排序方式: 共有60条查询结果,搜索用时 265 毫秒
51.
Wei-Yann Tsai 《Statistics & probability letters》1985,3(5):281-286
Semi-Markov models are used in a study of censored, matched pairs. A partial likelihood function is obtained in the presence of univariate censoring for a class of semi-Markov models. A test statistics is derived for testing treatment effects of matched-pairs based on this partial likelihood function. Some directions for further generalization are also outlined. 相似文献
52.
The authors study queueing, input and output processes in a queueing system with bulk service and state dependent service delay. The input flow of customers, modulated by a semi-Markov process, is served by a single server that takes batches of a certain fixed size if available or waits until the queue accumulates enough customers for service. In the latter case, the batch taken for service is of random size dependent on the state of the system, while service duration depends both on the state of the system and on the batch size taken. The authors establish a necessary and sufficient condition for equilibrium of the system and obtain the following results: Explicit formulas for steady state distribution of the queueing process, intensity of the input and output processes, and mean values of idle and busy periods. They employ theory of semi-regenerative processes and illustrate the results by a number of examples. In one of them an optimization problem is discussed. 相似文献
53.
Stability and queueing time analysis of a reader-writer queue with alternating exhaustive priorities
This paper considers a reader-writer queue with alternating exhaustive priorities. The system can process an unlimited number of readers simultaneously. However, writers have to be processed one at a time. Both readers and writers arrive according to Poisson processes. Writer and reader service times are general iid random variables. There is infinite waiting room for both. The alternating exhaustive priority policy operates as follows. Assume the system is initially idle. The first arriving customer initiates service for the class (readers or writers) to which it belongs. Once processing begins for a given class of customers, this class is served exhaustively, i.e. until no members of that class are left in the system. At this point, if customers of the other class are in the queue, priority switches to this class, and it is served exhaustively. This system is analyzed to produce a stability condition and Laplace-Stieltjes transforms (LSTs) for the steady state queueing times of readers and writers. An example is also given. 相似文献
54.
We use a semi-Markov model to analyse the stochastic dynamics of disease occurrence of dogs insured in Canada from 1990 to 1999, and the probability pattern of death from illness. After statistically justifying the use of a stochastic model, we demonstrate that a stationary first-order semi-Markov process is appropriate for analysing the available data set. The probability transition function is estimated and its stationarity is tested statistically. Homogeneity of the semi-Markov model with respect to important covariates (such as geographic location, insurance plan, breed and age) is also statistically examined. We conclude with discussions and implications of our results in veterinary contents. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
55.
Some results for stopped random walks are extended to the Markov renewal setup where the random walk is driven by a Harris recurrent Markov chain. Some interesting applications are given; for example, a generalization of the alternating renewal process. 相似文献
56.
Sophie Mercier 《Methodology and Computing in Applied Probability》2008,10(2):179-198
We propose new easily computable bounds for different quantities which are solutions of Markov renewal equations linked to
some continuous-time semi-Markov process (SMP). The idea is to construct two new discrete-time SMP which bound the initial
SMP in some sense. The solution of a Markov renewal equation linked to the initial SMP is then shown to be bounded by solutions
of Markov renewal equations linked to the two discrete time SMP. Also, the bounds are proved to converge. To illustrate the
results, numerical bounds are provided for two quantities from the reliability field: mean sojourn times and probability transitions.
相似文献
57.
Corradi Gianfranco Janssen Jacques Manca Raimondo 《Methodology and Computing in Applied Probability》2004,6(2):233-246
This paper presents the numerical solution of the process evolution equation of a homogeneous semi-Markov process (HSMP) with a general quadrature method. Furthermore, results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given. The results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems. A method for obtaining the discrete time HSMP is shown by applying a very particular quadrature formula for the discretization. Following that, the problem of obtaining the continuous time HSMP from the discrete one is considered. In addition, the discrete time HSMP in matrix form is presented and the fact that the solution of the evolution equation of this process always exists is proved. Afterwards, an algorithm for solving the discrete time HSMP is given. Finally, a simple application of the HSMP is given for a real data social security example. 相似文献
58.
In this paper we consider a SMP fluid model when the so-called BSNE has no solution and kernel distributions of input environment processes are not heavy-tailed. We prove that in this case we still can find the upper exponential bound for the buffer overflow probability and give the example showing that the lower bound is impossible in general. 相似文献
59.
David B. Wolfson 《Stochastic Processes and their Applications》1976,4(2):203-213
Let (kQij)k be a sequence of semi-Markov matrices arising from the nonhomogeneous J?X process of Markov renewal theory. A generalization of the sufficiency half of the Lindeberg central limit theorem is proved for sums Sn=∑ni=1Xi suitably normed, where the Xi are the holding times of the J?X process. The approach used involves an adaption of the wellknown Trotter proof of the central limit theorem. Some familiar results are also obtained, by using this “convolution operator” approach. 相似文献
60.
Yonghui Huang Xianping Guo 《European Journal of Operational Research》2011,212(1):131-140
This paper investigates finite horizon semi-Markov decision processes with denumerable states. The optimality is over the class of all randomized history-dependent policies which include states and also planning horizons, and the cost rate function is assumed to be bounded below. Under suitable conditions, we show that the value function is a minimum nonnegative solution to the optimality equation and there exists an optimal policy. Moreover, we develop an effective algorithm for computing optimal policies, derive some properties of optimal policies, and in addition, illustrate our main results with a maintenance system. 相似文献