Joshua V.C., Varadhan S.R.S., Vishnevsky V.M. (eds.) Applied Probability and Stochastic Processes

Springer, 2020. — 518 p. — (Infosys Science Foundation Series in Mathematical Sciences). — ISBN: 9811559501.This book gathers selected papers presented at the International Conference on Advances in Applied Probability and Stochastic Processes, held at CMS College, Kerala, India, on 7–10 January 2019. It showcases high-quality research conducted in the field of applied probability and stochastic processes by focusing on techniques for the modelling and analysis of systems evolving with time. Further, it discusses the applications of stochastic modelling in queuing theory, reliability, inventory, financial mathematics, operations research, and more. This book is intended for a broad audience, ranging from researchers interested in applied probability, stochastic modelling with reference to queuing theory, inventory, and reliability, to those working in industries such as communication and computer networks, distributed information systems, next-generation communication systems, intelligent transportation networks, and financial markets.Shift–Coupling and Maximality
Diffusion Approximation Analysis of MultihopWireless Networks: Quality-of-Service and Convergence of Stationary Distribution
Analysis of Retrial Queue with Heterogeneous Servers and Markovian Arrival Process
What is Standard Brownian Motion?
Busy Period Analysis of Multi-Server Retrial Queueing Systems
Steady-State and Transient Analysis of a Single Channel Cognitive Radio Model with Impatience and Balking
Applications of Fluid Queues in Rechargeable Batteries
Analysis of BMAP∕R∕1 Queues Under Gated-Limited Service with the Server’s Single Vacation Policy
A Production Inventory System with Renewal and Retrial Demands
A Queueing System with Batch Renewal Input and Negative Arrivals
Asymptotic Analysis Methods for Multi-Server Retrial Queueing Systems
On the Application of Dynamic Screening Method to Resource Queueing System with Infinite Servers
“Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae
An (s, S) Production Inventory System with State Dependant Production Rate and Lost Sales
Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier
A PH Distributed Production Inventory Model with Different Modes of Service and MAP Arrivals
On a Generalized Lifetime Model Using DUS Transformation
Analysis of Inventory Control Model for Items Having General Deterioration Rate
A Two-Server Queueing System with Processing of Service Items by a Server
A Two-Stage Tandem Queue with Specialist Servers
The MAP/(PH,PH,PH)/1 Model with Self-Generation of Priorities, Customer Induced Interruption and Retrial of Customers
Valuation of Reverse Mortgage
Stationary Distribution of Discrete-Time Finite-Capacity Queue with Re-sequencing
The Polaron Measure
Batch Arrival Multiserver Queue with State-Dependent Setup for Energy-Saving Data Center
Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations
Stochastic Multiphase Models and Their Application for Analysis of End-to-End Delays in Wireless Multihop Networks
Variance Laplacian: Quadratic Forms in Statistics
On the Feynman–Kac Formula
Heterogeneous System GI/GI(n)∕∞ with Random Customers Capacities