Applied Probability and Stochastic Processes

✍ Scribed by V. C. Joshua, S. R. S. Varadhan, Vladimir M. Vishnevsky

• Publisher: Springer Singapore;Springer
• Year: 2020
• Tongue: English
• Leaves: 518
• Series: Infosys Science Foundation Series
• Edition: 1st ed.
• Category: Library

✦ Synopsis

This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.

✦ Table of Contents

Front Matter ....Pages i-xii
Shift–Coupling and Maximality (Hermann Thorisson)....Pages 1-13
Diffusion Approximation Analysis of MultihopWireless Networks: Quality-of-Service and Convergence of Stationary Distribution (K. S. Ashok Krishnan, Vinod Sharma)....Pages 15-28
Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process (Liu Mei, Alexander Dudin)....Pages 29-49
What is Standard Brownian Motion? (Krishna B. Athreya)....Pages 51-59
Busy Period Analysis of Multi-Server Retrial Queueing Systems (Srinivas R. Chakravarthy)....Pages 61-76
Steady-State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking (Alexander Rumyantsev, Garimella Rama Murthy)....Pages 77-90
Applications of Fluid Queues in Rechargeable Batteries (Shruti Kapoor, S. Dharmaraja)....Pages 91-101
Analysis of BMAP∕R∕1 Queues Under Gated-Limited Service with the Server’s Single Vacation Policy (Souvik Ghosh, A. D. Banik, M. L. Chaudhry)....Pages 103-128
A Production Inventory System with Renewal and Retrial Demands (G. Arivarignan, M. Keerthana, B. Sivakumar)....Pages 129-142
A Queueing System with Batch Renewal Input and Negative Arrivals (U. C. Gupta, Nitin Kumar, F. P. Barbhuiya)....Pages 143-157
Asymptotic Analysis Methods for Multi-Server Retrial Queueing Systems (Ekaterina Fedorova, Anatoly Nazarov, Alexander Moiseev)....Pages 159-177
On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers (Michele Pagano, Ekaterina Lisovskaya)....Pages 179-198
“Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae (Aristotle Arapostathis, Vivek S. Borkar)....Pages 199-214
An (s, S) Production Inventory System with State Dependant Production Rate and Lost Sales (S. Malini, Dhanya Shajin)....Pages 215-233
Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier (A. S. Dibu, M. J. Jacob)....Pages 235-262
A PH Distributed Production Inventory Model with Different Modes of Service and MAP Arrivals (Salini S. Nair, K. P. Jose)....Pages 263-279
On a Generalized Lifetime Model Using DUS Transformation (P. Kavya, M. Manoharan)....Pages 281-291
Analysis of Inventory Control Model for Items Having General Deterioration Rate (V. P. Praveen, M. Manoharan)....Pages 293-306
A Two-Server Queueing System with Processing of Service Items by a Server (A. Krishnamoorthy, Divya V.)....Pages 307-333
A Two-Stage Tandem Queue with Specialist Servers (T. S. Sinu Lal, A. Krishnamoorthy, V. C. Joshua, Vladimir Vishnevsky)....Pages 335-353
The MAP/(PH,PH,PH)/1 Model with Self-Generation of Priorities, Customer Induced Interruption and Retrial of Customers (Jomy Punalal, S. Babu)....Pages 355-370
Valuation of Reverse Mortgage (D. Kannan, Lina Ma)....Pages 371-398
Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing (Rostislav Razumchik, Lusine Meykhanadzhyan)....Pages 399-413
The Polaron Measure (Chiranjib Mukherjee, S. R. S. Varadhan)....Pages 415-419
Batch Arrival Multiserver Queue with State-Dependent Setup for Energy-Saving Data Center (Tuan Phung-Duc)....Pages 421-440
Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations (T. E. Govindan)....Pages 441-456
Stochastic Multiphase Models and Their Application for Analysis of End-to-End Delays in Wireless Multihop Networks (Vladimir Vishnevsky, Andrey Larionov)....Pages 457-471
Variance Laplacian: Quadratic Forms in Statistics (Garimella Rama Murthy)....Pages 473-489
On the Feynman–Kac Formula (B. Rajeev)....Pages 491-506
Heterogeneous System GI/GI(n)∕∞ with Random Customers Capacities (Ekaterina Lisovskaya, Svetlana Moiseeva, Michele Pagano, Ekaterina Pankratova)....Pages 507-521

✦ Subjects

Mathematics; Probability Theory and Stochastic Processes; Operations Research, Management Science; Financial Mathematics; Operations Research/Decision Theory; Computer Engineering