Open Access. Powered by Scholars. Published by Universities.®
- Discipline
-
- Computer Sciences (14)
- Applied Mathematics (12)
- Other Computer Sciences (6)
- Ordinary Differential Equations and Applied Dynamics (4)
- Applied Statistics (3)
-
- Mathematics (3)
- Economics (2)
- Social and Behavioral Sciences (2)
- Analysis (1)
- Business (1)
- Engineering (1)
- Finance (1)
- Insurance (1)
- Number Theory (1)
- Numerical Analysis and Computation (1)
- Operations Research, Systems Engineering and Industrial Engineering (1)
- Other Operations Research, Systems Engineering and Industrial Engineering (1)
- Other Statistics and Probability (1)
- Partial Differential Equations (1)
- Keyword
-
- Markovian Arrival Process (5)
- Working vacation (5)
- Optional service (4)
- Phase type service (4)
- Balking (3)
-
- Estimation (3)
- Vacation (3)
- Breakdown (2)
- Bulk service (2)
- Flexible group service (2)
- Markovian arrival process (2)
- Matrix-Geometric method (2)
- Phase-type distribution (2)
- Phase-type repair (2)
- Reneging (2)
- State dependent arrival rate (2)
- Survival function (2)
- Working breakdown (2)
- (s (1)
- Absorbent term (1)
- Additional server (1)
- Algorithmic Inference (1)
- Approximate controllability (1)
- Batch arrivals (1)
- Bayes estimators (1)
- Bernoulli Feedback (1)
- Bernoulli Schedule (1)
- Bernoulli vacation (1)
- Beta Type-2 Distribution (1)
- Bivariate (1)
Articles 31 - 36 of 36
Full-Text Articles in Probability
An Approximate Analytical Solution Of The Fractional Diffusion Equation With External Force And Different Type Of Absorbent Term - Revisited, S. Das, R. Kumar, P. K. Gupta
An Approximate Analytical Solution Of The Fractional Diffusion Equation With External Force And Different Type Of Absorbent Term - Revisited, S. Das, R. Kumar, P. K. Gupta
Applications and Applied Mathematics: An International Journal (AAM)
In this article Homotopy Perturbation Method (HPM) is applied to obtain an approximate analytical solution of a fractional diffusion equation with an external force and a reaction term different from the reaction term used by Das and Gupta (2010). The anomalous behavior of diffusivity in presence or absence of linear external force due to the presence of this force of reaction term are obtained and presented graphically.
Optimal Filtering Of An Advertising Production System With Deteriorating Items, Lakhdar Aggoun, Ali Benmerzouga, Lotfi Tadj
Optimal Filtering Of An Advertising Production System With Deteriorating Items, Lakhdar Aggoun, Ali Benmerzouga, Lotfi Tadj
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we consider an integrated stochastic advertising-production system in the case of a duopoly. Two firms spend certain amounts to advertise some product. The expenses processes evolve according to the jumps of two homogeneous, finite-state Markov chains. We assume that the items in stock may be subject to deterioration and the deterioration parameter is assumed to be random.
On Generalized Hurwitz-Lerch Zeta Distributions, Mridula Garg, Kumkum Jain, S. L. Kalla
On Generalized Hurwitz-Lerch Zeta Distributions, Mridula Garg, Kumkum Jain, S. L. Kalla
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we introduce a function which is an extension to the general Hurwitz-Lerch Zeta function. Having defined the incomplete generalized beta type-2 and incomplete generalized gamma functions, some differentiation formulae are established for these incomplete functions. We have introduced two new statistical distributions, termed as generalized Hurwitz-Lerch Zeta beta type-2 distribution and generalized Hurwitz-Lerch Zeta gamma distribution and then derived the expressions for the moments, distribution function, the survivor function, the hazard rate function and the mean residue life function for these distributions. Graphs for both these distributions are given, which reflect the role of shape and scale …
Some Results On Renewal Process With Erlang Interarrival Times, A. Varsei, H. Samimi
Some Results On Renewal Process With Erlang Interarrival Times, A. Varsei, H. Samimi
Applications and Applied Mathematics: An International Journal (AAM)
This paper develops the probability functions of a renewal process, whose interarrival times are independent and identically distributed (i.i.d.) random variables with Erlang distribution. The results are obtained and proved through relation between Poisson and Erlang and between Beta and Binomial distributions. The distribution of the number of renewals in A =[a,b), 0 ≤ a ≤ b, and its expectation and their numerical values are given in the form of tables. An example is presented, to show the application.
On The Mixed Sum Of Doubly Infinite And Finite Independent Random Variables, Mridula Garg
On The Mixed Sum Of Doubly Infinite And Finite Independent Random Variables, Mridula Garg
Applications and Applied Mathematics: An International Journal (AAM)
The aim of the present paper is to study the distribution of the mixed sum of two random variables. Here we establish a theorem which gives the probability density function (pdf) of sum of doubly infinite and finite independent random variables. The distribution of the infinite and finite independent random variables is given in the form of corollary. As an application of these results we have obtained a distribution of sum of bilateral exponential variate with triangular, Rayleigh with uniform and Weibull with triangular variate. Some graphs of these distributions have also been given.
On The Total Duration Of Negative Surplus Of A Risk Process With Two-Step Premium Function, Pavlina Jordanova
On The Total Duration Of Negative Surplus Of A Risk Process With Two-Step Premium Function, Pavlina Jordanova
Applications and Applied Mathematics: An International Journal (AAM)
We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes above some critical value v. In the model of Cramer-Lundberg with initial capital u ≥ 0, we obtain the probability that ruin does not occur before the first up-crossing of level v. When u < v, following H. Gerber and E. Shiu (1997), we derive the probability that starting with initial capital u ruin occurs and the severity of ruin is not bigger than v. Further we express the probability of ruin in the two step premium function model - ψ (u,v), by the last two probabilities. Our assumptions imply that the surplus process will go to infinity almost surely. This entails that the process will stay below zero only temporarily. We derive the distribution of the total duration of negative surplus and obtain its Laplace transform and mean value. As a consequence of these results, under certain conditions in the Model of Cramer-Lundberg we obtain the expected value of the severity of ruin. In the end of the paper we give examples with exponential claim sizes.