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BIRNBAUM CRITICALITY AND IMPORTANCE MEASURES FOR MULTISTATE SYSTEMS WITH REPAIRABLE COMPONENTS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200601
Arne Bang Huseby; Martyna Kalinowska; Tobias AbrahamsenWe suggest four new measures of importance for repairable multistate systems based on the classical Birnbaum measure. Periodic component life cycles and general semiMarkov processes are considered. Similar to the Birnbaum measure, the proposed measures are generic in the sense that they only depend on the probabilistic properties of the components and the system structure. The multistate system model

PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200601
Xingheng Liu; Yann Dijoux; Jørn Vatn; Håkon ToftakerThe paper deals with prognosis estimation for industrial systems in a series configuration, modeled by superimposed renewal processes (SRP), when the cause of failures is not available. In the presence of missing information, an SRP is commonly approximated by a Poisson process or a virtual age model. The performance of the approximations was assessed in the ideal configuration where all parameters

ASYMPTOTICS OF THE TIMEDISCRETIZED LOGNORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200522
Dan Pirjol; Lingjiong ZhuWe propose a novel time discretization for the lognormal SABR model which is a popular stochastic volatility model that is widely used in financial practice. Our time discretization is a variant of the Euler–Maruyama scheme. We study its asymptotic properties in the limit of a large number of time steps under a certain asymptotic regime which includes the case of finite maturity, small volofvol

BLOCKCHAIN DOUBLESPEND ATTACK DURATION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200521
Mark Brown; Erol Peköz; Sheldon RossMany cryptocurrencies including Bitcoin are susceptible to a socalled doublespend attack, where someone dishonestly attempts to reverse a recently confirmed transaction. The duration and likelihood of success of such an attack depends on the recency of the transaction and the computational power of the attacker, and these can be related to the distribution of time for counts from one Poisson process

ON RELIABILITY FUNCTION OF A KOUTOFN SYSTEM WITH GENERAL REPAIR TIME DISTRIBUTION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200519
Vladimir Rykov; Dmitry Kozyrev; Andrey Filimonov; Nika IvanovaThe reliability study of koutofn systems is of interest both from theoretical and practical points of view. Applications of such models can be seen in many realworld phenomena, including telecommunication, transmission, transportation, manufacturing, and services. A probabilistic study of a realworld koutofn system often helps to develop an optimal strategy for maintaining high systemlevel

ON THE COMPARISON OF PERFORMANCEPERCOST FOR COHERENT AND MIXED SYSTEMS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200519
Bo H. Lindqvist; Francisco J. Samaniego; Nana WangThe present paper is concerned with reliability economics, considering a certain performancepercost criterion for coherent and mixed systems, as introduced in [Dugas, M.R. & Samaniego, F.J. (2007). On optimal system designs in reliabilityeconomics frameworks. Naval Research Logistics 54, 568–582]. We first present a new comparison result for performancepercost of systems with independent and identically

ON SEVERAL PROPERTIES OF A CLASS OF PREFERENTIAL ATTACHMENT TREES—PLANEORIENTED RECURSIVE TREES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200515
Panpan ZhangIn this paper, several properties of a class of trees presenting preferential attachment phenomenon—planeoriented recursive trees (PORTs) are uncovered. Specifically, we investigate the degree profile of a PORT by determining the exact probability mass function of the degree of a node with a fixed label. We compute the expectation and the variance of degree variable via a Pólya urn approach. In addition

DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEANVARIANCE CRITERION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200512
Xingchun Peng; Fenge ChenThis paper studies an optimal deterministic investment problem for a DC pension plan member with inflation risk. We describe the price processes of the inflationindexed bond and the stock by a continuous diffusion process and a jump diffusion process with random parameters, respectively. The contribution rate linked to the income of the DC plan member is assumed to be a nonMarkovian adapted process

VOLATILITY ANALYSIS OF REGIMESWITCHING MODELS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200508
Yue Liu; Zhuyun Xie; Jingjing Yao; Kaodui LiThis paper investigates the volatility in regimeswitching models formulated based on the geometric Brownian motion with its drift and volatility factors randomized with Markov chains. By developing explicit formulas about occupation time of Markov chains, we analysis the difference between global volatility of this model and the volatility caused by Brownian randomness, in order to measure the volatility

