Results 1  10
of
18
Stochastic automata network for modeling parallel systems
 IEEE Trans. Software Eng
, 1991
"... AbstractThis paper is motivated by the study of the performance of parallel systems. The performance models of such systems are often complex to describe and hard to solve. The method presented here uses a modular representation of the system as a network of statetransition graphs. The state spac ..."
Abstract

Cited by 128 (10 self)
 Add to MetaCart
space explosion is handled by a decomposition technique. The dynamic behavior of the algorithm is analyzed under Markovian assumptions. The transition matrix of the chain is automatically derived using tensor algebra operators, under a format which involves a very limited storage cost. Index Terms
A COMPOUND DEPENDABILITY MEASURE ARISING FROM SEMIMARKOV RELIABILITY MODEL
, 1999
"... Abstract A compound dependability measure is proposed and analyzed under the Markovian assumption by Csenki (1996). We ext,end his analysis to the semiMarkov setting and obtain the corresponding closed form expression. The analysis is quite simple and transformfree. The resulting formula has a cl ..."
Abstract
 Add to MetaCart
Abstract A compound dependability measure is proposed and analyzed under the Markovian assumption by Csenki (1996). We ext,end his analysis to the semiMarkov setting and obtain the corresponding closed form expression. The analysis is quite simple and transformfree. The resulting formula has a
Asymptotically Optimal Downlink Scheduling over Markovian Fading Channels
, 2012
"... We consider the scheduling problem in downlink wireless networks with heterogeneous, Markovmodulated, ON/OFF channels. It is wellknown that the performance of scheduling over fading channels heavily depends on the accuracy of the available Channel State Information (CSI), which is costly to acqu ..."
Abstract

Cited by 10 (3 self)
 Add to MetaCart
to acquire. Thus, we consider the CSI acquisition via a practical ARQbased feedback mechanism whereby channel states are revealed at the end of only scheduled users’ transmissions. In the assumed presence of temporallycorrelated channel evolutions, the desired scheduler must optimally bal
CHARACTERIZING THE DEPARTURE PROCESS FROM A TWO SERVER MARKOVIAN QUEUE: A NONRENEWAL APPROACH
"... For large queueing network analysis the general computational approach is to utilize decomposition to facilitate computational tractability. To accomplish this individual analysis the input and output streams must be characterized. This usually is done via twoparameter characterizations: the pro ..."
Abstract
 Add to MetaCart
For large queueing network analysis the general computational approach is to utilize decomposition to facilitate computational tractability. To accomplish this individual analysis the input and output streams must be characterized. This usually is done via twoparameter characterizations
Consistent iterated simulation of multivariate default times: a Markovian indicators characterization
"... We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent subperiods leading to that final horizon. Besides the theoretical interest, this is also a practical problem ..."
Abstract
 Add to MetaCart
problem as part of the industry has been working under the misleading assumption that the two approaches are equivalent for practical purposes. As a reasonable tradeoff between realistic stylized facts, practical demands, and mathematical tractability, we propose models leading to a Markovian multi
Equilibrium for overlapping generations in continuous time
 hal00630200, version 1  7 Oct 2011
, 1996
"... We prove the existence of general equilibrium for continuoustime overlappinggenerations models. Previous theorems exclude all nonlinear C.E.S. and von NeumannMorgenstern preferences and exclude production. Our primitive assumptions are satisfied by such preferences and by all Markovian productio ..."
Abstract

Cited by 7 (0 self)
 Add to MetaCart
We prove the existence of general equilibrium for continuoustime overlappinggenerations models. Previous theorems exclude all nonlinear C.E.S. and von NeumannMorgenstern preferences and exclude production. Our primitive assumptions are satisfied by such preferences and by all Markovian
BIOINFORMATICS An Alternative Model of Amino Acid Replacement
"... Motivation: The observed correlations between pairs of homologous protein sequences are typically explained in terms of a Markovian dynamic of amino acid substitution. This model assumes that every location on the protein sequence has the same background distribution of amino acids, an assumption th ..."
Abstract
 Add to MetaCart
that is incompatible with the observed heterogeneity of protein amino acid profiles and with the success of profile multiple sequence alignment. Results: We propose an alternative model of amino acid replacement during protein evolution based upon the assumption that the variation of the amino acid background distri
Acknowledgments: Many helpful ideas and insights from
"... Markovian models of turbulence are often derived by starting from the renormalized statistical closure equations of the directinteraction approximation (DIA). Various simplifications are introduced, including an assumption that the twotime correlation function is proportional to the infinitesima ..."
Abstract
 Add to MetaCart
imal propagator (the Green’s function), i.e. that the decorrelation rate is equal to the decay rate for small perturbations. In particular, in the context of a Langevin equation which underlies the realizable class of Markovian models, the assumption that the decorrelation rate and the Green’s function decay
ShapeDriven Nested Markov Tessellations
, 2011
"... A new and rather broad class of stationary (i.e. stochastically translation invariant) random tessellations of the ddimensional Euclidean space is introduced, which are called shapedriven nested Markov tessellations. Locally, these tessellations are constructed by means of a spatiotemporal rand ..."
Abstract
 Add to MetaCart
temporal random recursive split dynamics governed by a family of Markovian split kernel, generalizing thereby the – by now classical – construction of iteration stable random tessellations. By providing an explicit global construction of the tessellations, it is shown that under suitable assumptions on the split
Are credit ratings timehomogeneous and Markov?
"... Abstract. We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody’s and show that the validity of these assumptions exi ..."
Abstract
 Add to MetaCart
Abstract. We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody’s and show that the validity of these assumptions
Results 1  10
of
18