the problem we investigate deals with the optimal assignment of resources to the activities of a stochastic project network. we seek to minimize the expected cost of the project include sum of resource utilization costs and lateness costs. we assume that the work content required by the activities follows an exponential distribution. the decision variables of the model are the allocated resourc...

We analyze the convergence to stationarity of a simple nonreversible Markov chain that serves as a model for several nonreversible Markov chain sampling methods that are used in practice. Our theoretical and numerical results show that nonreversibility can indeed lead to improvements over the diffusive behavior of simple Markov chain sampling schemes. The analysis uses both probabilistic techni...

In this paper, we obtain the Rényi entropy rate for irreducible-aperiodic Markov chains with countable state space, using the theory of countable nonnegative matrices. We also obtain the bound for the rate of Rényi entropy of an irreducible Markov chain. Finally, we show that the bound for the Rényi entropy rate is the Shannon entropy rate.

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 ...

The PageRank is a notion used by search engines to reflect a popularity and importance of a page based on its citation ranking. Such ranking was first introduced in 1998 by Google search engine [4]. The PageRank of a page i reflects the importance of this page basing on: 1) how many pages link to i, and 2) how important are the pages that link to i. Since the web changes very fast, the PageRank...

SUMMARY Continuous-time Markov chain models with finite state space are routinely used for analysis of discrete character data on phylogenetic trees. Examples of such discrete character data include restriction sites, gene family presence/absence, intron presence/absence and gene family size data. While models with constrained substitution rate matrices have been used to good effect, more biolo...

We compare parametric and nonparametric estimation methods in the context of PBPK modeling using simulation studies. We implement a Monte Carlo Markov Chain simulation technique in the parametric method, and a functional analytical approach to estimate the probability distribution function directly in the nonparametric method. The simulation results suggest an advantage for the parametric metho...