scholarly journals Portfolio optimization of credit risky bonds: a semi-Markov process approach

2020 ◽  
Vol 6 (1) ◽  
Author(s):  
Puneet Pasricha ◽  
Dharmaraja Selvamuthu ◽  
Guglielmo D’Amico ◽  
Raimondo Manca
2021 ◽  
Vol 10 (5) ◽  
pp. 2571-2579
Author(s):  
C. Bazil Wilfred ◽  
M. Selvarathi ◽  
P. Anantha Christu Raj

On a highway each vehicle periodically tries to communicate with the RSU by transmitting beacon messages and other general messages like position, speed, destination etc. Beacon messages need to be given high priority and high-speed service since they are important for the broadcasting vehicle and also for the other vehicles within the stipulated radius. Instead of employing a Markov model, we employ a Semi Markov process and evaluate the service time transmission of the tagged state with a particular emphasis on the QOS of the beacon messages


2020 ◽  
Vol 10 (16) ◽  
pp. 5705
Author(s):  
Jihee Jung ◽  
Jang Hyun Baek

The location of user equipment (UE) should always be maintained in order to connect any incoming calls within a mobile network. While several methods of location registration have been proposed, most mobile networks have adopted zone-based registration due to its superior performance. Even though recommendations from research on these zone-based systems state that multiple zones can be stored in a zone-based registration system, actual current mobile networks only employ a zone-based registration system that stores a single zone. Therefore, some studies have been conducted on zone-based registration using multiple zones. However, most of these studies consider only two zones. In this study, through the development of a semi-Markov process approach, we present a simple but accurate mathematical model for zone-based registration using three zones. In addition, our research results in zone-based registration systems where one, two and three zones are used to suggest the optimal management scheme for zone-based registration. Given that most mobile networks have already adopted some kind of zone-based registration, these results are able to directly enhance the performance of the actual mobile network in the near future with the minimum of effort required for implementation.


1993 ◽  
Vol 30 (3) ◽  
pp. 548-560 ◽  
Author(s):  
Yasushi Masuda

The main objective of this paper is to investigate the conditional behavior of the multivariate reward process given the number of certain signals where the underlying system is described by a semi-Markov process and the signal is defined by a counting process. To this end, we study the joint behavior of the multivariate reward process and the multivariate counting process in detail. We derive transform results as well as the corresponding real domain expressions, thus providing clear probabilistic interpretation.


Biometrics ◽  
2008 ◽  
Vol 64 (4) ◽  
pp. 1301-1301
Author(s):  
Mei-Jie Zhang

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