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1	以向量表示求解有限佇列的計算方法 / Implementation of Vector Product-Form Approach in Ck/Cm/1/N Queueing Systems 陳瓏元, Chen Lung Yuan Unknown Date (has links) 這一篇論文裡，我們討論如何計算開放式有限容量等候系統的穩定機率。其中到達時間和服務時間的機率分配都是Coxian分配。我們利用向量表示法（Product-Form Method）求解穩定機率，並建立C_{k}/C_{m}/1/4與C_{k}/C_{m}/1/6的穩定機率之表格。在使用向量表示法的過程中，計算所需的時間與系統容量無關。因此，在我們計算穩定機率的經驗中，當N>100時，我們可以明顯感覺出向量表示法比一般傳統方法有更快的計算速度。 / In this thesis, we study the C_{k}/C_{m}/1/N open queueing system with finite capacity, N. We use the product-form method to solve the steady-state probabilities and give tables of numerical results in examples of C_{k}/C_{m}/1/4 and C_{k}/C_{m}/1/6. The merit of this method is that the computation time is independent of N. In our computational experiments, we have observed that when the capacity size of queueing system, N>100, the computing efficiency of the product-form method is much better than that of a traditional method. 等候系統 Queue Coxian distributions Vector product-forms Phase-type probability distributions
2	Actuarial applications of multivariate phase-type distributions : model calibration and credibility Hassan Zadeh, Amin January 2009 (has links) Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal. Distributions phase-type Phase-type distributions Processus de Markov continu Continuous Markov processes Chaîne de Markov cachée Hidden Markov chain Algorithme EM EM algorithm Bootstrap paramétrique Parametric bootstrap Crédibilité exacte Exact credibility Distributions coxiennes Coxian distributions Théorème de Jewell Jewell's theorem
3	Actuarial applications of multivariate phase-type distributions : model calibration and credibility Hassan Zadeh, Amin January 2009 (has links) Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal Distributions phase-type Phase-type distributions Processus de Markov continu Continuous Markov processes Chaîne de Markov cachée Hidden Markov chain Algorithme EM EM algorithm Bootstrap paramétrique Parametric bootstrap Crédibilité exacte Exact credibility Distributions coxiennes Coxian distributions Théorème de Jewell Jewell's theorem

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