scholarly journals THE CONTINUOUS-TIME TIME BERNULLI PROCESS

2017 ◽  
pp. 79-87
Author(s):  
Valery Pavsky ◽  
Valery Pavsky ◽  
Kirill Pavsky ◽  
Kirill Pavsky ◽  
Svetlana Ivanova ◽  
...  
Keyword(s):  
Poisson Process ◽  
Poisson Distribution ◽  
Continuous Time ◽  
Queuing Theory ◽  
Probability Space ◽  
Fixed Time ◽  
Theory Model ◽  
Bernoulli Process ◽  
Queuing Model ◽  
First Case

A random Bernoulli process with continuous time and a finite number of states (random events) is proposed. The process is obtained by two mutually complementary methods - directly from the Poisson process with an intensity parameter that depends on time and methods of queuing theory, from a queuing system with two parameters. In the first case, the process was formalized on a probability space with measure, as a measurable function of time. The intensity of the Poisson process was considered as a measure. The Bernoulli process for each fixed time was obtained as a conditional distribution from a suitable Poisson distribution. The parameter of the Poisson distribution was determined from the differential equation, in the formulation of which the approximation of the Bernoulli formula by the Poisson formula was essentially used. In the second method, standard methods of queuing theory were used. A two- parameter queuing model was formulated in which for all customer flows the time between occurrence of neighboring customers was a random value satisfying the exponential law. The model was formalized by a system of differential equations, whose analytical solution represented the continuous-time Bernoulli process. In finding solutions, the method of generating functions was used. It is of interest to derive the Bernoulli process both from the probability space constructed for the Poisson process and from the queuing theory model. The authors believe that the proposed process can be generalized to a wider class of functions than that used in the work, down to measurable ones. The possibilities for the practical application of the continuous-time Bernoulli process will undoubtedly be expanded, since its discrete analog is well known in many fields of science and technology.

scholarly journals Comparison of Queuing Performance Using Queuing Theory Model and Fuzzy Queuing Model at Check-in Counter in Airport

2019 ◽  
Vol 7 (4A) ◽  
pp. 17-23
Author(s):  
Noor Hidayah Mohd Zaki ◽  
Aqilah Nadirah Saliman ◽  
Nur Atikah Abdullah ◽  
Nur Su Ain Abu Hussain ◽  
Norani Amit
Keyword(s):  
Queuing Theory ◽  
Theory Model ◽  
Queuing Model

scholarly journals An ImprovedμTESLA Protocol Based on Queuing Theory and Benaloh-Leichter SSS in WSNs

2016 ◽  
Vol 2016 ◽  
pp. 1-13 ◽  
Author(s):  
Haiping Huang ◽  
Tianhe Gong ◽  
Tao Chen ◽  
Mingliang Xiong ◽  
Xinxing Pan ◽  
...  
Keyword(s):  
Queuing Theory ◽  
Fixed Time ◽  
Theory Model ◽  
Time Interval ◽  
Security Technology ◽  
Self Renewal ◽  
Hash Chain ◽  
Fixed Time Interval ◽  
Sharing Scheme ◽  
Queue Theory

Broadcast authentication is a fundamental security technology in wireless sensor networks (ab. WSNs). As an authentication protocol, the most widely used in WSN,μTESLA protocol, its publication of key is based on a fixed time interval, which may lead to unsatisfactory performance under the unstable network traffic environment. Furthermore, the frequent network communication will cause the delay authentication for some broadcast packets while the infrequent one will increase the overhead of key computation. To solve these problems, this paper improves the traditionalμTESLA by determining the publication of broadcast key based on the network data flow rather than the fixed time interval. Meanwhile, aiming at the finite length of hash chain and the problem of exhaustion, a self-renewal hash chain based on Benaloh-Leichter secret sharing scheme (SRHC-BL SSS) is designed, which can prolong the lifetime of network. Moreover, by introducing the queue theory model, we demonstrate that our scheme has much lower key consumption thanμTESLA through simulation evaluations. Finally, we analyze and prove the security and efficiency of the proposed self-renewal hash chain, comparing with other typical schemes.

