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OPTIMAL CONTROL POLICY FOR A BROWNIAN INVENTORY SYSTEM WITH CONCAVE ORDERING COST 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2015, 卷号: 52, 期号: 4, 页码: 909-925
作者:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Brownian inventory system  (s, S) policy  concave ordering cost  
THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2010, 卷号: 47, 期号: 3, 页码: 611-629
作者:  Fackrell, Mark;  He, Qi-Ming;  Taylor, Peter;  Zhang, Hanqin
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Phase-type distribution  rational Laplace-Stieltjes transform  algebraic degree  matrix-analytic method  
Occupation time processes of super-Brownian motion with cut-off branching 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2004, 卷号: 41, 期号: 4, 页码: 984-997
作者:  Dong, Z;  Feng, S
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Super-Brownian motion  occupation time process  large deviation  
Precise large deviations for sums of random variables with consistently varying tails 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2004, 卷号: 41, 期号: 1, 页码: 93-107
作者:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
consistently varying tail  doubly stochastic process  heavy tail  Matuszewska index  negative association  precise large deviations  random sums  
Precise large deviations for the prospective-loss process 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2003, 卷号: 40, 期号: 2, 页码: 391-400
作者:  Ng, KW;  Tang, QH;  Yan, JA;  Yang, HL
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
insurance risk model  point process  precise large deviation  subexponentiality  
Countable-state-space Markov chains with two time scales and applications to queueing systems 期刊论文
ADVANCES IN APPLIED PROBABILITY, 2002, 卷号: 34, 期号: 3, 页码: 662-688
作者:  Yin, G;  Zhang, HQ
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Markov chain  singular perturbation  countable state space  asymptotic expansion  occupation measure  functional central limit theorem  M(t)/M(t)/1 queue  fluid model  
Probabilistic aspects of the SU(2)-harmonic oscillator 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2000, 卷号: 37, 期号: 1, 页码: 306-314
作者:  Luo, SL
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
harmonic oscillator  SU(2)  Bargmann transform  binomial distributions  Gaussian distributions  Poisson distributions  
On the optimality of repair-cost-limit policies 期刊论文
JOURNAL OF APPLIED PROBABILITY, 1998, 卷号: 35, 期号: 4, 页码: 936-949
作者:  Jiang, XY;  Cheng, K;  Makis, V
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
minimal repair  optimal stopping  repair-cost-limit policy  
Infinite block-structured transition matrices and their properties 期刊论文
ADVANCES IN APPLIED PROBABILITY, 1998, 卷号: 30, 期号: 2, 页码: 365-384
作者:  Zhao, YQQ;  Li, W;  Braun, WJ
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
infinite-state Markov chains  block-form matrices  Markov chains with repeating rows  transient, recurrent and positive recurrent states  censored Markov chains  factorization of generating functions  
Stochastic approximation with non-additive measurement noise 期刊论文
JOURNAL OF APPLIED PROBABILITY, 1998, 卷号: 35, 期号: 2, 页码: 407-417
作者:  Chen, HF
收藏  |  浏览/下载:79/0  |  提交时间:2018/07/30
stochastic approximation  non-additive noise  randomly varying truncation