Related papers: On sequential selection and a first passage proble…
In this paper, we consider the occupancy distribution for an open network of infinite server queues with multivariate batch arrivals following a non-homogeneous Poisson process, and general service time distributions. We derive a…
This work explores use of novel advances in best subset selection for regression modelling via continuous optimization for offline change point detection and estimation in univariate Gaussian data sequences. The approach exploits…
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
We study the default risk in incomplete information. That means, we model the value of a firm by one L\'evy process which is the sum of brownian motion with drift and compound Poisson process. This L\'evy process can not be observed…
Traditionally, the problem of apportioning the seats of a legislative body has been viewed as a one-shot process with no dynamic considerations. While this approach is reasonable for some settings, dynamic aspects play an important role in…
We address the question of how a localized microscopic defect, especially if it is small with respect to certain dynamic parameters, affects the macroscopic behavior of a system. In particular we consider two classical exactly solvable…
Polling systems are a well-established subject in queueing theory. However, their formal treatments generally rely heavily on relatively sophisticated theoretical tools, such as moment generating functions and Laplace transforms, and…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack.…
Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…
Linear models with a growing number of parameters have been widely used in modern statistics. One important problem about this kind of model is the variable selection issue. Bayesian approaches, which provide a stochastic search of…
With more and more meetings moving to a digital domain, meeting summarization has recently gained interest in both academic and commercial research. However, prior academic research focuses on meeting summarization as an offline task,…
We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that tells us that the expected value of…
We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…
Given Markov chains and Markov decision processes (MDPs) whose transitions are labelled with non-negative integer costs, we study the computational complexity of deciding whether the probability of paths whose accumulated cost satisfies a…
The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…
A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…
This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial…
An unbinned statistical test on cluster-like deviations from Poisson processes for point process data is introduced, presented in the context of time variability analysis of astrophysical sources in count rate experiments. The measure of…