On branching models with alarm triggerings

2020 ◽  
Vol 57 (3) ◽  
pp. 734-759
Author(s):  
Claude Lefèvre ◽  
Philippe Picard ◽  
Sergey Utev
Keyword(s):  
Poisson Process ◽  
Generating Functions ◽  
Continuous Time ◽  
Stopping Time ◽  
Fixed Time ◽  
The State ◽  
State Distribution ◽  
Probability Generating Functions ◽  
Branching Model ◽  
Death Cases

AbstractWe discuss a continuous-time Markov branching model in which each individual can trigger an alarm according to a Poisson process. The model is stopped when a given number of alarms is triggered or when there are no more individuals present. Our goal is to determine the distribution of the state of the population at this stopping time. In addition, the state distribution at any fixed time is also obtained. The model is then modified to take into account the possible influence of death cases. All distributions are derived using probability-generating functions, and the approach followed is based on the construction of families of martingales.

scholarly journals Generalized fractional Poisson process and related stochastic dynamics

2020 ◽  
Vol 23 (3) ◽  
pp. 656-693 ◽  
Author(s):  
Thomas M. Michelitsch ◽  
Alejandro P. Riascos
Keyword(s):  
Poisson Process ◽  
Continuous Time ◽  
Counting Process ◽  
Stochastic Dynamics ◽  
Waiting Times ◽  
Fractional Diffusion ◽  
Diffusion Limit ◽  
Fractional Operators ◽  
Fractional Poisson Process ◽  
Erlang Process

AbstractWe survey the ‘generalized fractional Poisson process’ (GFPP). The GFPP is a renewal process generalizing Laskin’s fractional Poisson counting process and was first introduced by Cahoy and Polito. The GFPP contains two index parameters with admissible ranges 0 < β ≤ 1, α > 0 and a parameter characterizing the time scale. The GFPP involves Prabhakar generalized Mittag-Leffler functions and contains for special choices of the parameters the Laskin fractional Poisson process, the Erlang process and the standard Poisson process. We demonstrate this by means of explicit formulas. We develop the Montroll-Weiss continuous-time random walk (CTRW) for the GFPP on undirected networks which has Prabhakar distributed waiting times between the jumps of the walker. For this walk, we derive a generalized fractional Kolmogorov-Feller equation which involves Prabhakar generalized fractional operators governing the stochastic motions on the network. We analyze in d dimensions the ‘well-scaled’ diffusion limit and obtain a fractional diffusion equation which is of the same type as for a walk with Mittag-Leffler distributed waiting times. The GFPP has the potential to capture various aspects in the dynamics of certain complex systems.

On the rate of Poisson process approximation to a Bernoulli process

1997 ◽  
Vol 34 (4) ◽  
pp. 898-907 ◽  
Author(s):  
Aihua Xia
Keyword(s):  
Poisson Process ◽  
Point Process ◽  
Discrete Time ◽  
Wasserstein Distance ◽  
Stein’S Method ◽  
Upper Bounds ◽  
Stein's Method ◽  
Bernoulli Process ◽  
Logarithmic Factor ◽  
Process Approximation

This note gives the rate for a Wasserstein distance between the distribution of a Bernoulli process on discrete time and that of a Poisson process, using Stein's method and Palm theory. The result here highlights the possibility that the logarithmic factor involved in the upper bounds established by Barbour and Brown (1992) and Barbour et al. (1995) may be superfluous in the true Wasserstein distance between the distributions of a point process and a Poisson process.

