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In the present work, we study a queue with a Markov renewal service process. The objective is to model systems where different customers request different services and there is a setup time required to adjust from one type of service to the next. The arrival is a Poisson process independent of the service. After arrival, all the customers will be attended in order of arrival. Immediately before a service starts, the type of next customer is chosen using a finite, irreducible and aperiodic Markov chain P. There is only one server and the service time has a distribution function F_ij, where i and j are the types of the previous and current customer in service, respectively. This model will be called M/MR/l. Embedding at departure epochs, we characterize the queue length and the type of customer as a Markov renewal process. We study a special case where F_ij, is exponential with parameter μ_ij. We prove that the departure is a renewal process if and only if μ_ij = μ , A i j ε E. Furthermore, we show that this renewal is a Poisson process. The type-departure process is extensively studied through the respective counting processes. The crosscovariance and the crosscorrelation are computed and numerical results are shown. Finally, we introduce several expressions to study the interdependence among the type·departure processes in the general case, i.e. the distribution function F_ij, does not have any special form. / Ph. D.

Vacation systems represent an important class of queueing models having application in both computer communication systems and integrated manufacturing systems. By specifying an appropriate server scheduling discipline, vacation systems are easily particularized to model many practical situations where the server's effort is divided between primary and secondary customers. A general stochastic framework that subsumes a wide variety of server scheduling disciplines for the M/GI/1/L vacation system is developed. Here, a class of server scheduling disciplines, called Markov schedules, is introduced. It is shown that the queueing behavior M/GI/1/L vacation systems having Markov schedules is characterized by a queue length/server activity marked point process that is Markov renewal and a joint queue length/server activity process that is semi-regenerative. These processes allow characterization of both the transient and ergodic queueing behavior of vacation systems as seen immediately following customer service completions, immediately following server vacation completions, and at arbitrary times The state space of the joint queue length/server activity process can be systematically particularized so as to model most server scheduling disciplines appearing in the literature and a number of disciplines that do not appear in the literature. The Markov renewal nature of the queue length/server activity marked point process yields important results that offer convenient computational formulae. These computational formulae are employed to investigate the ergodic queue length of several important vacation systems; a number of new results are introduced. In particular, the M/GI/1 vacation with limited batch service is investigated for the first time, and the probability generating functions for queue length as seen immediately following service completions, immediately following vacation completions, and at arbitrary times are developed. / Ph. D.

Usability of an expert system is dependent upon the relationship between a human user and the expert system interface. The interface is defined as any combination of equipment with which the user and expert system communicate. Within the context of this research, the interface is considered to be the expert system text and graphics appearing on display hardware. This type of interface is known as an advisor. A state transition model is used to represent human-advisor interaction. The model provides a mechanism by which to collect objective human performance data. In addition, it is used to specify human-advisor interaction metrics. To test the state transition model, an expert system, Function Diagnostic, was developed. Function Diagnostic determines mathematical expressions for the graphical representation of selected piecewise linear and polynomial function. An experiment was performed in which subjects used Function Diagnostic to solve problems. Each problem was associated with one of three levels of difficulty: easy, moderate, and hard. The subject population consisted of 36 engineering students. Two subjective measures were recorded: (1) user confidence in solutions reached by Function Diagnostic and (2) user perception of problem difficulty. Objective measures associated with user errors and problem solving skills were also recorded. Expert system usability measures were derived from the human-advisor interaction metrics, and these measures are incorporated into a usability function. The usability function is a linear combination of (1) subjective measures and (2) the usability measures derived from the human-advisor interaction metrics. The function can be used to predict how a usability score will be changed when function variables are perturbed. / Ph. D.

This paper gives results on various traffic processes and on the sojourn time distribution for a class of models which operate as Markov processes on finite state spaces. The arrival and the service time processes are assumed to be independent renewal processes with interval distributions of phase-type. The queue capacity is finite. A general class of queue disciplines are considered. The primary models studied are from the M/E_k/Φ/L class. The input, output, departure and overflow processes are analyzed. Furthermore, the sojourn time distribution is determined. Markov renewal theory provides the main analytical tools. It is shown that this work unifies many previously known results and offers some new results. Various extensions, including a balking model, are studied. / Ph. D.

