In this paper, we develop a systematic method for deriving bounds on the stationary distribution of stable Markov chains with a countably innnite state space. We assume that a Lyapunov function is available that satisses a negative drift property (and, in particular, is a witness of stability), and that the jumps of the Lyapunov function corresponding to state transitions have uniformly bounded...

in this paper by using the data related to the monthly precipitation of 13 stations situated in west azerbaijan province of iran in a time period of 34 years, monitoring and forecasting the probability of a drought occurrence is evaluated in next coming months. in this process, first the monthly precipitation amounts for each rainfall station are used in order to calculate the standardized prec...

discrete facility location,   distribution center,   logistics,   inventory policy,   queueing theory,   markov processes, the distribution center location problem is a crucial question for logistics decision makers. the optimization of these decisions needs careful attention to the fixed facility costs, inventory costs, transportation costs and customer responsiveness. in this paper we study t...

This study is concerned with the performance modeling of a fault tolerant system consisting of operating units supported by a combination of warm and cold spares. The on-line as well as warm standby units are subject to failures and are send for the repair to a repair facility having single repairman which is prone to failure. If the failed unit is not detected, the system enters into an unsafe...

Abstract T he return of capital is fundamental to the intertemporal allocation of resources by changing the consumption behavior and capital accumulation over time. Taxation on return of capital increases the marginal product of capital, meaning that capital stock is lower than when capital is not taxed, which results decreased growth and welfare in steady state. This pape...

We show that probability distributions and moments of performance measures in many polling models can be effectively computed by numerically inverting transforms (generating functions and Laplace transforms). We develop new efficient iterative algorithms for computing the transform values and then use our recently developed variant of the Fourier-series method to perform the inversion. We also ...

The possibility of applying the theory stochastic processes for evaluating dynamic pattern different states is studied critical-duty structures. Heterogeneous Markovian technical state transition metallurgical overhead crane structure, theorem and Kolmogorov-Chapman equation are analyzed. chain reviewed at t →∞, i.e. under marginal steady-state (stabilized) condition. Real values limit probabil...

In this paper an extended Viterbi algorithm is presented for first-order hidden Markov processes, with the help of a dummy combined state sequence. For this, the Markov switching’s transient probabilities and steady probabilities are studied separately. The algorithm gives a maximum likelihood estimate for the state sequence of a hidden Markov process. Comparing with the standard Viterbi algori...

We consider a class of Markov chains modelling concurrent activities with phase-type (PH) distributed duration. Specifically we focus on systems whose dynamics is characterised by the parallel execution of a number of active jobs and such that the termination of an active job causes the remaining active jobs to be restarted from scratch (preemptive restart policy) or deactivated and can lead to...

in this paper power system model is represented in a new domain that relates to multi-resolution analysis (mra) space. by developing mathematical model of elements in this space using galerkin method, a new alternative method for power system simulation in nonsinusoidal and periodic conditions is developed. the mathematical formulation and characteristics of new proposed space is expressed. als...