RELIABILITY COMPARISON OF TWO UNIT REDUNDANCY SYSTEMS UNDER THE LOAD REQUIREMENT Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200504
Kyungmee O. KimThis paper compares the reliability functions of the cold standby, hot standby, and loadsharing redundancy configurations, each of which is composed of two identical components for meeting a given system requirement. Thus far, no research has been done into the conditions that make one configuration more reliable than another because their reliability functions have no closed forms even when the component

BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200417
H.A. MohtashamiBorzadaran; H. Jabbari; M. AminiThe wellknown Marshall–Olkin model is known for its extension of exponential distribution preserving lack of memory property. Based on shock models, a new generalization of the bivariate Marshall–Olkin exponential distribution is given. The proposed model allows wider range tail dependence which is appealing in modeling risky events. Moreover, a stochastic comparison according to this shock model

STEADYSTATE OPTIMIZATION OF AN EXHAUSTIVE LÉVY STORAGE PROCESS WITH INTERMITTENT OUTPUT AND RANDOM OUTPUT RATE Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200417
Royi Jacobovic; Offer KellaConsider a regenerative storage process with a nondecreasing Lévy input (subordinator) such that every cycle may be split into two periods. In the first (off), the output is shut off and the workload accumulates. This continues until some stopping time. In the second (on), the process evolves like a subordinator minus a positive drift (output rate) until it hits the origin. In addition, we assume that

AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200408
Peter C. Kiessler; Kanoktip NimitkiatklaiDielectric breakdown in a thin oxide is presented in terms of an interacting particle system on a twodimensional lattice. All edges in the system are initially assumed to be closed. An edge between two adjacent vertices will open according to an exponentially distributed random variable. Breakdown occurs at the time an open path connects the top layer of the lattice to the bottom layer. Using the

BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200408
Atilla Ay; Refik Soyer; Joshua Landon; Süleyman ÖzekiciMarkov processes play an important role in reliability analysis and particularly in modeling the stochastic evolution of survival/failure behavior of systems. The probability law of Markov processes is described by its generator or the transition rate matrix. In this paper, we suppose that the process is doubly stochastic in the sense that the generator is also stochastic. In our model, we suppose

ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200318
Antonio Di Crescenzo; Luca PaolilloReliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such information content, in this paper we introduce the variance of the residual lifetimes, “residual varentropy” in short. After a theoretical investigation of some properties of

ANALYTICALLY CLOSEDFORM SOLUTIONS FOR THE DISTRIBUTION OF A NUMBER OF CUSTOMERS SERVED DURING A BUSY PERIOD FOR SPECIAL CASES OF THE GEO/G/1 QUEUE Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200318
M. L. Chaudhry; Veena Goswami; Abdalla MansurThis paper presents the distribution of the number of customers served during a busy period for special cases of the Geo/G/1 queue when initiated with m customers. We analyze the system under the assumptions of a late arrival system with delayed access and early arrival system policies. It is not easy to invert the functional equation for the number of customers served during a busy period except for

GENERALIZATION OF THE PAIRWISE STOCHASTIC PRECEDENCE ORDER TO THE SEQUENCE OF RANDOM VARIABLES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200318
Maxim Finkelstein; Nil Kamal HazraWe discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence (SP) order that is defined for two random variables to the case n > 2. All conventional stochastic orders are transitive, whereas the SP order is not. Therefore, a new approach to compare the sequence of random variables had to be developed that resulted in the notion of the

ENTROPYBASED AND NONENTROPYBASED GOODNESS OF FIT TEST FOR THE INVERSE RAYLEIGH DISTRIBUTION WITH PROGRESSIVELY TYPEII CENSORED DATA Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200311
Yanbin Ma; Wenhao GuiIn this paper, the problem of goodness of fit test for the inverse Rayleigh distribution based on progressively TypeII censored samples is studied. We develop two test statistics via entropy and propose one new nonentropy test statistic via a pivotal method. We also study the properties of these test statistics. Critical values are obtained by simulations. Then, we do power analysis of these test

COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200309
Ting Zhang; Yiying Zhang; Peng ZhaoThis paper deals with stochastic comparisons of the largest order statistics arising from two sets of independent and heterogeneous gamma samples. It is shown that the weak supermajorization order between the vectors of scale parameters together with the weak submajorization order between the vectors of shape parameters imply the reversed hazard rate ordering between the corresponding maximum order

ON INTERVAL AND INSTANT AVAILABILITY OF THE SYSTEM Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200302
Jie MiThis article considers the interval availability and instant availability of the ksystem. A certain relationship between the two types of availability is established. Some lower and upper bounds to interval availability are derived. It also provides a couple of conditions under which the availability of two systems can be compared. Several examples are given to show the complexity of comparisons of

ON THE RESIDUAL AND PAST LIFETIMES OF COHERENT SYSTEMS UNDER RANDOM MONITORING Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200302
Ebrahim AminiSeresht; Maryam Kelkinnama; Yiying ZhangThis paper discusses stochastic comparisons for the residual and past lifetimes of coherent systems with dependent and identically distributed (d.i.d.) components under random monitoring in terms of the hazard rate, the reversed hazard rate, and the likelihood ratio orders. Some stochastic comparisons results are also established on the residual lifetimes of coherent systems under random observation

PRESERVATION OF LOGCONCAVITY AND LOGCONVEXITY UNDER OPERATORS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200214
Wanwan Xia; Tiantian Mao; Taizhong HuLogconcavity [logconvexity] and their various properties play an increasingly important role in probability, statistics, operations research and other fields. In this paper, we first establish general preservation theorems of logconcavity and logconvexity under operator $\phi \longmapsto T(\phi , \theta )=\mathbb {E}[\phi (X_\theta )]$ , θ ∈ Θ, where Θ is an interval of real numbers or an interval

ON RELATIVE AGING COMPARISONS OF COHERENT SYSTEMS WITH IDENTICALLY DISTRIBUTED COMPONENTS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200212
Nil Kamal Hazra; Neeraj MisraThe relative aging is an important notion which is useful to measure how a system ages relative to another one. Among the existing stochastic orders, there are two important orders describing the relative aging of two systems, namely, aging faster orders in the cumulative hazard and the cumulative reversed hazard rate functions. In this paper, we give some sufficient conditions under which one coherent

STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200212
Pengzhan Chen; Wuyi YeIn light of recent empirical research on jump activity, this article study the calibration of a new class of stochastic volatility models that include both jumps in return and volatility. Specifically, we consider correlated jump sizes and both contemporaneous and independent arrival of jumps in return and volatility. Based on the specifications of this model, we derive a closedform relationship between

RESIDUAL STOCHASTIC PRECEDENCE ORDER Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200128
Amit Kumar Misra; Vaishali Gupta; Neeraj MisraThe aim of this paper is to introduce a new stochastic order based on the residual lifetimes of two nonnegative dependent random variables and the stochastic precedence order. We develop some characterizations and preservation properties of this stochastic order. In addition, we study some of its reliability properties and its relation with other existing stochastic orders. One of the possible applications

EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH COJUMPS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200120
Yu Xing; Yuhua Xu; Huawei NiuIn this paper, we study the equilibrium valuation for currency options in a setting of the twocountry Lucastype economy. Different from the continuous model in Bakshi and Chen [1], we propose a discontinuous model with jump processes. Empirical findings reveal that the jump components in each country's money supply can be decomposed into the simultaneous cojump component and the countryspecific

KOLMOGOROV STORIES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200115
Yu. K. Belyaev; Asaf H. HajiyevAuthors of this paper were educated and have spent many years in Lomonosov Moscow State University (MSU), in the Interfaculty Laboratory of Statistical Methods (ILSM). Prof. Yu. K. Belyaev was student of Kolmogorov, and for several years his deputy in the ILSM, created and led by the great A. N. Kolmogorov. Now Prof. Yuri Belyaev is Emeritus Professor at Umea University (Sweden). Asaf Hajiyev was a

