We propose a new queueing model named the acquisition queue. It differs from conventional queueing models in that the server not only serves customers, but also performs acquisit...
Dee Denteneer, J. S. H. van Leeuwaarden, Ivo J. B....
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Abstract—Carrier Sense Multiple Access with Enhanced Collision Avoidance (CSMA/ECA) is a distributed MAC protocol that allows collision-free access to the medium in WLAN. The onl...
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Abstract. We investigate weak bisimulation of probabilistic systems in the presence of nondeterminism, i.e. labelled concurrent Markov chains (LCMC) with silent transitions. We bui...