Evaluation of subway passengers transfer hub congestion based on queuing model and TOPSIS method

2021 ◽  
pp. 1-22
Author(s):  
Xiaokun Wang ◽  
Dong Ni
Keyword(s):  
Queuing Theory ◽  
Evaluation Model ◽  
Flow Characteristics ◽  
Distribution Area ◽  
Flow Density ◽  
Topsis Method ◽  
Queuing Model ◽  
Service Facility ◽  
Passenger Flow ◽  
Topsis Technique

To scientifically and reasonably evaluate and pre-warn the congestion degree of subway transfer hub, and effectively know the risk of subway passengers before the congestion time coming. We analyzed the passenger flow characteristics of various service facilities in the hub. The congested area of the subway passenger flow interchange hub is divided into queuing area and distribution area. The queuing area congestion evaluation model selects M/M/C and M/G/C based on queuing theory. The queuing model and the congestion evaluation model of the distribution area select the TOPSIS (Technique for Order Preference by Similarity to Ideal Solution) method. Queue length and waiting time are selected as the evaluation indicators of congestion in the queuing area, and passenger flow, passenger flow density and walking speed are selected as the evaluation indicators of congestion in the distribution area. And then, K-means cluster analysis method is used to analyze the sample data, and based on the selected evaluation indicators and the evaluation model establishes the queuing model of the queuing area and the TOPSIS model of the collection and distribution area. The standard value of the congestion level of various service facilities and the congestion level value of each service facility obtained from the evaluation are used as input to comprehensively evaluate the overall congestion degree of the subway interchange hub. Finally we take the Xi’an Road subway interchange hub in Dalian as empirical research, the data needed for congestion evaluation was obtained through field observations and questionnaires, and the congestion degree of the queue area and the distribution area at different times of the workday was evaluated, and the congestion of each service facility was evaluated. The grade value is used as input, and the TOPSIS method is used to evaluate the degree of congestion in the subway interchange hub, which is consistent with the results of passenger congestion in the questionnaire, which verifies the feasibility of the evaluation model and method.

The coincidence approach to stochastic point processes

1975 ◽  
Vol 7 (1) ◽  
pp. 83-122 ◽  
Author(s):  
Odile Macchi
Keyword(s):  
Poisson Process ◽  
Probability Space ◽  
Point Processes ◽  
Counting Process ◽  
Regular Point ◽  
General Point ◽  
Completely Regular ◽  
Photon Process ◽  
Stochastic Point Processes

The structure of the probability space associated with a general point process, when regarded as a counting process, is reviewed using the coincidence formalism. The rest of the paper is devoted to the class of regular point processes for which all coincidence probabilities admit densities. It is shown that their distribution is completely specified by the system of coincidence densities. The specification formalism is stressed for ‘completely’ regular point processes. A construction theorem gives a characterization of the system of coincidence densities of such a process. It permits the study of most models of point processes. New results on the photon process, a particular type of conditioned Poisson process, are derived. New examples are exhibited, including the Gauss-Poisson process and the ‘fermion’ process that is suitable whenever the points are repulsive.

Modeling Bus Capacity for Bus Stops Using Queuing Theory and Diffusion Approximation

2021 ◽  
pp. 036119812110302
Author(s):  
Chao Wang ◽  
Weijie Chen ◽  
Yueru Xu ◽  
Zhirui Ye
Keyword(s):  
Approximation Method ◽  
Service Time ◽  
Diffusion Approximation ◽  
Coefficient Of Variation ◽  
Queuing Theory ◽  
Queuing Model ◽  
Bus Stop ◽  
Proposed Model ◽  
Bus Stops ◽  
Bus Service

For bus service quality and line capacity, one critical influencing factor is bus stop capacity. This paper proposes a bus capacity estimation method incorporating diffusion approximation and queuing theory for individual bus stops. A concurrent queuing system between public transportation vehicles and passengers can be used to describe the scenario of a bus stop. For most of the queuing systems, the explicit distributions of basic characteristics (e.g., waiting time, queue length, and busy period) are difficult to obtain. Therefore, the diffusion approximation method was introduced to deal with this theoretical gap in this study. In this method, a continuous diffusion process was applied to estimate the discrete queuing process. The proposed model was validated using relevant data from seven bus stops. As a comparison, two common methods— Highway Capacity Manual (HCM) formula and M/M/S queuing model (i.e., Poisson arrivals, exponential distribution for bus service time, and S number of berths)—were used to estimate the capacity of the bus stop. The mean absolute percentage error (MAPE) of the diffusion approximation method is 7.12%, while the MAPEs of the HCM method and M/M/S queuing model are 16.53% and 10.23%, respectively. Therefore, the proposed model is more accurate and reliable than the others. In addition, the influences of traffic intensity, bus arrival rate, coefficient of variation of bus arrival headway, service time, coefficient of variation of service time, and the number of bus berths on the capacity of bus stops are explored by sensitivity analyses.