AN IMPROVED TEST OF THE SQUARED SHARPE RATIO Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200113
WanYi ChiuThe sample squared Sharpe ratio (SSR) is a critical statistic of the riskreturn tradeoff. We show that sensitive uppertail probabilities arise when the sample SSR is employed to test the meanvariance efficiency under different test statistics. Assuming the error's normality with a nonzero mean, we integrate the sample SSR and the arbitrage regression into a noncentral chisquare (χ2) test. We find

EXPLICIT SOLUTIONS FOR CONTINUOUSTIME QBD PROCESSES BY USING RELATIONS BETWEEN MATRIX GEOMETRIC ANALYSIS AND THE PROBABILITY GENERATING FUNCTIONS METHOD Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20200103
Gabi Hanukov; Uri YechialiTwo main methods are used to solve continuoustime quasi birthanddeath processes: matrix geometric (MG) and probability generating functions (PGFs). MG requires a numerical solution (via successive substitutions) of a matrix quadratic equation A0 + RA1 + R2A2 = 0. PGFs involve a row vector $\vec{G}(z)$ of unknown generating functions satisfying $H(z)\vec{G}{(z)^\textrm{T}} = \vec{b}{(z)^\textrm{T}}

A FLUID LIMIT FOR PROCESSORSHARING QUEUES WEIGHTED BY FUNCTIONS OF REMAINING AMOUNTS OF SERVICE Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191226
Yingdong LuWe study a single server queue under a processorsharing type of scheduling policy, where the weights for determining the sharing are given by functions of each job's remaining service (processing) amount, and obtain a fluid limit for the scaled measurevalued system descriptors.

A NEW SHOCK MODEL WITH A CHANGE IN SHOCK SIZE DISTRIBUTION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191226
Serkan Eryilmaz; Cihangir KanFor a system that is subject to shocks, it is assumed that the distribution of the magnitudes of shocks changes after the first shock of size at least d1, and the system fails upon the occurrence of the first shock above a critical level d2 (> d1). In this paper, the distribution of the lifetime of such a system is studied when the times between successive shocks follow matrixexponential distribution

A NEW LOOK ON THE SHORTEST QUEUE SYSTEM WITH JOCKEYING Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191223
Rachel RavidWe introduce a Markov queueing system with Poisson arrivals, exponential services, and jockeying between two parallel and equivalent servers. An arriving customer admits to the shortest line. Every transition, of only the last customer in line, from the longer line to the shorter line may accompanied by a certain fixed cost. Thus, a transition from the longer queue to the shorter queue occurs whenever

SUPERPOSITIONED STATIONARY COUNT TIME SERIES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191223
Yisu Jia; Robert Lund; James LivseyThis paper probabilistically explores a class of stationary count time series models built by superpositioning (or otherwise combining) independent copies of a binary stationary sequence of zeroes and ones. Superpositioning methods have proven useful in devising stationary count time series having prespecified marginal distributions. Here, basic properties of this model class are established and the

ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191217
Michael C.H. Choi; Chihoon Lee; Jian SongMotivated by the classical De Bruijn's identity for the additive Gaussian noise channel, in this paper we consider a generalized setting where the channel is modelled via stochastic differential equations driven by fractional Brownian motion with Hurst parameter H ∈ (0, 1). We derive generalized De Bruijn's identity for Shannon entropy and Kullback–Leibler divergence by means of Itô's formula, and

Bandit strategies evaluated in the context of clinical trials in rare lifethreatening diseases. Probab. Eng. Inf. Sci. Pub Date : 20180310
Sofía S VillarIn a rare lifethreatening disease setting the number of patients in the trial is a high proportion of all patients with the condition (if not all of them). Further, this number is usually not enough to guarantee the required statistical power to detect a treatment effect of a meaningful size. In such a context, the idea of prioritizing patient benefit over hypothesis testing as the goal of the trial

