An upper bound for the expected hitting time to a critical level is given for a storage process that can be described as a solution of a stochastic integral equation in which the input process is a jump process. This upper bound is applicable when suitable conditions hold for the local description of the jump process and for the parameters appearing in the storage equation.The expected hitting time upper bound storage processes jump process
In this paper, we extend CSL (continuous stochastic logic) with an expected time and an expected rew...
A stationary storage process with Brownian input and constant service rate is studied. Explicit form...
Markov jump processes can provide accurate models in many applications, notably chemical and biochem...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distri...
A mathematical model for the operation of an intermediate storage under stochastic operational condi...
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a rea...
17 pages, 5 figuresInternational audienceWe study the random acceleration model, which is perhaps on...
Because caching is a pervasive technology in modern computing and networks, characterizing the perfo...
The goal in this thesis is to make a prediction on the total processing time for logistical systems ...
We analyse a storage process with dynamical arrivals and departures. Under probabilistic assumptions...
We consider a process Yt which is the solution of a stochastic dif-ferential equation driven by a Le...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Recently there has been considerable interest in Markovian stochastic fluid flow models. A number of...
In this paper, we extend CSL (continuous stochastic logic) with an expected time and an expected rew...
A stationary storage process with Brownian input and constant service rate is studied. Explicit form...
Markov jump processes can provide accurate models in many applications, notably chemical and biochem...
AbstractAn upper bound for the expected hitting time to a critical level is given for a storage proc...
AbstractWe consider a storage process with finite or infinite capacity having a compound Poisson pro...
This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distri...
A mathematical model for the operation of an intermediate storage under stochastic operational condi...
A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a rea...
17 pages, 5 figuresInternational audienceWe study the random acceleration model, which is perhaps on...
Because caching is a pervasive technology in modern computing and networks, characterizing the perfo...
The goal in this thesis is to make a prediction on the total processing time for logistical systems ...
We analyse a storage process with dynamical arrivals and departures. Under probabilistic assumptions...
We consider a process Yt which is the solution of a stochastic dif-ferential equation driven by a Le...
In this thesis, a storage model with infinite capacity, additive stochastic input and unit release p...
Recently there has been considerable interest in Markovian stochastic fluid flow models. A number of...
In this paper, we extend CSL (continuous stochastic logic) with an expected time and an expected rew...
A stationary storage process with Brownian input and constant service rate is studied. Explicit form...
Markov jump processes can provide accurate models in many applications, notably chemical and biochem...