A spatial queuing model for the location decision of emergency medical vehicles for pandemic outbreaks: the case of Za'atari refugee camp

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Felix Blank
Keyword(s):  
Queuing Theory ◽  
Emergency Service ◽  
Performance Metrics ◽  
Service System ◽  
Refugee Camps ◽  
Location Decision ◽  
Stress Tests ◽  
Queuing Model ◽  
Content Type ◽  
Emergency Medical

PurposeRefugee camps can be severely struck by pandemics, like potential COVID-19 outbreaks, due to high population densities and often only base-level medical infrastructure. Fast responding medical systems can help to avoid spikes in infections and death rates as they allow the prompt isolation and treatment of patients. At the same time, the normal demand for emergency medical services has to be dealt with as well. The overall goal of this study is the design of an emergency service system that is appropriate for both types of demand.Design/methodology/approachA spatial hypercube queuing model (HQM) is developed that uses queuing-theory methods to determine locations for emergency medical vehicles (also called servers). Therefore, a general optimization approach is applied, and subsequently, virus outbreaks at various locations of the study areas are simulated to analyze and evaluate the solution proposed. The derived performance metrics offer insights into the behavior of the proposed emergency service system during pandemic outbreaks. The Za'atari refugee camp in Jordan is used as a case study.FindingsThe derived locations of the emergency medical system (EMS) can handle all non-virus-related emergency demands. If additional demand due to virus outbreaks is considered, the system becomes largely congested. The HQM shows that the actual congestion is highly dependent on the overall amount of outbreaks and the corresponding case numbers per outbreak. Multiple outbreaks are much harder to handle even if their cumulative average case number is lower than for one singular outbreak. Additional servers can mitigate the described effects and lead to enhanced resilience in the case of virus outbreaks and better values in all considered performance metrics.Research limitations/implicationsSome parameters that were assumed for simplification purposes as well as the overall model should be verified in future studies with the relevant designers of EMSs in refugee camps. Moreover, from a practitioners perspective, the application of the model requires, at least some, training and knowledge in the overall field of optimization and queuing theory.Practical implicationsThe model can be applied to different data sets, e.g. refugee camps or temporary shelters. The optimization model, as well as the subsequent simulation, can be used collectively or independently. It can support decision-makers in the general location decision as well as for the simulation of stress-tests, like virus outbreaks in the camp area.Originality/valueThe study addresses the research gap in an optimization-based design of emergency service systems for refugee camps. The queuing theory-based approach allows the calculation of precise (expected) performance metrics for both the optimization process and the subsequent analysis of the system. Applied to pandemic outbreaks, it allows for the simulation of the behavior of the system during stress-tests and adds a further tool for designing resilient emergency service systems.

A Highway Traffic Model

1975 ◽  
Vol 12 (S1) ◽  
pp. 303-309
Author(s):  
Herbert Solomon
Keyword(s):  
Poisson Process ◽  
Poisson Distribution ◽  
Random Measure ◽  
Traffic Model ◽  
Highway Traffic ◽  
Intensity Parameter ◽  
Time Space ◽  
Random Line ◽  
Straight Line ◽  
Poisson Fields

The trajectory of a car traveling at a constant speed on an idealized infinite highway can be viewed as a straight line in the time-space plane. Entry times are governed by a Poisson process with intensity parameter A leading to all trajectories as random lines in a plane. The Poisson distribution of number of encounters of cars on the highway is developed through random line models and non-homogeneous Poisson fields, and its parameter, which depends on the specific random measure employed, is obtained explicitly.

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