INDEXABILITY AND OPTIMAL INDEX POLICIES FOR A CLASS OF REINITIALISING RESTLESS BANDITS. Probab. Eng. Inf. Sci. Pub Date : 20160524
Sofía S VillarMotivated by a class of Partially Observable Markov Decision Processes with application in surveillance systems in which a set of imperfectly observed state processes is to be inferred from a subset of available observations through a Bayesian approach, we formulate and analyze a special family of multiarmed restless bandit problems. We consider the problem of finding an optimal policy for observing

ON STOCHASTIC COMPARISONS OF ORDER STATISTICS FROM HETEROGENEOUS EXPONENTIAL SAMPLES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191029
Yaming YuWe show that the kth order statistic from a heterogeneous sample of n ≥ k exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan [14]. As a consequence, we establish hazard rate ordering for order statistics between heterogeneous and homogeneous exponential samples, resolving an open problem of Pǎltǎnea

ESTIMATING THE RATE OF DEFECTS UNDER IMPERFECT SAMPLING INSPECTION—A NEW APPROACH Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191028
Tamar Gadrich; Guy KatrielWe consider the problem of estimating the rate of defects (mean number of defects per item), given the counts of defects detected by two independent imperfect inspectors on one sample of items. In contrast with the setting for the wellknown method of Capture–Recapture, we do not have information regarding the number of defects jointly detected by both inspectors. We solve this problem by constructing

ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATIONSCALE MODELS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191018
Sangita Das; Suchandan Kayal; Debajyoti ChoudhuriIn this paper, we consider exponentiated locationscale model and obtain several ordering results between extreme order statistics in various senses. Under majorization type partial orderbased conditions, the comparisons are established according to the usual stochastic order, hazard rate order and reversed hazard rate order. Multipleoutlier models are considered. When the number of components are

WINNER PLAYS COMPETITION MODELS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20191018
Yang Cao; Sheldon M. RossSuppose there are n players in an ongoing competition, with player i having value vi, and suppose that a game between i and j is won by i with probability vi/(vi + vj). Consider the winner plays competition where in each stage two players play a game, and the winner keeps playing in the next game. We consider two models for choosing its opponent, analyze both models as Markov chains, and determine

TWOECHELON PRODUCTION INVENTORY SYSTEMS WITH STRATEGIC CUSTOMERS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190927
Ata G. Zare; Hossein AboueeMehrizi; Oded BermanWe consider a twoechelon production inventory system with a manufacturer having limited production capacity and a distribution center (DC). There is a positive transportation time between the manufacturer and the DC. Customers gain a value by receiving the product and incur a waiting cost when facing a delay. We assume that customers' waiting cost depends on their degree of impatience with respect

SOME LIMIT THEOREMS OF DELAYED AVERAGES FOR COUNTABLE NONHOMOGENEOUS MARKOV CHAINS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190924
Pingping Zhong; Weiguo Yang; Zhiyan Shi; Yan ZhangThe purpose of this paper is to establish some limit theorems of delayed averages for countable nonhomogeneous Markov chains. The definition of the generalized Cstrong ergodicity and the generalized uniformly Cstrong ergodicity for countable nonhomogeneous Markov chains is introduced first. Then a theorem about the generalized Cstrong ergodicity and the generalized uniformly Cstrong ergodicity

SMALLWORLD EFFECT IN GEOGRAPHICAL ATTACHMENT NETWORKS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190912
Qunqiang Feng; Yongkang Wang; Zhishui HuIn this work, we use rigorous probabilistic methods to study the asymptotic degree distribution, clustering coefficient, and diameter of geographical attachment networks. As a type of smallworld network model, these networks were first proposed in the physical literature, where they were analyzed only with heuristic arguments and computational simulations.

