The insensitivity of stationary probabilities in networks of queues

1978 ◽  
Vol 10 (4) ◽  
pp. 906-912 ◽  
Author(s):  
R. Schassberger
Keyword(s):  
Stochastic Processes ◽  
Service Time ◽  
General Class ◽  
Special Cases ◽  
Stationary Probabilities ◽  
Networks Of Queues

The stationary probabilities for certain networks of queues as defined by Kelly [4] were recently shown by Barbour [1] to depend on the service-time distributions involved only through their means. This type of insensitivity has been studied by König and Jansen [5] for a general class of stochastic processes. Kelly's networks yield special cases of such processes. We point this out in the present paper, thus shedding new light on the insensitivity phenomenon observed in these networks and its connection with the phenomenon of local balance. As a consequence of our recent study [8] we also obtain a new insensitivity result for these networks.

The insensitivity of stationary probabilities in networks of queues

1978 ◽  
Vol 10 (04) ◽  
pp. 906-912 ◽  
Author(s):  
R. Schassberger
Keyword(s):  
Stochastic Processes ◽  
Service Time ◽  
General Class ◽  
Special Cases ◽  
Stationary Probabilities ◽  
Networks Of Queues

The stationary probabilities for certain networks of queues as defined by Kelly [4] were recently shown by Barbour [1] to depend on the service-time distributions involved only through their means. This type of insensitivity has been studied by König and Jansen [5] for a general class of stochastic processes. Kelly's networks yield special cases of such processes. We point this out in the present paper, thus shedding new light on the insensitivity phenomenon observed in these networks and its connection with the phenomenon of local balance. As a consequence of our recent study [8] we also obtain a new insensitivity result for these networks.

Insensitive bounds for the stationary distribution of non-reversible Markov chains

1988 ◽  
Vol 25 (1) ◽  
pp. 9-20 ◽  
Author(s):  
Arie Hordijk ◽  
AD Ridder
Keyword(s):  
Markov Chains ◽  
Stationary Distribution ◽  
Service Time ◽  
Form Solution ◽  
Tree Form ◽  
Standard Product ◽  
Reversible Markov Chains ◽  
Stationary Probabilities ◽  
Networks Of Queues ◽  
General Method

A general method is developed to compute easy bounds of the weighted stationary probabilities for networks of queues which do not satisfy the standard product form. The bounds are obtained by constructing approximating reversible Markov chains. Thus, the bounds are insensitive with respect to service-time distributions. A special representation, called the tree-form solution, of the stationary distribution is used to derive the bounds. The results are applied to an overflow model.

Insensitive bounds for the stationary distribution of non-reversible Markov chains

1988 ◽  
Vol 25 (01) ◽  
pp. 9-20 ◽  
Author(s):  
Arie Hordijk ◽  
AD Ridder
Keyword(s):  
Markov Chains ◽  
Stationary Distribution ◽  
Service Time ◽  
Form Solution ◽  
Tree Form ◽  
Standard Product ◽  
Reversible Markov Chains ◽  
Stationary Probabilities ◽  
Networks Of Queues ◽  
General Method

A general method is developed to compute easy bounds of the weighted stationary probabilities for networks of queues which do not satisfy the standard product form. The bounds are obtained by constructing approximating reversible Markov chains. Thus, the bounds are insensitive with respect to service-time distributions. A special representation, called the tree-form solution, of the stationary distribution is used to derive the bounds. The results are applied to an overflow model.

scholarly journals Rate of Convergence for Ibragimov-Gadjiev-Durrmeyer Operators

2017 ◽  
Vol 50 (1) ◽  
pp. 119-129 ◽  
Author(s):  
Tuncer Acar
Keyword(s):  
Rate Of Convergence ◽  
Bounded Variation ◽  
General Class ◽  
Durrmeyer Operators ◽  
Special Cases ◽  
Derivatives Of

Abstract The present paper deals with the rate of convergence of the general class of Durrmeyer operators, which are generalization of Ibragimov-Gadjiev operators. The special cases of the operators include somewell known operators as particular cases viz. Szász-Mirakyan-Durrmeyer operators, Baskakov-Durrmeyer operators. Herewe estimate the rate of convergence of Ibragimov-Gadjiev-Durrmeyer operators for functions having derivatives of bounded variation.

