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2009

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Articles 1 - 6 of 6

Full-Text Articles in Probability

Random Walks With Elastic And Reflective Lower Boundaries, Lucas Clay Devore Dec 2009

Random Walks With Elastic And Reflective Lower Boundaries, Lucas Clay Devore

Masters Theses & Specialist Projects

No abstract provided.


Optimal Filtering Of An Advertising Production System With Deteriorating Items, Lakhdar Aggoun, Ali Benmerzouga, Lotfi Tadj Dec 2009

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.


Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang Nov 2009

Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang

Department of Statistics: Dissertations, Theses, and Student Research

This dissertation presents two statistical methodologies developed on multi-order Markov models. First, we introduce an alignment-free sequence comparison method, which represents a sequence using a multi-order transition matrix (MTM). The MTM contains information of multi-order dependencies and provides a comprehensive representation of the heterogeneous composition within a sequence. Based on the MTM, a distance measure is developed for pair-wise comparison of sequences. The new method is compared with the traditional maximum likelihood (ML) method, the complete composition vector (CCV) method and the improved version of the complete composition vector (ICCV) method using simulated sequences. We further illustrate the application of …


On Generalized Hurwitz-Lerch Zeta Distributions, Mridula Garg, Kumkum Jain, S. L. Kalla Jun 2009

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 Jun 2009

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.


A Hidden Markov Model Based Approach To Detect Rogue Access Points, Gayathri Shivaraj Apr 2009

A Hidden Markov Model Based Approach To Detect Rogue Access Points, Gayathri Shivaraj

Electrical & Computer Engineering Theses & Dissertations

One of the most challenging security concerns for network administrators is the presence of Rogue access points. The challenge is to detect and disable a Rogue access point before it can cause hazardous damage to the network. This thesis proposes a statistically based approach to detect Rogue access points using a Hidden Markov Model, which is applied to passively measure packet-header data collected at a gateway router or any monitoring point. This approach utilizes variations in packet inter-arrival time to differentiate between authorized access points and Rouge access points. This approach used the inter-arrival time of a packet as a …