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Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues 一些不节省工作的M/G/1抢先后进先出队列的固定工作负载和服务时间
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-05-20 DOI: 10.1080/15326349.2022.2074458
Jacob Bergquist, K. Sigman
Abstract We analyze two nonwork-conserving variations of the M/G/1 preemptive last-in first-out (LIFO) queue with emphasis on deriving explicit expressions for the limiting (stationary) distributions of service times found in service by an arrival, workload and a variety of related quantities of interest. Workload is also used as a tool to derive the proportion of time that the system is busy, and stability conditions. In the first model, known as preemptive-repeat different (PRD), preempted customers are returned to the front of the queue with a new independent and identically distributed service time. In the second, known as preemptive-repeat identical (PRI), they are returned to the front of the queue with their original service time. Our analysis is based on queueing theory methods such as the Rate Conservation Law, PASTA, regenerative process theory and Little’s Law ( ). For the second model we even derive the joint distribution of age and excess of the service time found in service by an arrival, and find they are quite different from what is found in standard work-conserving models. We also give heavy-traffic limits and tail asymptotics for stationary workload for both models, as well as deriving an implicit representation for the distribution of sojourn time by introducing an alternative effective service time distribution.
摘要分析了M/G/1抢占式后进先出(LIFO)队列的两种非工作守恒变量,重点推导了服务中服务时间的极限(平稳)分布的显式表达式,该表达式由到达量、工作负荷和各种相关的兴趣量组成。工作负载也被用作一种工具,以得出系统繁忙的时间比例和稳定性条件。在第一个模型中,称为抢占-重复不同(PRD),被抢占的客户返回到队列的前面,并具有新的独立且相同分布的服务时间。在第二种被称为抢占重复相同(PRI)的方法中,它们以其原始服务时间返回到队列的前面。我们的分析基于排队理论方法,如速率守恒定律、PASTA、再生过程理论和利特尔定律()。对于第二个模型,我们甚至推导出了到货时使用的年龄和超时使用时间的联合分布,并发现它们与标准的节省工作模型中发现的大不相同。我们还给出了两种模型的大流量限制和平稳工作负荷的尾部渐近性,并通过引入另一种有效服务时间分布,推导出逗留时间分布的隐式表示。
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引用次数: 0
Queueing with priorities and standard service: Stoppable and unstoppable servers 具有优先级和标准服务的队列:可停止和不可阻挡的服务器
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-05-01 DOI: 10.1080/15326349.2022.2066130
M. Haviv, Yoav Kerner
Abstract We derive the mean waiting times in an M/G/1 priority queue when the decision who receives the current completed service (production) is determined at the end of the service period. We consider two variations of this scheme. The first is when the server works only when customers are present, while the second is when the server works on a nonstop basis but scraps its work if production is completed when there are no customers in line. We show that for the former variant (whose overall mean is as in the standard head-of-the-line (HOL) priority model), the gain from this scheme in comparison with the HOL case is monotone increasing with the priority level (being positive for the higher classes and negative for the lower classes).
摘要导出了M/G/1优先队列在服务周期结束时决定谁接收当前已完成的服务(生产)时的平均等待时间。我们考虑这个方案的两种变体。第一种情况是服务器只在客户在场的情况下工作,而第二种情况是服务器在不间断的基础上工作,但如果在没有客户排队的情况下完成生产,则丢弃其工作。我们表明,对于前一种变体(其总体平均值与标准的head-of- line (HOL)优先级模型一样),与HOL情况相比,该方案的增益是单调的,随着优先级的增加而增加(对于较高的类别为正,对于较低的类别为负)。
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引用次数: 0
Reliability analysis for systems with interactive competing degradation processes and mixed shock effects 具有交互竞争退化过程和混合冲击效应的系统可靠性分析
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-28 DOI: 10.1080/15326349.2022.2066128
Lina Bian, G. Wang, Peng Liu
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引用次数: 1
Stochastic models of stem cells and their descendants under different criticality assumptions 不同临界假设下干细胞及其后代的随机模型
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-25 DOI: 10.1080/15326349.2022.2093374
N. H. Nguyen, M. Kimmel
Abstract We study time continuous branching processes with exponentially distributed lifetimes, with two types of cells that proliferate according to binary fission. A range of possible system dynamics are considered, each of which is characterized by the mutation rate of the original cells and the survival probability of the altered cells’ progeny. For each system, we derive a closed-form expression for the joint probability generating function of cell counts, and perform asymptotic analysis on the behaviors of the cell population with particular focus on probability of extinction. Part of our results confirms known properties of branching processes using a different approach while other are original. While the model is best suited for modeling the fate of differentiating stem cells, we discuss other scenarios in which these system dynamics may be applicable in real life. We also discuss the history of the subject.
