Disaster arrival into a queueing system causes all customers to leave the system instantaneously. We present a numerically stable algorithm for calculating the stationary state distribution of an embedded Markov chain...
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Disaster arrival into a queueing system causes all customers to leave the system instantaneously. We present a numerically stable algorithm for calculating the stationary state distribution of an embedded Markov chain for the BMAP/SM/l queue with a MAP input of disasters.
Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the statio...
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Multi-dimensional asymptotically quasi-Toeplitz Markov chains with discrete and continuous time are introduced. Ergodicity and non-ergodicity conditions are proven. Numerically stable algorithm to calculate the stationary distribution is presented. An application of such chains in retrial queueing models with Batch Markovian Arrival Process is briefly illustrated.
In this paper, we derive fast and numerically stable algorithms for discrete cosine transforms (DCT) of radix-2 length which are based on real factorizations of the corresponding cosine matrices into products of spars...
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In this paper, we derive fast and numerically stable algorithms for discrete cosine transforms (DCT) of radix-2 length which are based on real factorizations of the corresponding cosine matrices into products of sparse, (almost) orthogonal matrices of simple structure. These algorithms are completely recursive, are simple to implement and use only permutations, scaling with root2, butterfly operations, and plane rotations/rotation-reflections. Our algorithms have low arithmetic costs which compare with known fast DCT algorithms. Further, a detailed analysis of the roundoff errors for the presented DCT algorithms shows their excellent numerical stability which outperforms a real fast DCT algorithm based on polynomial arithmetic. (C) 2004 Elsevier Inc. All rights reserved.
This paper deals with the severity of ruin in a discrete semi-Markov risk model. It is shown that the work of Reinhard and Snoussi (Stochastic Models, 18) can be extended to cover the case where the premium is an inte...
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In this paper we study a class of Mixed Bivariate Poisson Distributions by extending the Hofmann Distribution from the univariate case to the bivariate case. We show how to evaluate the bivariate aggregate claims dist...
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The medial axis transform of a 2D region was introduced by Blum in the 1960's as an aid to the description of biological shape. It is an alternative representation of a region which is often more amenable to analy...
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The medial axis transform of a 2D region was introduced by Blum in the 1960's as an aid to the description of biological shape. It is an alternative representation of a region which is often more amenable to analysis. This property has led to its use in diverse fields including pattern recognition and automatic finite element mesh generation. There are two widely agreed mathematical definitions for the medial axis transform which are closely related. It is shown that these definitions are not in general equivalent, despite being so for many types of region. In this paper, precise mathematical definitions of the medial axis transform and its key points (atoms) are given, and an O(n(2)) algorithm for its computation via those atoms presented. This algorithm is described in terms of simple polygons whose sole boundary consists of circular arcs and straight line segments, then extended to polygons with holes. It is shown how more complex edges could be accommodated. In comparison with existing algorithms it is simple to implement and stable in the presence of geometric degeneracy.
In this paper we present a stable recursive algorithm for the calculation of the probability of ultimate ruin in the classical risk model. We also present stable recursive algorithms for the calculation of the joint a...
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In this paper we are interested in volume matching C1-splines which, in addition, are positive, monotone, or S-convex. Using particular rational biquadratic splines sufficient conditions are derived in form of linear ...
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In this paper we are interested in volume matching C1-splines which, in addition, are positive, monotone, or S-convex. Using particular rational biquadratic splines sufficient conditions are derived in form of linear equalities and inequalities, and these conditions are shown to be satisfied for sufficiently large rationality parameters.
We consider the estimation of the number of signals in exponential signals models. We use different Information Theoretic Criteria to detect the number of signals and compare its small sample properties by Monte Carlo...
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