H. Garcilazo,1,3 T. Fernández-Caramés,2 and A. Valcarce3 1Escuela Superior de Fı́sica y Matemáticas, Instituto Politécnico Nacional, Edificio 9, 07738 México D.F., Mexico 2Departamento de Fı́sica Teórica e IFIC, Universidad de Valencia-CSIC, E-46100 Burjassot, Valencia, Spain 3Departamento de Fı́sica Fundamental, Universidad de Salamanca, E-37008 Salamanca, Spain (Received 18 December 2006; publis...

This paper studies a G/M/1/K queueing system, where the server applies an N policy and takes a single vacation when the system is empty. We provide a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining inter-arrival time, to develop the steady-state probability distributions of the number of customers in the system. The method is...

This paper presents a discrete-time single-server finite buffer N threshold policy queue with renewal input and discrete Markovian service process. The server terminates service whenever the system becomes empty, and recommences service as soon as the number of waiting customers in the queue is N . We obtain the system-length distributions at prearrival and arbitrary epochs using the supplement...

The present investigation deals with a machine repair problem consisting of cold and warm standby machines. The machines are subject to breakdown and are repaired by the permanent repairman operating under N-policy. There is provision of one additional removable repairman who is called upon when the work load of failed machines crosses a certain threshold level and is removed as soon as the wor...

This paper examines downward price rigidity in Iranian house market and discusses whether this characteristic would result in an asymmetric relationship between house price and monetary policy. To test the downward house price rigidity the threshold GARCH model is employed. The asymmetric adjustment to monetary policy is examined using the asymmetric cointegration and error correction models. T...

A condition based preventive and corrective maintenance policy is proposed for a continuously operating system. The condition of the system is assumed to deteriorate with time. The model incorporates both deterioration as well as random common cause failures. The deterioration stages are modeled as discrete state processes. The system is put to random inspection to know the condition. The mean ...

In this paper, we presented an optimal iterative decision rule for minimizing total cost in designing a sampling plan for machine replacement problem using the approach of dynamic programming and Bayesian inferences. Cost of replacing the machine and cost of defectives produced by machine has been considered in model. Concept of control threshold policy has been applied for decision making. If ...

We study a variance reduction technique for Monte Carlo estimation of functionals in Markov chains. The method is based on designing sequential control variates using successive approximations of the function of interest V . Regular Monte Carlo estimates have a variance of O(1/N), where N is the number of sample trajectories of the Markov chain. Here, we obtain a geometric variance reduction O(...