Weak Convergence to Stochastic Integrals

2021 ◽  
pp. 724-756
Author(s):  
James Davidson
Keyword(s):  
Brownian Motion ◽  
Weak Convergence ◽  
Stochastic Processes ◽  
Final Section ◽  
Stochastic Integrals ◽  
Martingale Difference ◽  
Mixing Processes ◽  
Linear Processes ◽  
Special Cases

The main object of this chapter is to prove the convergence of the covariances of stochastic processes with their increments to stochastic integrals with respect to Brownian motion. Some preliminary theory is given relating to random functionals on C, stochastic integrals, and the important Itô isometry. The main result is first proved for the tractable special cases of martingale difference increments and linear processes. The final section is devoted to proving the more difficult general case, of NED functions of mixing processes.

scholarly journals Estimation and filtering of fractional generalised random fields

2000 ◽  
Vol 69 (3) ◽  
pp. 336-361 ◽  
Author(s):  
J. M. Angulo ◽  
M. D. Ruiz-Medina ◽  
V. V. Anh
Keyword(s):  
Brownian Motion ◽  
Random Field ◽  
Least Squares ◽  
Random Fields ◽  
General Class ◽  
Duality Theory ◽  
Weak Sense ◽  
Linear Estimation ◽  
Special Cases ◽  
Estimation And Filtering

AbstractThis paper considers the estimation and filtering of fractional random fields, of which fractional Brownian motion and fractional Riesz-Bessel motion are important special cases. A least-squares solution to the problem is derived by using the duality theory and covariance factorisation of fractional generalised random fields. The minimum fractional duality order of the information random field leads to the most general class of solutions corresponding to the largest function space where the output random field can be approximated. The second-order properties that define the class of random fields for which the least-squares linear estimation problem is solved in a weak-sense are also investigated in terms of the covariance spectrum of the information random field.

scholarly journals Symmetric dual nondifferentiable programs

1981 ◽  
Vol 24 (2) ◽  
pp. 295-307 ◽  
Author(s):  
S. Chandra ◽  
I. Husain
Keyword(s):  
General Class ◽  
Nonlinear Programs ◽  
Special Cases ◽  
Natural Extensions

Symmetric and selfduality results are established for a general class of nonlinear programs which combine differentiable as well as non-differentiable cases appearing in the literature. Many well known results are deduced as special cases and certain natural extensions are discussed.

Busy period in GIX/G/∞

1996 ◽  
Vol 33 (3) ◽  
pp. 815-829 ◽  
Author(s):  
Liming Liu ◽  
Ding-Hua Shi
Keyword(s):  
Service Time ◽  
Busy Period ◽  
Random Variables ◽  
Batch Service ◽  
Idle Period ◽  
Special Cases ◽  
Infinite Server Queues ◽  
General Relations ◽  
Number Of Customers ◽  
Busy Cycle

Busy period problems in infinite server queues are studied systematically, starting from the batch service time. General relations are given for the lengths of the busy cycle, busy period and idle period, and for the number of customers served in a busy period. These relations show that the idle period is the most difficult while the busy cycle is the simplest of the four random variables. Renewal arguments are used to derive explicit results for both general and special cases.

scholarly journals A unified inverse Laplace transform formula involving the product of a general class of polynomials and the Fox $H$-function

2005 ◽  
Vol 36 (2) ◽  
pp. 87-92
Author(s):  
R. C. Soni ◽  
Deepika Singh
Keyword(s):  
Laplace Transform ◽  
General Class ◽  
Special Functions ◽  
Inverse Laplace Transform ◽  
General Class Of Polynomials ◽  
Special Cases ◽  
Main Formula

In the present paper we obtain the inverse Laplace transform of the product of a general class of polynomials and the Fox $H$-function. The polynomials and the functions involved in our main formula as well as their arguments are quite general in nature. Therefore, the inverse Laplace transform of the product of a large variety of polynomials and numerous simple special functions can be obtained as simple special cases of our main result. The results obtained by Gupta and Soni [2] and Srivastava [5] follow as special cases of our main result.

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