HRNN4F: HYBRID DEEP RANDOM NEURAL NETWORK FOR MULTICHANNEL FALL ACTIVITY DETECTION Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190823
Ahsen Tahir; Jawad Ahmad; Gordon Morison; Hadi Larijani; Ryan M. Gibson; Dawn A. SkeltonFalls are a major health concern in older adults. Falls lead to mortality, immobility and high costs to social and health care services. Early detection and classification of falls is imperative for timely and appropriate medical aid response. Traditional machine learning models have been explored for fall classification. While newly developed deep learning techniques have the ability to potentially

LOGCONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190823
F. G. Badía; C. Sangüesa; A. FedergruenWe establish that a random sum of independent and identically distributed (i.i.d.) random quantities has a logconcave cumulative distribution function (cdf) if (i) the random number of terms in the sum has a logconcave probability mass function (pmf) and (ii) the distribution of the i.i.d. terms has a nonincreasing density function (when continuous) or a nonincreasing pmf (when discrete). We illustrate

INTRODUCTION TO THE SPECIAL ISSUE ON LEARNING, OPTIMIZATION, AND THEORY OF GNETWORKS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190729
Nihal PekerginWe introduce the special issue on “Learning, Optimization, and the Theory of GNetworks” of the journal Probability in the Engineering and Informational Sciences that appears in 2019. We first outline some of the applications and developments of GNetworks which motivate the ongoing interest for this area, including some areas which could not be covered in this special issue. We then briefly discuss

OPTIMAL CONTROL POLICIES FOR AN M/M/1 QUEUE WITH A REMOVABLE SERVER AND DYNAMIC SERVICE RATES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190729
Pamela BadianPessot; Mark E. Lewis; Douglas G. DownWe consider an M/M/1 queue with a removable server that dynamically chooses its service rate from a set of finitely many rates. If the server is off, the system must warm up for a random, exponentially distributed amount of time, before it can begin processing jobs. We show under the average cost criterion, that work conserving policies are optimal. We then demonstrate the optimal policy can be characterized

ASYMPTOTIC BEHAVIORS FOR CORRELATED BERNOULLI MODEL Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190711
Yu Miao; Huanhuan Ma; Qinglong YangWe consider a class of correlated Bernoulli variables, which have the following form: for some 0 < p < 1, $$\begin{align}{P(X_{j+1}=1 \vert {\cal F}_{j})= (1\theta_j)p+\theta_jS_j/j,}\end{align}$$ where 0 ≤ θj ≤ 1, $S_n=\sum _{j=1}^nX_j$ and ${\cal F}_n=\sigma \{X_1,\ldots , X_n\}$ . The aim of this paper is to establish the strong law of large numbers which extend some known results, and prove the

OPTIMAL MOMENT INEQUALITIES FOR ORDER STATISTICS FROM NONNEGATIVE RANDOM VARIABLES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190705
Nickos PapadatosWe obtain the best possible upper bounds for the moments of a singleorder statistic from independent, nonnegative random variables, in terms of the population mean. The main result covers the independent identically distributed case. Furthermore, the case of the sample minimum for merely independent (not necessarily identically distributed) random variables is treated in detail.

ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190703
Yiying Zhang; Weiyong Ding; Peng ZhaoThis paper studies the variability of both series and parallel systems comprised of heterogeneous (and dependent) components. Sufficient conditions are established for the star and dispersive orderings between the lifetimes of parallel [series] systems consisting of dependent components having multipleoutlier proportional hazard rates and Archimedean [Archimedean survival] copulas. We also prove that

PERFORMANCE MEASURES FOR THE TWONODE QUEUE WITH FINITE BUFFERS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190626
Yanting Chen; Xinwei Bai; Richard J. Boucherie; Jasper GoselingWe consider a twonode queue modeled as a twodimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds in order to bound performance measures of such random walks. The approximation scheme is developed in terms of a perturbed random walk in which the transitions along

PRODUCTFORM MARKOVIAN QUEUEING SYSTEMS WITH MULTIPLE RESOURCES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190614
Valeriy Naumov; Konstantin SamouylovIn the paper, we study general Markovian models of loss systems with random resource requirements, in which customers at arrival occupy random quantities of various resources and release them at departure. Customers may request negative quantities of resources, but total amount of resources allocated to customers should be nonnegative and cannot exceed predefined maximum levels. Allocating a negative

ENERGY PACKET NETWORKS WITH MULTIPLE ENERGY PACKET REQUIREMENTS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190611
Josu Doncel; JeanMichel FourneauWe analyze Energy Packet Networks (EPNs) in which the service centers consist of multiclass queues and the Data Packets (DPs) initiate the transfer (i.e., the arrival of a DP at the battery triggers the movement) with multiple energy packet requirements. In other words, a classk DP in cell i is sent successfully to the next cell if there are $c_i^{(k)}$ energy packets and it is dropped otherwise.

