Zobrazeno 1 - 5
of 5
pro vyhledávání: '"David Koops"'
Publikováno v:
Performance Evaluation Review, 48(4), 16-19. Association for Computing Machinery, Inc
We study the distribution of confirmation times of Bitcoin transactions, conditional on the size of the current memory pool. We argue that the time until a Bitcoin transaction is confirmed resembles the time to ruin in a corresponding Cramer-Lundberg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d55142a49500524b3c47a0c01c0c822a
https://doi.org/10.1145/3466826.3466833
https://doi.org/10.1145/3466826.3466833
Autor:
David Koops, Alexander Goldenshluger
Publikováno v:
Stochastic Systems. 9:183-207
This paper provides a mathematical framework for estimation of the service time distribution and expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process in the case of partial information, where only
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36018e34d074f4f8f6624efba382aef9
https://doi.org/10.1287/stsy.2018.0026
https://doi.org/10.1287/stsy.2018.0026
Publikováno v:
Methodology and Computing in Applied Probability, 21(1), 125-153. Springer
Methodology and Computing in Applied Probability, 21(1). Springer Netherlands
Methodology and Computing in Applied Probability, 21(1). Springer Netherlands
We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point in time. The main objective is to develop efficient importance sampling
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1be0795e46724f91483a2a5ebc62dc0
http://www.scopus.com/inward/record.url?scp=85047978824&partnerID=8YFLogxK
http://www.scopus.com/inward/record.url?scp=85047978824&partnerID=8YFLogxK
Publikováno v:
Journal of Applied Probability, 55(3), 920-943. University of Sheffield
In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a Markovian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62d0b92a9ef36e5a439d912d02056ec1
http://arxiv.org/abs/1707.02196
http://arxiv.org/abs/1707.02196
Publikováno v:
Queueing Systems: Theory and Applications, 84(3). Springer
Queueing Systems, 84(3), 355-379. Springer Netherlands
Queueing Systems, 84(3), 355-379. Springer Netherlands
In this paper we study the stationary workload distribution of a fluid tandem queue in heavy traffic. We consider different types of Lévy input, covering compound Poisson, (Formula presented.)-stable Lévy motion (with (Formula presented.)), and Bro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49ba819f351f8b98885ef319537c2c1b