摘要研究了寿命呈指数分布的时间连续分支过程,其中两种类型的细胞根据二元裂变增殖。考虑了一系列可能的系统动力学,每一个都以原始细胞的突变率和改变后细胞后代的生存概率为特征。对于每个系统,我们推导了细胞计数联合概率生成函数的封闭表达式,并对细胞群体的行为进行了渐近分析,特别关注灭绝概率。我们的部分结果使用不同的方法证实了分支过程的已知属性,而其他结果则是原始的。虽然该模型最适合于模拟分化干细胞的命运,但我们讨论了这些系统动力学可能适用于现实生活的其他场景。我们还讨论了这一主题的历史。
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引用次数: 0
Bernstein polynomial of recursive regression estimation with censored data 截尾数据下递归回归估计的Bernstein多项式
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-15 DOI: 10.1080/15326349.2022.2063335
Y. Slaoui
Abstract In this paper, we deal with the problem of the regression estimation near the edges under censoring. For this purpose, we consider a new recursive estimator based on the stochastic approximation algorithm and Bernstein polynomials of the regression function when the response random variable is subject to random right censoring. We give the central limit theorem and the strong pointwise convergence rate for our proposed nonparametric recursive estimators under some mild conditions. Finally, we provide pointwise moderate deviation principles (MDP) for the proposed estimators. We corroborate these theoretical results through simulations as well as the analysis of a real data set.
摘要本文讨论了在截尾条件下边缘附近的回归估计问题。为此,我们考虑了一种新的递归估计器,该估计器基于随机逼近算法和回归函数的Bernstein多项式,当响应随机变量受到随机右删失时。在一些温和条件下,我们给出了所提出的非参数递归估计的中心极限定理和强逐点收敛速度。最后,我们为所提出的估计量提供了逐点中偏原理(MDP)。我们通过模拟以及对真实数据集的分析来证实这些理论结果。
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引用次数: 1
Coalescence in branching processes with age dependent structure in population 种群中具有年龄依赖结构的分支过程的聚结
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-06 DOI: 10.1080/15326349.2022.2055073
S. Yadav, A. Laha
Abstract Branching process and their variants are a widely used mathematical model in the study of population dynamics, in which all individuals in a given generation produces some random number of individuals for the next generation. In the recent past, branching process has also found applications in areas like operations research, marketing, finance, genetics etc. A problem that has caught attention in the context of coalescence in branching process is as follows: Assume that the branching process is started by one individual in 0th generation and the population size of the tree obtained by branching process in generation n is greater than 1. Next, pick two individuals from n th generation at random and trace their lines of descent back till they meet. Call that random generation by Xn . The objective is to study the properties of Xn . While this problem has been studied by many authors for simple and multitype discrete time branching processes, not much attention has been given for the realistic extension when one individual is allowed to survive for more than one generation and can also give birth more than once. We study this problem for some deterministic and random cases. Explicit expressions about some mathematical properties of Xn have been derived for broad classes of deterministic trees. For random trees, we provide explicit expression for some special cases. We also derive properties of Xn as n goes to infinity. Additionally, simulation analysis has also been performed and some interesting insights are discussed.
