A continuum structure function (CSF) y is a non-decreasing mapping from the unit hypercube to the unit interval. Define whereas γ (γ) < α for all y < x}, the set of minimal vectors to level α. This paper examines CSFs for which each Pα is finite. It is shown that if γ is such a CSF and X is a vector of independent random variables, the distribution of γ (X) is readily calculated. Further, if γ is an arbitrary right-continuous CSF, the distribution of γ (X) may be approximated arbitrarily closely by that of γ′(X) where γ′ is a right-continuous CSF for which each minimal vector set is finite.

Necessary and sufficient conditions for the finiteness of moments of virtual work for GI/G/c queues are presented.

A bivariate exponential distribution due to Gumbel and a bivariate Lomax distribution due to Lindley and Singpurwalla have been characterized through a bivariate extension of a univariate characterizing property of the exponential and the Lomax distribution; the characterization is based on mean residual lives and hazard rates.

We consider a non-homogeneous continuous-time Markov chain X(t) with countable state space. Definitions of uniform and strong quasi-ergodicity are introduced. The forward Kolmogorov system for X(t) is considered as a differential equation in the space of sequences l1. Sufficient conditions for uniform quasi-ergodicity are deduced from this equation. We consider conditions of uniform and strong ergodicity in the case of proportional intensities.

A distribution function F on (0,∞) belongs to the subexponential class if the ratio of 1 – F(2)(x) to 1 – F(x) converges to 2 as x →∞. A necessary condition for membership in is used to prove that a certain class of functions previously thought to be contained in has members outside of . Sufficient conditions on the tail of F are found which ensure F belongs to ; these conditions generalize previously published conditions.

Let K, L ⊂ En be non-empty, closed, convex sets, K bounded, and suppose boundary sets αof K and ß of L are painted. If K undergoes a random motion such that K and L touch, the probability for a paint-to-paint contact is expressed by curvature measures of K and L. This generalizes and simplifies previous work of Molter (1986) on infinite cylinders L touching a convex body K.

A system of n non-renewable components sharing a common environment is considered. The joint lifetimes of the components are taken distributed as a mixture of n independent exponential laws. It is shown how the mixing distribution can affect the number of components functioning and the reliability of a k-out-of-n system. The analysis is carried out by using different partial orderings for distribution functions.

The sudden death of Michel Métivier in Paris on 10 October 1988 in his fifty-seventh year came as a great shock to the scientific community. Although he was known to be seriously ill with cancer, everyone had hoped for the best, including Michel himself whose deep religious faith and immense joie de vivre sustained him to the end.

In this paper, we present a perturbation method of solving a second-order difference equation with variable coefficients with some additional assumptions. This method can be used to devise an algorithmic solution for the moments of sojourn times in some processor sharing queues. In particular, we examine three queues. The first has exponential service and a fairly general interrupted arrival mechanism. The second is a cyclic queue. The third is a model for a computer system in which finite and infinite sources interact.

In the multi-armed bandit problem, the decision-maker must choose each period a single project to work on. From the chosen project she receives an immediate reward that depends on the current state of the project. Next period the chosen project makes a stochastic transition to a new state, but projects that are not chosen remain in the same state. What happens in a two-armed bandit context if projects not chosen do not remain in the same state? We derive two sufficient conditions for the optimal policy to be myopic: either the transition function for chosen projects has in a certain sense uniformly stronger stochastic dominance than the transition function for unchosen projects, or both transition processes are normal martingales, the variance of which is independent of the history of process choices.

Invariant integrals of a Lotka-Volterra system with infinitely many species are introduced. The values of these integrals are given by the probabilities of certain configurations of random points on a circle when the probability density on the circle satisfies a certain symmetry condition.

Certain limit theorems due to Berman involve the total time spent by Brownian motion with positive drift below an independent exponentially distributed level. Imhof has calculated the density function and shown that this random variable has two interesting probabilistic properties. We give sample path arguments which explain these two facts.

We prove existence and uniqueness of a stationary regime for a model of a circuit-switching network with infinitely many nodes.

In May 1953, I was sent for the remainder of that year to the Australian National University (ANU) in Canberra by Australia's central bank, where I was then a junior research officer. Feeling rather lost and lonely, I was reading in the library when Pat Moran looked over my shoulder and, noticing what I was reading, asked me to come and see him. This event altered my life, for I then came into close contact with a man of firstclass mind and of generous scientific spirit.

This particular three-dimensional random packing limit problem is to determine the mean fraction of a cubic space that would be occupied by aligned, fixed, equalsize cubes, placed at random locations sequentially until no more can be added. No analytical solution has yet been found for this problem. Simulation results for a finite region and finite number of attempts were extrapolated to an infinite number of attempts (N →∞) in an infinite region by multiple linear regression, using volume fraction occupied (F) as a linear combination of the ratio of the length of the small cube sides (S) to the length of the cubic region side (L) and the cube root of the ratio of the region volume to the total volume of cubes tried, (L3/NS3)⅓. These results for random packing in a volume with penetrable walls can be adjusted with a multiplicative correction factor to give the results for impenetrable walls. A total of N = 107 attempts at placement were made for L/S = 20/1 and N = 14 × 106 attempts were made for L/S = 10/1. The results for volume fraction packed are correlated by F = 0.430(±0.008) + 0.966(±0.072)(S/L) – 0.236(±0.029)(L3/NS)⅓. The numbers in parentheses are twice the standard errors of estimate of the coefficients, indicating the 95% confidence intervals due to random errors. This value for the packing density limit, 0.430 ± 0.008, is slightly larger than that given by a conjecture by Palásti [10], 0.4178. Our value is consistent with that obtained by rather different simulation methods by Jodrey and Tory [8], 0.4227 ± 0.0006, and by Blaisdell and Solomon [2], 0.4262.

We present a new approach to the processor-sharing queue that allows us to study the accumulated work process of a job that requires an amount of processing time x. Our approach simplifies the proofs of some earlier results on expected conditional response times and extends them to the M/G/φ (·) class. The approach illuminates some of the paradoxical features of these systems.