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Related papers: Analytic queueing model for ambulance services

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We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…

Probability · Mathematics 2015-03-19 Shuangchi He , J. G. Dai

Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…

Trading and Market Microstructure · Quantitative Finance 2014-09-05 Weibing Huang , Charles-Albert Lehalle , Mathieu Rosenbaum

AI-enabled decision-support systems aim to help medical providers rapidly make decisions with limited information during medical emergencies. A critical challenge in developing these systems is supporting providers in interpreting the…

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and…

Econometrics · Economics 2020-03-03 Roy Allen , John Rehbeck

Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…

Statistics Theory · Mathematics 2018-01-10 Marko Voutilainen , Lauri Viitasaari , Pauliina Ilmonen

The importance of considering contextual probabilities in shaping response patterns within psychological testing is underscored, despite the ubiquitous nature of order effects discussed extensively in methodological literature. Drawing from…

Methodology · Statistics 2024-03-28 Andrea Bosco

We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…

Disordered Systems and Neural Networks · Physics 2013-05-29 Agata Fronczak , Piotr Fronczak

We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time…

Methodology · Statistics 2019-10-15 Rui Meng , Braden Soper , Herbert Lee , Vincent X. Liu , John D. Greene , Priyadip Ray

We present an automated methodology for using Automatic Vehicle Location measurements of public transportation vehicles to construct a probabilistic model. The model not only allows for accurate evaluation of service performance, but also…

Signal Processing · Electrical Eng. & Systems 2020-09-29 Daniël Reijsbergen , Stephen Gilmore

Decision making problems are typically concerned with maximizing efficiency. In contrast, we address problems where there are multiple stakeholders and a centralized decision maker who is obliged to decide in a fair manner. Different…

Optimization and Control · Mathematics 2022-12-21 Andrea Lodi , Philippe Olivier , Gilles Pesant , Sriram Sankaranarayanan

A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…

Probability · Mathematics 2012-04-30 Weining Kang , Kavita Ramanan

In case of a severe accident, the key to saving lives is the time between the incident and when the victim receives treatment from the first-responders. In areas with well designed emergency medical systems, the time for an ambulance to…

Other Computer Science · Computer Science 2017-01-17 Li-Yi Lin

A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely temporal component. In this paper, we develop statistical…

Statistics Theory · Mathematics 2026-03-30 Lujia Bai , Holger Dette , Zihao Yuan

In this report we review modern nonlinearity methods that can be used in the preterm birth analysis. The nonlinear analysis of uterine contraction signals can provide information regarding physiological changes during the menstrual cycle…

Quantitative Methods · Quantitative Biology 2008-07-29 Tijana T. Ivancevic , Lakhmi C. Jain , John Pattison , Alex Hariz

Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…

Data Analysis, Statistics and Probability · Physics 2024-07-15 Kieran S. Owens , Ben D. Fulcher

Modern health data science applications leverage abundant molecular and electronic health data, providing opportunities for machine learning to build statistical models to support clinical practice. Time-to-event analysis, also called…

This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…

Systems and Control · Computer Science 2014-01-21 Stefan Hochrainer , Ronald Hochreiter , Georg Pflug