Compound intervened poisson distribution through one server queuing model with non-homogeneous compound poisson arrivals in bulk and its service rates

2020 ◽  
Vol 23 (8) ◽  
pp. 1427-1444
Author(s):  
M. Hemanth Kumar ◽  
Talari Ganesh ◽  
M. Venkateswaran ◽  
P. R. S. Reddy
Keyword(s):  
Poisson Distribution ◽  
Queuing Model ◽  
Compound Poisson ◽  
Service Rates ◽  
Poisson Arrivals

Log-Compound-Poisson Distribution Model of Intermittency in Turbulence

1998 ◽  
Vol 53 (10-11) ◽  
pp. 828-832
Author(s):  
Feng Quing-Zeng
Keyword(s):  
Energy Dissipation ◽  
Poisson Distribution ◽  
Turbulent Energy ◽  
Compound Poisson Distribution ◽  
Distribution Model ◽  
Velocity Difference ◽  
Scaling Exponents ◽  
Compound Poisson ◽  
Developed Turbulence ◽  
Experimental Values

Abstract The log-compound-Poisson distribution for the breakdown coefficients of turbulent energy dissipation is proposed, and the scaling exponents for the velocity difference moments in fully developed turbulence are obtained, which agree well with experimental values up to measurable orders. The under-lying physics of this model is directly related to the burst phenomenon in turbulence, and a detailed discussion is given in the last section.

Asymptotic Expansions in the Exponent: a Compound Poisson Approach

1997 ◽  
Vol 29 (02) ◽  
pp. 374-387 ◽  
Author(s):  
V. Čekanavičius
Keyword(s):  
Asymptotic Expansion ◽  
Large Deviations ◽  
Poisson Distribution ◽  
Asymptotic Expansions ◽  
Compound Poisson ◽  
Poisson Measures ◽  
Poisson Approximations

The accuracy of the Normal or Poisson approximations can be significantly improved by adding part of an asymptotic expansion in the exponent. The signed-compound-Poisson measures obtained in this manner can be of the same structure as the Poisson distribution. For large deviations we prove that signed-compound-Poisson measures enlarge the zone of equivalence for tails.

On a stochastic process occurring in queueing systems

1965 ◽  
Vol 2 (2) ◽  
pp. 467-469 ◽  
Author(s):  
U. N. Bhat
Keyword(s):  
Stochastic Process ◽  
Poisson Distribution ◽  
Waiting Time ◽  
Queueing Systems ◽  
Distribution Functions ◽  
Compound Poisson Distribution ◽  
Compound Poisson ◽  
Transition Distribution

SummaryTransition distribution functions (d.f.) of the stochastic process u + t − X(t), where X(t) has a compound Poisson distribution, are used to derive explicit results for the transition d.f.s of the waiting time processes in the queueing systems M/G/1 and GI/M/1.

Poisson theorem for non-homogeneous Markov chains

1989 ◽  
Vol 26 (03) ◽  
pp. 637-642 ◽  
Author(s):  
Janusz Pawłowski
Keyword(s):  
Markov Chains ◽  
Poisson Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Compound Poisson Distribution ◽  
Convergence In Distribution ◽  
Compound Poisson ◽  
Necessary And Sufficient

This paper gives necessary and sufficient conditions for the convergence in distribution of sums of the 0–1 Markov chains to a compound Poisson distribution.

Sign in / Sign up

Export Citation Format

Share Document