Related papers: Parameter and State Estimation in Queues and Relat…

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

We derive randomization-based models for experiments with a chain of randomizations. The estimation theory for these models leads to formulae for the estimators of treatment effects, their standard errors, and expected mean squares in the…

Since its inception, control of data congestion on the Internet has been based on stochastic models. One of the first such models was Random Early Detection. Later, this model was reformulated as a dynamical system, with the average queue…

In order to model an epidemic, different approaches can be adopted. Mainly, the deterministic approach and the stochastic one. Recently, a large amount of literature has been published using the two approaches. The aim of this paper is to…

Different kinds of models are used to study various natural and technical phenomena. Usually, the researcher is limited to using a certain kind of model approach, not using others (or even not realizing the existence of other model…

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…

Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…

An overview of the recursive equations based models and their applications in simulation based analysis and optimization of queueing systems is given. These models provide a variety of systems with a convenient and unified representation in…

The purpose of writing this book is to suggest some improved estimators using auxiliary information in sampling schemes like simple random sampling and systematic sampling. This volume is a collection of five papers. The following problems…

Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results which provide provable…

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

The paper analyzes the performance of tandem network of polling queue with setups. For a system with two-products and two-stations, we propose a new approach based on a partially-collapsible state-space characterization to reduce…

This paper introduces a mathematical framework of a stochastic process model as a generalization of diffusion stochastic processes to model latent variables in categorical responses given unobserved random effects and maximum likelihood…

In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…

In traditional priority queues, we assume that every customer upon arrival has a fixed, class-dependent priority, and that a customer may not commence service if a customer with a higher priority is present in the queue. However, in…

Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…

When teaching and discussing statistical assumptions, our focus is oftentimes placed on how to test and address potential violations rather than the effects of violating assumptions on the estimates produced by our statistical models. The…

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…