Given the result $v_0$ of a survey and a nested collection of summary statistics that could be used to describe that result, it is natural to ask which of these summary statistics best describe $v_0$. In 1998 Diaconis and Sturmfels presented an approach for determining the conditional significance of a higher order statistic, after sampling a space conditioned on the value of a lower order statistic. Their approach involves the computation of a Markov basis, followed by the use of a Markov process with stationary hypergeometric distribution to generate a sample.This technique for data analysis has become an accepted tool of algebraic statistics, particularly for the study of fully ranked data. In this thesis, we explore the extension of this technique for data analysis to the study of partially ranked data, focusing on data from surveys in which participants are asked to identify their top $k$ choices of $n$ items. Before we move on to our own data analysis, though, we present a thorough discussion of the Diaconis–Sturmfels algorithm and its use in data analysis. In this discussion, we attempt to collect together all of the background on Markov bases, Markov proceses, Gröbner bases, implicitization theory, and elimination theory, that is necessary for a full understanding of this approach to data analysis.

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La présente thèse couvre deux principaux thèmes de recherche qui seront présentés dans deux parties et précédés par un prolegomenon commun. Dans ce dernier nous introduisons les concepts essentiels et nous exploitons aussi le lien entre les deux parties.<p><p>Dans la première partie, le principal objet d’intérêt est la soi-disant fonctionnelle exponentielle de processus de Lévy. La loi de cette variable aléatoire joue un rôle primordial dans de nombreux domaines divers tant sur le plan théorique que dans des domaines appliqués. Doney dérive une factorisation de la loi arc-sinus en termes de suprema de processus stables indépendants et de même index. Une factorisation similaire de la loi arc-sinus en termes de derniers temps de passage au niveau 1 de processus de Bessel peut aussi être établie en utilisant un résultat dû à Getoor. Des factorisations semblables d’une variable de Pareto en termes des mêmes objets peut également être obtenue. Le but de cette partie est de donner une preuve unifiée et une généralisation de ces factorisations qui semblent n’avoir aucun lien à première vue. Même s’il semble n’y avoir aucune connexion entre le supremum d’un processus stable et le dernier temps de passage d’un processus de Bessel, il peut être montré que ces variables aleatoires sont liées à des fonctionnelles exponentielles de processus de Lévy spécifiques. Notre contribution principale dans cette partie et aussi au niveau de caractérisations de la loi de la fonctionnelle exponentielle sont des factorisations de la loi arc-sinus et de variables de Pareto généralisées. Notre preuve s’appuie sur une factorisation de Wiener-Hopf récente de Patie et Savov.<p>Dans la deuxième partie, motivée par le fait que la dérivée fractionnaire de Caputo et d’autres opérateurs fractionnaires classiques coïncident avec le générateur de processus de Markov auto-similaires positifs particuliers, nous introduisons des opérateurs généralisés de Caputo et nous étudions certaines propriétés. Nous nous intéressons particulièrement aux conditions sous lesquelles ces opérateurs coïncident avec les générateurs infinitésimaux de processus de Markov auto-similaires positifs généraux. Dans ce cas, nous étudions les fonctions invariantes de ces opérateurs qui admettent une représentation en termes de séries entières. Nous précisons que cette classe de fonctions contient les fonctions de Bessel modifiées, les fonctions de Mittag-Leffler ainsi que plusieurs fonctions hypergéométriques. Nous proposons une étude unifiant et en profondeur de cette classe de fonctions. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

Eine Klasse von Markovprozessen mit deterministischem Pfaden und zufälligen Sprüngen wird unter Zuhilfenahme von Martingalen und des erweiterten infinitesimalen Generators untersucht. Dabei steht die Berechnung des Erwartungswertes und der Laplacetransformierten bestimmter Stoppzeiten im Vordergrund. Des weiteren wird die Frage untersucht, wann die in Frage kommenden Prozesse über stationäre Verteilungen verfügen und wie diese im Existenzfall beschaffen sind. Die Methoden werden am Beispiel eines verallgemeinerten Altersprozesses und eines Lager- bzw. Dammprozesses vorgeführt.