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pro vyhledávání: '"Kerry W. Fendick"'
Autor:
Kerry W. Fendick, Ward Whitt
Publikováno v:
Journal of Applied Probability. 58:484-504
We study the transient and limiting behavior of a queue with a Pólya arrival process. The Pólya process is interesting because it exhibits path-dependent behavior, e.g. it satisfies a non-ergodic law of large numbers: the average number of arrivals
Publikováno v:
Bell Labs Technical Journal. 3:32-47
With the transformation of the Internet into a commercial infrastructure, the ability to provide customer-specific and differentiated services has become as important as the ability to meet the massive increases in bandwidth demand. Internet service
Autor:
Kerry W. Fendick
A common assumption in financial engineering is that the market price for any derivative coincides with an objectively defined risk-neutral price - a plausible assumption only if traders collectively possess objective knowledge about the price dynami
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08d46087a5c3f60c2e4dd7ebe0baf383
http://arxiv.org/abs/1309.6164
http://arxiv.org/abs/1309.6164
Autor:
Kerry W. Fendick
Publikováno v:
Journal of Applied Probability. 30:819-834
Brownian flow systems, i.e. multidimensional Brownian motion with regulating barriers, can model queueing and inventory systems in which the behavior of different queues is correlated because of shared input processes. The behavior of such systems is
Publikováno v:
SIGCOMM
In this paper we analyze a class of delayed feedback schemes that achieves the dual goal of keeping buffers small and utilizations high, despite propagation delays and regardless of network rates. We analyze delayed feedback schemes as a system of de
Conference
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