• Journal of the Korean Statistical Society
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• 제33권1호
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• pp.35-58
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• 2004

For fixed positive integers and $\textit{k}\;(n\;{\geq}\;{\textit{k}}\;+\;2)$, the exact probability distributions of non-overlapping and overlapping patterns of two failures separated by (i) exactly $textsc{k}$ successes, (ii) at least $\textit{k}$ successes and (iii) at most $\textit{k}$ successes have been obtained for Bernoulli independent and Markov dependent trials by using combinatorial technique. The waiting time distributions for the first occurrence and the $r^{th}$ (r > 1) occurrence of the patterns have also been obtained.

• Journal of applied mathematics & informatics
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• 제42권3호
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• pp.709-723
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• 2024

We study the distributions of waiting times in variations of the geometric distribution of order k. Variation imposes length on the runs of successes and failures. We study two types of waiting time random variables. First, we consider the waiting time for a run of k consecutive successes the first time no sequence of consecutive k failures occurs prior, denoted by T^(k). Next, we consider the waiting time for a run of k consecutive failures the first time no sequence of k consecutive successes occurred prior, denoted by J^(k). In addition, we study the distribution of the weighted average. The exact formulae of the probability mass function, mean, and variance of distributions are also obtained.

• 대한수학회지
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• 제38권4호
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• pp.807-842
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• 2001

This paper summarizes recent development of analytical and algorithmical results for stationary FIFO queues with multiple Markovian arrival streams, where service time distributions are general and they may differ for different arrival streams. While this kind of queues naturally arises in considering queues with a superposition of independent phase-type arrivals, the conventional approach based on the queue length dynamics (i.e., M/G/1 pradigm) is not applicable to this kind of queues. On the contrary, the workload process has a Markovian property, so that it is analytically tractable. This paper first reviews the results for the stationary distributions of the amount of work-in-system, actual waiting time and sojourn time, all of which were obtained in the last six years by the author. Further this paper shows an alternative approach, recently developed by the author, to analyze the joint queue length distribution based on the waiting time distribution. An emphasis is placed on how to construct a numerically feasible recursion to compute the stationary queue length mass function.

• 대한산업공학회지
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• 제28권2호
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• pp.187-192
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• 2002

In this paper we consider an M/G/1 queueing system with vacation. The length of vacation period may be controlled by the waiting time of the first customer. The server goes on vacation as soon as the system is empty, and resumes service either when the waiting time of the leading customer reaches a predetermined value, or when the vacation period is expired, whichever comes first. We consider two types of vacation, say, multiple vacation type and N-policy type. We derive the steady-state distributions of the number of customers at arbitrary time and arbitrary customer's waiting time by means of decomposition property. Also, the mean lengths of busy period, idle period and a cycle time are given.

• 한국경영과학회지
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• 제40권1호
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• pp.1-4
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• 2015

This paper presents a heuristic approach to derive the Laplace-Stieltjes transform (LST) and the probability generating function (PGF) of the waiting time distributions of a continuous- and a discrete-time GI/G/1 queue, respectively. This is a new idea to derive the well-known results, the waiting time distribution of GI/G/1 queue, in a different way.

• 한국경영과학회지
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• 제19권1호
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• pp.85-98
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• 1994

The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R$^{+}$ can be app-roximated by the GPH distribution and demonstrate the accuracy of the approximation through various numerical examples. Also, we introduce an efficient way to compute the delay and waiting various numerical examples. Also, we introduce an efficient way to compute the delay and waiting time distributions of the GPH/GPH/1 queueing system which can be used as an approximation model for the GI/G/1 system, and validate its accuracy through numerical examples. The theoretical and experimental results of this paper help us accept the usefulness of the approximations based on GPH distribution.n.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.193-209
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• 2017

The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

• Kyungpook Mathematical Journal
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• 제64권2호
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• pp.287-301
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• 2024

From the mathematical and statistical point of view, a segment of a DNA strand can be viewed as a sequence of four-state (A, C, G, T) trials. Herein, we consider the distributions of runs and patterns related to the run lengths of multi-state sequences, especially for four states (A, B, C, D). Let X₁, X₂, . . . be a sequence of four state independent and identically distributed trials taking values in the set 𝒢 = {A, B, C, D}. In this study, we obtain exact formulas for the probability distribution function for the discrete distribution of runs of B's of order k. We obtain longest run statistics, shortest run statistics, and determine the distributions of waiting times and run lengths.

• 한국경영과학회지
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• 제19권3호
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• pp.235-241
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• 1994

We consider a B/G/1 queueing with vacations, where the server closes the gate when it begins a vacation. In this system, customers arrive according to a Bernoulli process. The service time and the vacation time follow discrete distributions. We obtain the distribution of the number of customers at a random point in time, and in turn, the distribution of the residence time (queueing time + service time) for a customer. It is observed that solutions for our discret time B/G/1 gated vacation model are analogous to those for the continuous time M/G/1 gated vacation model.

• 한국정보과학회논문지:시스템및이론
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• 제36권4호
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• pp.239-246
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• 2009

각 계층 네트워크가 세마포에 의하여 용량제한을 갖는 중첩형 대기행렬 네트워크의 평균대기시간에 관하여 연구하였다. 중첩형 대기행렬 네트워크는 고객의 대기시간 관점에서 보다 간단한 대기행렬 네트워크로 변환될 수 있다. 이러한 중첩형 대기행렬 네트워크의 가장 중요한 특성은 하위계층의 흐름이 상위 계층의 상태에 의존적이며, 제한을 받는다는 것이다. 이러한 형태의 대기행렬 네트워크는 성능분석을 정확히 할 수 없기 때문에, 변환된 중첩형 대기행렬 네트워크를 이용하여 평균대기시간에 대한 하한과 상한을 분석하고자 한다. 모의실험에 관한 측정은 도착분포가 단계형태 분포로서 포아송, 얼랑 그리고 초지수분포에 관하여 조사하였다. 이렇게 구한 범위는 추후에 좀 더 근접한 근사치를 구하는데 이용할 수 있다.