We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that such a model exhibits strong fluctuations in the los...

A single server retrial system having several operation modes is considered. The modes are distinguished by the transition rate of the batch Markovian arrival process (BMAP), kernel of the semi-Markovian (SM) service process and the intensity of retrials. Stationary state distribution is calculated under the fixed value of the multi-threshold control strategy. Dependence of the cost criterion, ...

This paper deals with the problem of motion-based segmentation of image sequences. Such partitions are multiple-purpose in dynamic scene analysis. We rst extract a texture-based partition using an unsupervised MRF approach. The regions obtained are then grouped according to a motion-based criterion. This grouping process relies on two motion estimation techniques and exploits contextual informa...

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order β ∈ (0, 1) . The fundamental solution for the Cauchy problem is interpreted as a probability density of a selfsimilar non-Markovian stochastic process related to a phenomenon of subdiffusion (the variance grows in time sub-lin...

We show that the increments of generalized Wiener process, useful to describe nonGaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov’s equation for Markovian non-Gaussian process. From ...

Stability of stochastic di#erential equations with Markovian switching has recently been discussed by many authors, for example, Basak et al. (J. Math. Anal. Appl. 202 (1996) 604), Ji and Chizeck (IEEE Trans. Automat. Control 35 (1990) 777), Mariton (Jump Linear System in Automatic Control, Marcel Dekker, New York), Mao (Stochastic Process. Appl. 79 (1999) 45), Mao et al. (Bernoulli 6 (2000) 73...

in this paper, absorbing markov chain models are developed to determine the optimum process mean levels for both a single-stage and a serial two-stage production system in which items are inspected for conformity with their specification limits. when the value of the quality characteristic of an item falls below a lower limit, the item is scrapped. if it falls above an upper limit, the item is ...

This paper treats an optimal inspection and maintenance policy of a continuous time Markovian deteriorating system, which minimizes the total discount,~d expected time in which the system is not operating. The problem is formulated by a semi·Markov decision process and some properties of an optimal policy are obtained, that is, a control limit rule holds and as the system degrades, an optimal i...

A natural non-Markovian extension of the theory of white noise quantum trajectories is presented. In order to introduce memory effects in the formalism an Ornstein-Uhlenbeck coloured noise is considered as the output driving process. Under certain conditions a random Hamiltonian evolution is recovered. Moreover, non-Markovian stochastic Schrödinger equations which unravel non-Markovian master e...

Constructing an effective process module is groundwork for product development process optimization. This paper imposes an activity/process based modeling idea which supports the integrated management and optimization of process development process. This idea uses the activity/process as the modeling basic cell. At first, the activity/process based PDP modeling theory is studied; Second, the pr...