搜索结果: 1-15 共查到“管理科学与工程 processes”相关记录25条 . 查询时间(0.14 秒)
Two-sided Taboo Limits for Markov Processes and Associated Perfect Simulation
Markov processes Quasi-stationary distribution Eigenvalues Perron{Frobenius theory
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2015/7/8
In this paper, we study the two-sided taboo limit processes that arise when a Markov chain or process is conditioned on staying in some set A for a long period of time. The taboo limit is time-homogen...
Necessary Conditions in Limit Theorems for Cumulative Processes
Markov chains Regenerative processes Cumulative processes Random sums Law oflarge numbers
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2015/7/8
We show that su,cient conditions in terms ofmoments for cumulative processes (additive functionals of regenerative processes) to satisfy the central limit theorem and the weak law of large numbers est...
Structural Characterization of Taboo-Stationarity for General Processes in Two-sided Time
Quasi-stationarity
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2015/7/8
This note considers the taboo counterpart ofstationarity. A general stochastic process in two-sided time is de.ned to be taboo-stationary if its global distribution does not change by shifting the ori...
Recurrence Properties of Autoregressive Processes with Super-Heavy-Tailed Innovations
Recurrence Properties Autoregressive Processes Super-Heavy-Tailed Innovations
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2015/7/6
This paper studies recurrence properties of autoregressive (AR) processes with `super-heavy-tailed' innovations. Specifically, we study the case where the innovations are distributed, roughly speaking...
Limit Theory for Taboo-Regenerative Processes
regenerative process quasi-stationarity renewal theory
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2015/7/6
The paper considers the two-sided taboo limit process that arises when a regenerative process X is conditioned on staying out of a specified set of states (taboo set) over a long period of time. The t...
Estimation of Continuous-time Markov Processes Sampled at Random Time Intervals
Method of moments parameter estimation Markov process
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2015/7/6
We introduce a family of generalized-method-of-moments estimators of the parameters of a continuous-time Markov process observed at random time intervals. The results include strong consistency, asymp...
Simulation Algorithms for Regenerative Processes
Simulation Algorithms Regenerative Processes
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2015/7/6
This chapter is concerned with reviewing the basic ideas and concepts underlying the use of regenerative structure in the development of efficient simulation algorithms. While it has long been known t...
Laws of Large Numbers and Functional Central Limit Theorems for Generalized Semi-Markov Processes
Central limit theorem Discrete-event stochastic systems Generalized semi-Markov processes
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2015/7/6
Because of the fundamental role played by generalized semi-Markov processes (GSMPs) in the modeling and analysis of complex discrete-event stochastic systems, it is important to understand the conditi...
Bounding Stationary Expectations of Markov Processes
Markov processes diff usions stationary bounds Poisson’s equation queueing
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2015/7/6
This paper develops a simple and systematic approach for obtaining bounds on stationary expectations of Markov processes. Given a function f which one is interested in evaluating, the main idea is to ...
Wide-sense Regeneration for Harris Recurrent Markov Processes: An Open Problem
Harris recurrence Markov chains Markov processes regeneration renewal theory
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2015/7/6
Harris recurrence is a widely used tool in the analysis of queueing systems. For discrete time Harris chains, such systems automatically exhibit wide-sense regenerative structure, so that renewal theo...
On Exponential Limit Laws for Hitting Times of Rare Sets for Harris Chains and Processes
Hitting times regenerative process Harris recurrent Markov chains Harris recurrent Markov processes
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2015/7/6
This paper provides a simple proof for the fact that the hitting time to an infrequently visited subset for a one-dependent regenerative process converges weakly to an exponential distribution. Specia...
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Central Limit Theorems Large Deviations Additive Functionals Reflecting Diffusion Processes
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2015/7/6
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting disions in which the functional may include a term associated with t...
Lévy Processes with Two-sided Reflection
Applied probability Central limit theorem Finite buffer problem First passage problem
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2015/7/6
Let X be a Lévy process and V the reflection at boundaries 0 and b > 0. A number of properties of V are studied, with particular emphasis on the behaviour at the upper boundary b. The process V can be...
CAPABILITIES,BUSINESS PROCESSES,AND COMPETITIVE ADVANTAGE: CHOOSING THE DEPENDENT VARIABLE IN EMPIRICAL TESTS OF THE RESOURCE-BASED VIEW
resource-based view information technology business processes insurance competitive advantage
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2015/1/26
CAPABILITIES,BUSINESS PROCESSES,AND COMPETITIVE ADVANTAGE: CHOOSING THE DEPENDENT VARIABLE IN EMPIRICAL TESTS OF THE RESOURCE-BASED VIEW.
Streamlining the Global Logistics Service Processes at Nanjing Wangjiawan Logistics Center (WLC)
Streamlining the Global Logistics Service Processes Nanjing Wangjiawan Logistics Center
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2014/12/20
Although it was only early July in Nanjing, the bright morning sun was already sending out scorching heat. As Mr. Wang got off his electric bicycle at the parking lot of Nanjing Wangjiawan Logistics C...