multiplicity of eigenvalues, dynamical localization (no spreading of wave packets under the time evolution),...
A computational algorithm for the CPP/M/c retrial queue.
A concurrency control problem in a time-sharing system with different job types
A condition for weak disorder for directed polymers in random environment.
A continuous-time model for claims reserving
Prediction of outstanding liabilities is an important problem in non-life insurance. In the framework of the Solvency II Project, the best estimate must be derived by well defined probabilistic models properly calibrated on the relevant claims experience. A general model along these lines was proposed earlier by Norberg (1993, 1999), who suggested modelling claim arrivals and payment streams as a marked point process. In this paper we specify that claims occur in [0,1] according to a Poisson point...
A counting process model of survival of parallel load-sharing system
A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit test. We also...
A criterion for transience of multidimensional branching random walk in random environment.
A deterministic displacement theorem for Poisson processes.
A diffusion model for two parallel queues with processor sharing: Transient behavior and asymptotics.
A discrete single server queue with Markovian arrivals and phase type group services.
A discrete time queueing system with departures having random memory
A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service
This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...
A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service
This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...