A sufficient condition for a function of a Markov process to be Markovian is obtained by considering a reverse process of the original Markov process. An application of this result provides a simple derivation of the joint distribution of a sequence of Pearson χ2 statistics previously obtained by Zaharov, Sarmanov and Sevast'ianov (1969).

In this note a model for shot noise generated by a semi-Markov process is developed. The moments of the shot noise process are found, and some applications of this model are briefly indicated.

If T is a stopping time on a martingale {St}, the mth order moments of T and ST (for integers m ≧ 2) are related by an identity known as a Wald equation of order m. Wald equations hold under certain conditions, which are simplified in this paper by showing that among the set of previously known conditions, some are implied by the others.

The steady state content Z of a finite dam in discrete time is investigated for small absolute values of the expected net input and correspondingly large values of the dam capacity. It is shown that under general conditions Z has, asymptotically, a truncated exponential distribution, a result that supplements previous knowledge in queueing theory.

In a series of papers Whittle has proposed locating the optimal boundary between the continuation region and the stopping region, in the no-overshoot approximation, for a class of sequential analysis problems by using the criterion that the gradient of the objective function must be continuous at the boundary. It is shown here that the result originally proposed by Whittle is not true in the generality which he supposed, and an indication is given of some of the circumstances in which it does hold.

Cohen (1969) has studied the transient and stationary queue length distributions for the M/G/1, K queue, with a fixed maximum number of customers, K, in the system at any time. The present note applies Cohen's method to generalize his results to the MX/GY/1, K queue.

An alternative proof of a result of Blomqvist on the “heavy-traffic” problem for the two-barrier random walks using weak convergence methods is indicated.

This paper studies the stationary behaviour of a finite space queueing model consisting of r queues in series with multi-server service facilities at each queue. Poisson input and exponential service times have been assumed. The model is suitable for phase-type service as well as service with waiting allowed before the different phases. In the case of single-server queues explicit expressions for certain probability distributions, parameters and a steady-state solution for infinite queueing space have been obtained.

Books are arranged on a shelf. After use, a book is returned to the left hand end of the shelf. Expressions are derived for the probability that, in equilibrium, a given book is in a given position on the shelf, in terms of the frequencies with which the different books are demanded.

The coefficients of variation and serial correlation are given for the inter-event intervals of the process obtained by selecting every kth event of the pooled output of several periodic point processes. Relevance to physiological research is explained.

A single server, two priority queueing system is studied under the heavy traffic condition where the system traffic intensity is either at or near its critical value. An approximation is developed for the transient distribution of the low priority customers' virtual waiting time process. This result is stated formally as a limit theorem involving a sequence of systems whose traffic intensities approach the critical value.

The present paper investigates the limiting distribution of the number of busy channels (queue size) and the remaining lengths of holding times at an epoch of departure for a loss system with general holding times and exponentially distributed interarrival times. Further, it is established that for this loss system in the limit an interdeparture interval length is independent of the queue size at the end of the interval and is distributed according to an exponential distribution with mean λ–1. It is also seen that in the limit interdeparture times are mutually independent.

Sharma and Autar [6] have formed a functional equation in two variables containing two parameters which, as a particular case, includes Daróczy's [1] generalized functional equation used in information theory. The solutions of our functional equation, under suitable boundary conditions, lead to an inaccuracy function of a new type. A characterization of this inaccuracy function and the convexity of Daróczy's entropy of type-ß have been given in this paper.

This paper presents an algorithm to determine whether a stochastic matrix is regular. The main theorem is the following. Hypothesis: An n-by-n stochastic matrix has at least one positive entry off the main diagonal in every row and column. There is at most one row with n — 1 zeros and at most one column with n — 1 zeros. There are no j-by-k submatrices consisting entirely of zeros, where j and k are integers greater than 1, with j + k = n. Conclusion: The matrix is regular. Similar results hold for strongly connected digraphs.

In this paper the minimum discrimination information estimate is used to compute the log-likelihood ratio or logarithm of the Radon-Nikodym derivative In (dP1/dP2) when the stochastic process {x(t), t∈T) has either the probability measure P1 or P2. One example tests the mean value function of Gaussian processes. The other tests the mean value function of a continuous time Poisson process.