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排序方式: 共有132条查询结果,搜索用时 109 毫秒
1.
Iddo Eliazar 《Queueing Systems》2007,55(1):71-82
We explore M/G/∞ systems ‘fed’ by Poissonian inflows with infinite arrival rates. Three processes – corresponding to the system's state, workload, and queue-size – are studied and analyzed. Closed form formulae characterizing the system's stationary structure and correlation structure are derived. And, the issues of queue finiteness, workload summability, and Long Range Dependence are investigated.
We then turn to devise a ‘reverse engineering’ scheme for the design of the system's correlation structure. Namely: how to construct an M/G/∞ system with a pre-desired ‘target’ workload/queue auto-covariance function. The ‘reverse engineering’ scheme is applied
to various examples, including ones with infinite queues and non-summable workloads.
AMS Subject Classifications Primary: 60K25; Secondary: 60G55, 60G10 相似文献
2.
《Annals of Pure and Applied Logic》2022,173(10):103108
Probabilistic team semantics is a framework for logical analysis of probabilistic dependencies. Our focus is on the axiomatizability, complexity, and expressivity of probabilistic inclusion logic and its extensions. We identify a natural fragment of existential second-order logic with additive real arithmetic that captures exactly the expressivity of probabilistic inclusion logic. We furthermore relate these formalisms to linear programming, and doing so obtain PTIME data complexity for the logics. Moreover, on finite structures, we show that the full existential second-order logic with additive real arithmetic can only express NP properties. Lastly, we present a sound and complete axiomatization for probabilistic inclusion logic at the atomic level. 相似文献
3.
《Annals of Pure and Applied Logic》2022,173(10):103143
This article provides an algebraic study of intermediate inquisitive and dependence logics. While these logics are usually investigated using team semantics, here we introduce an alternative algebraic semantics and we prove it is complete for all intermediate inquisitive and dependence logics. To this end, we define inquisitive and dependence algebras and we investigate their model-theoretic properties. We then focus on finite, core-generated, well-connected inquisitive and dependence algebras: we show they witness the validity of formulas true in inquisitive algebras, and of formulas true in well-connected dependence algebras. Finally, we obtain representation theorems for finite, core-generated, well-connected, inquisitive and dependence algebras and we prove some results connecting team and algebraic semantics. 相似文献
4.
《Annals of Pure and Applied Logic》2022,173(10):103088
We study hidden-variable models from quantum mechanics and their abstractions in purely probabilistic and relational frameworks by means of logics of dependence and independence, which are based on team semantics. We show that common desirable properties of hidden-variable models can be defined in an elegant and concise way in dependence and independence logic. The relationship between different properties and their simultaneous realisability can thus be formulated and proven on a purely logical level, as problems of entailment and satisfiability of logical formulae. Connections between probabilistic and relational entailment in dependence and independence logic allow us to simplify proofs. In many cases, we can establish results on both probabilistic and relational hidden-variable models by a single proof, because one case implies the other, depending on purely syntactic criteria. We also discuss the ‘no-go’ theorems by Bell and Kochen-Specker and provide a purely logical variant of the latter, introducing non-contextual choice as a team-semantical property. 相似文献
5.
M. A. Kumakhov 《辐射效应与固体损伤》2013,168(1-2):85-99
The redistribution of the channeled ion flux in the transverse plane has been examined. General formulae describing the flux peaking effect are obtained. Main factors on which the effect depends are investigated. An analysis is made of back-scattering experiments. The study has been made for the axial and planar channeling. 相似文献
6.
In actuarial science, collective risk models, in which the aggregate claim amount of a portfolio is defined in terms of random sums, play a crucial role. In these models, it is common to assume that the number of claims and their amounts are independent, even if this might not always be the case. We consider collective risk models with different dependence structures. Due to the importance of such risk models in an actuarial setting, we first investigate a collective risk model with dependence involving the family of multivariate mixed Erlang distributions. Other models based on mixtures involving bivariate and multivariate copulas in a more general setting are then presented. These different structures allow to link the number of claims to each claim amount, and to quantify the aggregate claim loss. Then, we use Archimedean and hierarchical Archimedean copulas in collective risk models, to model the dependence between the claim number random variable and the claim amount random variables involved in the random sum. Such dependence structures allow us to derive a computational methodology for the assessment of the aggregate claim amount. While being very flexible, this methodology is easy to implement, and can easily fit more complicated hierarchical structures. 相似文献
7.
The study of worst case scenarios for risk measures (e.g. the Value at Risk) when the underlying risk vector (or portfolio of risks) is not completely specified is a central topic in the literature on robust risk measurement. In this paper we discuss partially specified factor models as introduced in Bernard et al. (2017) in more detail for the class of additive factor models which admit more explicit results. These results allow to describe in more detail the reduction of risk bounds obtainable by this method in dependence on the degree of positive resp. negative dependence induced by the systematic risk factors. The insight may help in applications of this reduction method to get a better qualitative impression on the range of influence of the partially specified factor structure. 相似文献
8.
Siburg and Stoimenov [12] gave a measure of mutual complete dependence of continuous variables which is different from Spearman's ρ and Kendall's τ. In this paper, a similar measure of mutual complete dependence is applied to discrete variables. Also two measures for functional relationships, which are not bijection, are investigated. For illustration of our main results, several examples are given. 相似文献
9.
Baha-Eldin Khaledi Subhash Kochar 《Annals of the Institute of Statistical Mathematics》2001,53(3):620-630
Consider a multivariate mixture model where the random variables X
1, ..., X
n
given (1, ...,
n
), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among X
i
's. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models. 相似文献
10.
We present a class of examples of nearest-neighbour, bounded-spin models, in which the low-temperature Gibbs measures do not
converge as the temperature is lowered to zero, in any dimension. 相似文献