An algorithm is presented for estimating the expected number of customers for a class of Markovian queueing systems. The class is characterized by those systems whose transition matrix for the underlying customer arri...An algorithm is presented for estimating the expected number of customers for a class of Markovian queueing systems. The class is characterized by those systems whose transition matrix for the underlying customer arrival and departure process is finite, irreducible, and aperiodic. The algorithm does not depend on a closed-form solution for the limiting behavior of the queue. The expected number of customers is frequently used as a measure of effectiveness to describe the behavior of the system or to optimize its design or control. To calculate such a quantity one must usually obtain a closed-form expression for the steady-state probabilities. Unfortunately, of the myriad of Markovian queueing systems, only a few have known closed-form expressions for their steady-state probabilities. The most well-known, using Kendall’s notation, are the M/M/1 and the M/M/c system. The algorithm described below estimates the expected number in the system under steady-state without a need for closed form steady-state probabilities. All that is needed is the transition matrix for the underlying Markov chain.展开更多
The repeated failures of any equipment or systems are modeled as a renewal process. The management needs an assessment of the number of future failures to allocate the resources needed for fast repairs. Based on the i...The repeated failures of any equipment or systems are modeled as a renewal process. The management needs an assessment of the number of future failures to allocate the resources needed for fast repairs. Based on the idea of expectation by conditioning, special Volterra-type integral equations are derived for general types of repairs, considering the length of repair and reduced degradation of the idle object. In addition to minimal repair and failure replacement, partial repairs are also discussed when the repair results in reduction of the number of future failures or decreases the effective age of the object. Numerical integration-based algorithm and simulation study are performed to solve the resulting integral equation. Since the geometry degradation in different dimensions of a rail track and controlling and maintaining defects are of importance, a numerical example using the rail industry data is conducted. Expected number of failures of different failure type modes in rail track is calculated within a two-year interval. Results show that within a two-year period, anticipated occurrences of cross level failures, surface failures, and DPI failures are 2.4, 3.8, and 5.8, respectively.展开更多
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out...We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.展开更多
This paper studies the transient departure process of M^x/G/1 queueing system with single server vacation. We present a simple probability decomposition method to derive the expected number of departures occurring in ...This paper studies the transient departure process of M^x/G/1 queueing system with single server vacation. We present a simple probability decomposition method to derive the expected number of departures occurring in finite time interval from any initial state and the asymptotic expansion of the expected number. Especially, we derive some more practical results for some special cases.展开更多
文摘An algorithm is presented for estimating the expected number of customers for a class of Markovian queueing systems. The class is characterized by those systems whose transition matrix for the underlying customer arrival and departure process is finite, irreducible, and aperiodic. The algorithm does not depend on a closed-form solution for the limiting behavior of the queue. The expected number of customers is frequently used as a measure of effectiveness to describe the behavior of the system or to optimize its design or control. To calculate such a quantity one must usually obtain a closed-form expression for the steady-state probabilities. Unfortunately, of the myriad of Markovian queueing systems, only a few have known closed-form expressions for their steady-state probabilities. The most well-known, using Kendall’s notation, are the M/M/1 and the M/M/c system. The algorithm described below estimates the expected number in the system under steady-state without a need for closed form steady-state probabilities. All that is needed is the transition matrix for the underlying Markov chain.
文摘The repeated failures of any equipment or systems are modeled as a renewal process. The management needs an assessment of the number of future failures to allocate the resources needed for fast repairs. Based on the idea of expectation by conditioning, special Volterra-type integral equations are derived for general types of repairs, considering the length of repair and reduced degradation of the idle object. In addition to minimal repair and failure replacement, partial repairs are also discussed when the repair results in reduction of the number of future failures or decreases the effective age of the object. Numerical integration-based algorithm and simulation study are performed to solve the resulting integral equation. Since the geometry degradation in different dimensions of a rail track and controlling and maintaining defects are of importance, a numerical example using the rail industry data is conducted. Expected number of failures of different failure type modes in rail track is calculated within a two-year interval. Results show that within a two-year period, anticipated occurrences of cross level failures, surface failures, and DPI failures are 2.4, 3.8, and 5.8, respectively.
基金supported by National Natural Science Foundation of China(Grant No.11231005)
文摘We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.
基金This research is supported by Natural Science Foundation of the Education Department of Sichuan Province （[2006]A067） and the Talent Introduction Foundation of Sichuan Normal University. Acknowledgments The author thanks referees for their many helpful comments and suggestions for the improvement of this paper.
文摘This paper studies the transient departure process of M^x/G/1 queueing system with single server vacation. We present a simple probability decomposition method to derive the expected number of departures occurring in finite time interval from any initial state and the asymptotic expansion of the expected number. Especially, we derive some more practical results for some special cases.