A RANDOM ACCESS GNETWORK: STABILITY, STABLE THROUGHPUT, AND QUEUEING ANALYSIS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190611
Ioannis Dimitriou; Nikolaos PappasThe effect of signals on stability, stable throughput region, and delay in a twouser slotted ALOHAbased randomaccess system with collisions is considered. This work gives rise to the development of random access Gnetworks, which can model security attacks, expiration of deadlines, or other malfunctions, and introduce load balancing among highly interacting queues. The users are equipped with infinite

FINDING NONSTATIONARY STATE PROBABILITIES OF OPEN MARKOV NETWORKS WITH MULTIPLE CLASSES OF CUSTOMERS AND VARIOUS FEATURES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190610
Mikhail Matalytski; Dmitry KopatsThis paper discusses a system of differencedifferential equations (DDE) that is satisfied by the timedependent state probabilities of open Markov queueing networks with various features. The number of network states in this case and the number of equations in this system is infinite. Flows of customers arriving at the network are a simple and independent, the time of customer services is exponentially

ACCURATE, ENERGYEFFICIENT CLASSIFICATION WITH SPIKING RANDOM NEURAL NETWORK Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190521
Khaled F. Hussain; Mohamed Yousef Bassyouni; Erol GelenbeArtificial Neural Networks (ANNs)based techniques have dominated stateoftheart results in most problems related to computer vision, audio recognition, and natural language processing in the past few years, resulting in strong industrial adoption from all leading technology companies worldwide. One of the major obstacles that have historically delayed largescale adoption of ANNs is the huge computational

SCHEDULING IN A SINGLESERVER QUEUE WITH STATEDEPENDENT SERVICE RATES Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190521
Urtzi Ayesta; Balakrishna Prabhu; Rhonda RighterWe consider singleserver scheduling to minimize holding costs where the capacity, or rate of service, depends on the number of jobs in the system, and job sizes become known upon arrival. In general, this is a hard problem, and counterintuitive behavior can occur. For example, even with linear holding costs the optimal policy may be something other than SRPT or LRPT, it may idle, and it may depend

ON CUMULATIVE RESIDUAL EXTROPY Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190517
S. M. A. Jahanshahi; H. Zarei; A. H. KhammarRecently, an alternative measure of uncertainty called extropy is proposed by Lad et al. [12]. The extropy is a dual of entropy which has been considered by researchers. In this article, we introduce an alternative measure of uncertainty of random variable which we call it cumulative residual extropy. This measure is based on the cumulative distribution function F. Some properties of the proposed measure

RELATIONSHIPS BETWEEN IMPORTANCE MEASURES AND REDUNDANCY IN SYSTEMS WITH DEPENDENT COMPONENTS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190517
Jorge Navarro; Pedro FernándezMartínez; Juan FernándezSánchez; Antonio ArriazaThe paper shows the connections between some importance indices for the components in an engineering coherent system and the performance of the system obtained when a redundancy mechanism is applied to a specific component. A copula approach is used to model the dependency among the components. This approach includes the popular case of independent components. Under some assumptions, it is proved that

EQUILIBRIUM BALKING STRATEGIES IN THE REPAIRABLE M/M/1 GRETRIAL QUEUE WITH COMPLETE REMOVALS Probab. Eng. Inf. Sci. (IF 0.864) Pub Date : 20190429
Shan Gao; Deran Zhang; Hua Dong; Xianchao WangWe consider an M/M/1 retrial queue subject to negative customers (called as Gretrial queue). The arrival of a negative customer forces all positive customers to leave the system and causes the server to fail. At a failure instant, the server is sent to be repaired immediately. Based on a natural rewardcost structure, all arriving positive customers decide whether to join the orbit or balk when they