First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime

First-passage times of regime switching models

The probability of a stochastic process to first breach an upper and/or a lower level is an important quantity for optimal control and risk management. We present those probabilities for regime switching Brownian motion. In the 2and 3-state model, the Laplace transform of the (single and double barrier) first-passage times is – up to the roots of a polynomial of degree 4 (respectively 6) – deri...

First Passage times in Biology: Approximations

from linguistics to literature: a linguistic approach to the study of linguistic deviations in the turkish divan of shahriar

chapter i provides an overview of structural linguistics and touches upon the saussurean dichotomies with the final goal of exploring their relevance to the stylistic studies of literature. to provide evidence for the singificance of the study, chapter ii deals with the controversial issue of linguistics and literature, and presents opposing views which, at the same time, have been central to t...

First Passage Times, Lifetimes, and Relaxation Times of Unfolded Proteins.

The dynamics of proteins in the unfolded state can be quantified in computer simulations by calculating a spectrum of relaxation times which describes the time scales over which the population fluctuations decay to equilibrium. If the unfolded state space is discretized, we can evaluate the relaxation time of each state. We derive a simple relation that shows the mean first passage time to any ...

Bi-objective optimization of multi-server intermodal hub-location-allocation problem in congested systems: modeling and solution

A new multi-objective intermodal hub-location-allocation problem is modeled in this paper in which both the origin and the destination hub facilities are modeled as an M/M/m queuing system. The problem is being formulated as a constrained bi-objective optimization model to minimize the total costs as well as minimizing the total system time. A small-size problem is solved on the GAMS software t...