This investigation deals with multi server queue with balking. The customers arrive in poisson fashion and independent of time, under the assumption that system is initially empty. The number of customers in the system is stochastically increasing and distributed in steady state (stationary state) as required. The expressions for the measure of the speed of convergence from transient state to s...

This article defines the concept of wavelet-based Fisher’s information measure (wavelet FIM) and develops a closed-form expression of this measure for 1/f signals. Wavelet Fisher’s information measure characterizes the complexities associated to 1/f signals and provides a powerful tool for their analysis. Theoretical and experimental studies demonstrate that this quantity is exponentially incre...

We provide a probabilistic description of the stationary measures for open KPZ on spatial interval [0, 1] in terms Markov process Y, which is Doob’s h transform Brownian motion killed at an exponential rate. Our work builds recent formula Corwin and Knizel expresses multipoint Laplace solution another $$\mathbb T$$ : continuous dual Hahn with variables taking role time-points process. The core ...

Consider the empirical autocovariance matrices at given non-zero time lags, based on observations from a multivariate complex Gaussian stationary series. The spectral analysis of these can be useful in certain statistical problems, such as those related to testing for white noise. We study behavior their measure asymptotic regime where series dimension and observation window length both grow in...

We consider a Fokker-Planck equation in a general domain in R with Lploc drift term and W 1,p loc diffusion term for any p > n. By deriving an integral identity, we give several measure estimates of regular stationary measures in an exterior domain with respect to diffusion and Lyapunov-like or anti-Lyapunov-like functions. These estimates will be useful to problems such as the existence and no...

We define an analog of Plancherel measure for the set of rooted unlabeled trees on n vertices, and a Markov chain which has this measure as its stationary distribution. Using the combinatorics of commutation relations, we show that order n steps are necessary and suffice for convergence to the stationary distribution.