分支过程及其变异是种群动力学研究中广泛使用的数学模型,它是指某一代的所有个体为下一代产生一定数量的随机个体。最近,分支过程在运筹学、市场营销、金融、遗传学等领域也有应用。在分支过程聚结的背景下,有一个问题引起了人们的注意:假设分支过程由第0代的一个个体开始,第n代分支过程得到的树的总体大小大于1。接下来,从第n代中随机选择两个人,追溯他们的血统,直到他们相遇。称之为Xn随机生成。目的是研究Xn的性质。虽然许多作者已经对简单和多类型离散时间分支过程的这一问题进行了研究,但对于允许一个个体存活一代以上并且可以生育不止一次的实际扩展,却没有引起太多的注意。我们研究了一些确定性和随机情况下的这个问题。关于Xn的一些数学性质的显式表达式已经得到了确定树的大类。对于随机树,我们给出了一些特殊情况的显式表达式。我们也得到了当n趋于无穷时Xn的性质。此外,还进行了仿真分析,并讨论了一些有趣的见解。
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引用次数: 0
A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue 作为MMAP[K]/PH[K]/1队列的联合补货生产库存模型
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-04 DOI: 10.1080/15326349.2022.2049822
Ann M. Noblesse, Nikki Sonenberg, R. Boute, M. Lambrecht, B. Van Houdt
Abstract In this paper we analyze a continuous review finite capacity production-inventory system with two products in inventory. With stochastic order quantities and time between orders, the model reflects a supply chain that operates in an environment with high levels of volatility. The inventory is replenished using an independent order-up-to (s, S) policy or a can-order (s, c, S) joint replenishment policy in which the endogenously determined lead times drive the parameters of the replenishment policy. The production facility is modeled as a multi-type MMAP[K]/PH[K]/1 queue in which there are K possible inventory positions when the order is placed and the age process of the busy queue has matrix-exponential distribution. We characterize the system and determine the steady state distribution using matrix analytic methods. Using numerical methods we obtain the inventory parameters that minimize the total ordering and inventory related costs. We present numerical comparisons of independent and joint replenishment policies with varying lead times, order quantities, and cost reductions. We further demonstrate the interplay between the two products in terms of lead times, order quantities and costs.
摘要本文分析了库存中有两种产品的连续评审有限产能生产-库存系统。由于订单数量和订单之间的时间是随机的,该模型反映了在高度波动的环境中运行的供应链。使用独立的订货至(s, s)策略或可订购(s, c, s)联合补货策略对库存进行补货,在联合补货策略中,内部确定的交货时间驱动补货策略的参数。将生产设备建模为MMAP[K]/PH[K]/1多类型队列,该队列下订单时有K个可能的库存位置,繁忙队列的年龄过程具有矩阵-指数分布。我们用矩阵分析法描述了系统的特性,并确定了系统的稳态分布。利用数值方法得到了使总订货和库存相关成本最小的库存参数。我们目前的数值比较独立和联合补充政策与不同的交货时间,订单数量,并降低成本。我们进一步展示了两种产品在交货时间、订单数量和成本方面的相互作用。
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引用次数: 2
Modeling escape from extinction with decomposable multi-type Sevastyanov branching processes 用可分解多类型Sevastyanov分支过程模拟灭绝逃逸
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-25 DOI: 10.1080/15326349.2022.2041037
Kaloyan N. Vitanov, M. Slavtchova-Bojkova
Abstract Biological populations under stress often face certain extinction unless they adapt toward unfavorable circumstances. In some scenarios such adaptation can assume the form of mutations within the genome of the population (e.g., cancer cells resisting chemotherapy, viruses developing resistance toward a vaccine), while in other scenarios adaptation can be in the form of movement toward some physical location (e.g., spreading of cancer cells to parts of the organism unaffected by treatment, animal populations fleeing polluted areas or areas struck by disaster). Regardless of the particular situation, it is often the case that cells/individuals with different levels of adaptation (which we may group into types) emerge among the cells/individuals of a stressed population. We propose a decomposable multi-type Sevastyanov branching process (possibly with multiple supercritical types) for modeling relevant aspects of the dynamics of such populations. The branching process developed within this paper is a generalization of the decomposable multi-type age-dependent branching process with a single supercritical type considered in Slavtchova-Bojkova and Vitanov. With respect to Slavtchova-Bojkova and Vitanov, we introduce additional, possibly supercritical, types into the interaction scheme between types, further, we incorporate possible dependence of the reproductive capabilities of cells/individuals from their age. We obtain a system of integral equations for the probability generating function of the new process and accordingly expand previous results from Slavtchova-Bojkova and Vitanov concerning probabilities of extinction, number of occurred mutations, waiting time to escape mutant, and immediate risk of escaping extinction. We also provide a general numerical scheme for calculating obtained systems of integral equations.
