Related papers: A MGinf Queue Busy Period Distribution Characteriz…
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…
We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the…
In this paper, we consider a queueing system with multiple channels (or servers) and multiple classes of users. We aim at allocating the available channels among the users in such a way to minimize the expected total average queue length of…
The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation…
Nadarajah and Gupta (2004) introduced the beta Fr\'echet (BF) distribution, which is a generalization of the exponentiated Fr\'echet (EF) and Fr\'echet distributions, and obtained the probability density and cumulative distribution…
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…
In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…
This paper addresses a problem in experimental design: We consider It\^o diffusions specified by some $\theta \in \mathbb{R}$ and assume that we are allowed to observe their sample paths only $n$ times before a terminal time $\tau <…
In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…
A new 2 parameter unit Weibull distribution is defined on the unit interval (0,1). The methodology of deducing its PDF, some of its properties and related functions are discussed. The paper is supplied by many figures illustrating the new…
We propose a numerical method to learn Maximum Entropy (MaxEnt) distributions with spatio-temporal constraints from experimental spike trains. This is an extension of two papers [10] and [4] who proposed the estimation of parameters where…
The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…
Performance modeling is a key issue in queuing theory and operation research. It is well-known that the length of a queue that awaits service or the time spent by a job in a queue depends not only on the service rate, but also crucially on…
We consider GI/Ph/n+M parallel-server systems with a renewal arrival process, a phase-type service time distribution, n homogenous servers, and an exponential patience time distribution with positive rate. We show that in the Halfin-Whitt…
The effects of real-time provision of travel-time information on the behaviour of drivers are considered. The model of Marecek et al. [arXiv:1406.7639, Int. J. Control 88(10), 2015] is extended to consider uncertainty in the response of a…
This paper introduces a five-parameter lifetime model with increasing, decreasing, upside -down bathtub and bathtub shaped failure rate called as the McDonald Gompertz (McG) distribution. This new distribution extend the Gompertz,…
We deal with the change point problem in ergodic diffusion processes based on high frequency data. Tonaki et al. (2020, 2021) studied the change point problem for the ergodic diffusion process model. However, the change point problem for…
Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from…