In this paper, a Markov chain small-world model of D.J. Higham is broadened by incorporating asymmetric transition probabilities. Asymptotic results regarding the transient behavior of the extended model, as measured by its maximum mean first passage time, are established under the assumption that the size of the Markov chain is large. These results are consistent with the outcomes as obtained ...

We study the statistical mechanics of thermal conduction in a classical many-body system that is in contact with two thermal reservoirs maintained at different temperatures. The ratio of the probabilities, that when observed for a finite time, the time averaged heat flux flows in and against the direction required by Fourier's Law for heat flow, is derived from first principles. This result is ...

Here we present the results of a study t o determine the effects of link failures on network performance. The network studied is a virtual circuit based packet switched wide area network. A generic queueing framework is developed t o study the effect of failures, and the subsequent t raf ic restoration, on network performance. In general, the congestion resulting after a failure is a transient ...

We focus on tandem queues with subexponential service time distributions. We assume that number of customers in front of the first station is infinite and there is infinite room for finished customers after the last station but the size of the buffer between two consecutive stations is finite. Using (max,+) linear recursions, we investigate the tail asymptotics of transient response times and w...

For quickest detection of a permanent change in distribution of otherwise iid observations, Page's test provides the optimal processor. Page's test has also been applied to the detection of transient (i.e. temporary) changes in distribution; it is easy to implement and has reliable performance, but as applied to the transient problem its optimality is questionable. In this paper we o er an alte...

T he main purpose of this article is to analyze exchange rate behavior based on monetary fundamentals in the context of Iranian economy over the period 1990:2 to 2014:3. To do so, two monetary exchange rate models is investigated, the first by regarding interest rate differential as a monetary variable, and the second one regardless of interest rate differential as a monetary variabl...

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 ...