摘要处于压力下的生物种群往往面临一定的灭绝,除非它们适应不利的环境。在某些情况下,这种适应可以采取群体基因组内突变的形式(例如抵抗化疗的癌症细胞、对疫苗产生耐药性的病毒),而在其他情况下,适应可以是向某些物理位置移动的形式(例如,癌症细胞扩散到未受治疗影响的生物体部分,逃离污染地区或受灾地区的动物种群)。无论具体情况如何,通常情况下,在压力群体的细胞/个体中会出现具有不同适应水平的细胞/个人(我们可以将其分为不同类型)。我们提出了一个可分解的多类型Sevastyanov分支过程(可能有多种超临界类型),用于建模这些种群动力学的相关方面。本文中发展的分支过程是Slavthova Bojkova和Vitanov中考虑的具有单一超临界类型的可分解多类型年龄相关分支过程的推广。关于Slavthova Bojkova和Vitanov,我们在类型之间的相互作用方案中引入了额外的,可能是超临界的类型,此外,我们还纳入了细胞/个体从其年龄起的生殖能力的可能依赖性。我们获得了新过程的概率生成函数的积分方程组,并相应地扩展了Slavthova Bojkova和Vitanov关于灭绝概率、发生突变的数量、逃离突变的等待时间和逃离灭绝的直接风险的先前结果。我们还提供了一个计算积分方程组的通用数值格式。
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引用次数: 0
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional 有界域上有色噪声驱动的随机分数阶拉普拉斯方程及其协方差泛函
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-16 DOI: 10.1080/15326349.2022.2045205
Nicolás Piña, T. Caraballo, E. Porcu
Abstract The paper provides conditions for the fractional Laplacian and its spectral representation on stationary Gaussian random fields to be well-defined. In addition, we study existence and uniqueness of the weak solution for a stochastic fractional elliptic equation driven by an additive colored noise over an open bounded set. Both spectral and variational approaches are used to provide a solution. Further, the functional covariance associated with the solution is derived.
摘要本文给出了平稳高斯随机场上分数拉普拉斯算子及其谱表示被定义的条件。此外,我们还研究了开有界集上加性有色噪声驱动的随机分数椭圆方程弱解的存在性和唯一性。谱方法和变分方法都用于提供解决方案。此外,导出了与该解相关联的函数协方差。
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引用次数: 0
Predator–prey density-dependent branching processes 捕食者-猎物密度相关的分支过程
IF 0.7 4区 数学 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-11 DOI: 10.1080/15326349.2022.2032755
C. Gutiérrez, C. Minuesa
Abstract Two density-dependent branching processes are considered to model predator–prey populations. For both models, preys are considered to be the main food supply of predators. Moreover, in each generation the number of individuals of each species is distributed according to a binomial distribution with size given by the species population size and probability of success depending on the density of preys per predator at the current generation. The difference between the two proposed processes lies in the food supply of preys. In the first one, we consider that preys have all the food they need at their disposal while in the second one, we assume that the natural resources of the environment are limited and therefore there exists a competition among preys for food supplies. Results on the fixation and extinction of both species as well as conditions for the coexistence are provided for the first model. On the event of coexistence of both populations and on the prey fixation event, the limiting growth rates are obtained. For the second model, we prove that the extinction of the entire system occurs almost surely. Finally, the evolution of both models over the generations and our analytical findings are illustrated by simulated examples.
摘要考虑了两个密度相关的分支过程来模拟捕食者-猎物种群。对于这两种模型,猎物都被认为是捕食者的主要食物来源。此外,在每一代中,每个物种的个体数量都是根据二项分布分布的,其大小由物种种群大小和成功概率决定,这取决于当前一代每个捕食者的猎物密度。这两种拟议过程的区别在于猎物的食物供应。在第一个例子中,我们认为猎物拥有它们所需的所有食物,而在第二个例子中我们认为环境的自然资源是有限的,因此猎物之间存在着食物供应的竞争。为第一个模型提供了关于两个物种的固定和灭绝以及共存条件的结果。在两个种群共存的情况下和在猎物固定的情况下,获得了极限生长率。对于第二个模型,我们证明了整个系统几乎肯定会灭绝。最后,通过模拟例子说明了这两个模型在几代人中的演变以及我们的分析结果。
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引用次数: 1
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Stochastic Models
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