相关论文: Nonparametric Estimation of the Service Time Distr…
In spatial statistics, kriging models are often designed using a stationary covariance structure; this translation-invariance produces models which have numerous favorable properties. This assumption can be limiting, though, in…
In this paper, we deal with an $D/GI/1$ vacation system with impatient customers. We give a sufficient condition for the existence of a limit distribution of the waiting time and integral equations are derived in both reneging and balking…
The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…
We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service…
This paper presents a unified rank-based inferential procedure for fitting the accelerated failure time model to partially interval-censored data. A Gehan-type monotone estimating function is constructed based on the idea of the familiar…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…
We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…
In this paper we propose a nonparametric procedure for validating the assumption of stationarity in multivariate locally stationary time series models. We develop a bootstrap assisted test based on a Kolmogorov-Smirnov type statistic, which…
Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…
In this paper, we propose a method for estimating the distribution of time differences between connected events (such as ad impressions and corresponding customer calls). A special feature of this method is that it does not require matching…
Queueing systems with batch Markovian arrival process (BMAP) have paramount applications in the domain of wireless communication. The BMAP has been used to model the superposition of video sources and to approximate the super-position of…
In this work, we investigate information freshness in a status update communication system consisting of a source-destination link. Initially, we study the properties of a sample path of the age of information (AoI) process at the…
We present a general theory to quantify the uncertainty from imposing structural assumptions on the second-order structure of nonstationary Hilbert space-valued processes, which can be measured via functionals of time-dependent spectral…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…
We consider the distribution of the turning point location of time series modeled as the sum of deterministic trend plus random noise. If the variables are modeled by shifted exponentials, whose location parameters define the trend, we…