In cell-size-dependent growth the probabilistic rate of division of a cell into daughter-cells and the rate of increase of its size depend on its size. In this paper the expected number of cells in the population at time t is calculated for a variety of models, and it is shown that population growths slower and faster than exponential are both possible. When the cell sizes are bounded conditions are given for exponential growth.

Excess life distributions for discrete renewal processes may be computed by using elementary discrete Markov chain concepts involving absorption probabilities. Excess life distributions in general may then be obtained by approximating the renewal process under study by a suitably chosen sequence of discrete renewal processes. The technique is illustrated in the cases of renewal processes with interarrival distributions which are a linear combination of two exponentials and uniform [0, 1]. A related algorithm is described for computer generated approximations of excess life distributions corresponding to continuous interarrival time distributions with an increasing c.d.f. Conditions for convergence of this algorithm are examined.

We consider a game in which one player hides a ball in one of n boxes and the other player is allowed to search for it. There are known probabilities that the searcher will overlook the ball if he searches the correct box. The hider wishes to minimize and the searcher to maximize the probability that the ball will be found in m or fewer searches. We exhibit a procedure which allows efficient computation of optimal strategies for both players without solving the game as a linear program. The results are extended to a non-zero-sum game where the searcher's objective is to minimize the expected time until the ball is found.

Independent observations X0, X1…, XN+1 are drawn from each of N populations whose distribution functions F(x – θi) have means θ i, 0 ≦ i < N, and we wish to calculate the probability Pk;N that X0 is the k th largest observation. For normal populations an approximation is given for PK;N based on a Taylor series expansion in the θ 's. If F(x) has an increasing failure rate, as is the case for the normal, an upper bound can be given for the ‘win' probability P1;N Some moment relations for normal order statistics are also given.

In a series of recent papers, Heyde (1975), Heyde and Leslie (1976), Hall (1979) and Brown (1980) obtained upper bounds on the uniform distance of a scale mixture from its parent distribution. Using a different technique we obtain further bounds which are more meaningful and superior in some applications. The new technique is then applied to obtain bounds on the uniform distance of a location mixture from its parent distribution. Comparison of the new bounds and the earlier ones is given.

We consider a system that gradually deteriorates. At random times Tn the system is inspected and may or may not be replaced, but it must be if its state is too bad. The process of deterioration is described by a Markovian renewal process. Under some monotonicity conditions we derive a policy for the finite and the infinite horizon which minimizes the total discounted costs. This paper is a generalization of a result of Feldman (1977).

A strong approximation theorem is proved for some non-stationary complex-valued Gaussian processes and an explicit rate of convergence is achieved. The result answers a problem raised by S. Csörgő.

Two continuous distributions, G, H so related that any two quantiles of H are more widely separated than the corresponding quantiles of G may be said to be ‘ordered in dispersion'; Saunders and Moran have given examples. It is shown here that distributions F (called ‘dispersive' distributions) exist, e.g. the exponential, such that if G, H are ordered in dispersion then so also are the convolutions F ∗G, F ∗H. The class of dispersive distributions is determined, and shown to coincide with the class of strongly unimodal distributions.

A one-dimensional random walk is studied in which, at each stage, the probabilities of continuing in the same direction or of changing direction are p and 1 – p, respectively. Exact expressions are derived for the n-step transition probabilities, and various limiting distributions are investigated.

The concept of θ-stationarity for a simple second-order point process in R2 is introduced. This concept is closely related to that of isotropy. Some θ-stationary processes are defined. Techniques are given for simulating realisations of these processes. The second-order analysis of these processes which have an obvious point of reference or origin is considered. Methods are suggested for modelling spatial patterns which are realisations of such processes. These methods are illustrated using simulated data. The ideas are extended to multitype point processes.

Let X1, X2, · ·· be a sequence of independent, identically distributed (i.i.d.) random variables with positive mean. An analogue of Rényi's (1962) stochastic geyser problem is solved for the associated process of first-passage times. More precisely, it is shown that a single realization of the sequence determines the distribution function (d.f.) of the Xn's almost surely (a.s.), even if the observations are erroneous up to an order o(log n).

The negative exponential distribution is characterized in terms of two independent random variables. Only one of the random variables has a negative exponential distribution whilst the other can belong to a wide class of distributions. This result is then applied to two models for the reliability of a system of two modules subject to revealed and unrevealed faults to show when the models are equivalent. It is also shown, under certain conditions, that the system availability is only independent of the distribution of revealed failure times in one module when unrevealed failure times in the other module have a negative exponential distribution.

This paper explores best choice problems which allow both recall of applicants and uncertainty of a current applicant accepting an offer of employment. Properties of optimal selection procedures are derived for the general case. Optimal procedures and the associated probabilities of obtaining the best applicant are found in two special cases. The results unify and extend those of Yang (1974) and Smith (1975).

The probability generating functional representation of a multidimensional Poisson cluster process is utilized to derive a formula for its likelihood function, but the prohibitive complexity of this formula precludes its practical application to statistical inference. In the case of isotropic processes, it is however feasible to compute functions such as the probability Q(r) of finding no point in a disc of radius r and the probability Q(r | 0) of nearest-neighbor distances greater than r, as well as the expected number C(r | 0) of points at a distance less than r from a given point. Explicit formulas and asymptotic developments are derived for these functions in the n-dimensional case. These can effectively be used as tools for statistical analysis.

A diffusion approximation is developed for a voice and data communication system. Voice traffic operates as an M/M/v/v loss system, while data is a Markovian queueing system with a random number of channels assigned. The data process is shown to be approximated by a certain Wiener process with reflecting barrier at 0. System behavior is described using this approximation. The methodology is based on the work of Burman (1979).

The survival distribution of a device subject to a sequence of shocks occurring randomly over time is studied by Esary, Marshall and Proschan (1973) and by A-Hameed and Proschan (1973), (1975). The present note treats the case in which shocks occur according to a homogeneous Poisson cluster process. It is shown that if [the device survives k shocks] = zk, 0 < z < 1, then the device exhibits a decreasing failure rate. A DFR preservation theorem is proved for completely monotonic . A counterexample to the IFR preservation theorem is given in which is strictly IFR while the failure rate is initially decreasing and then increasing.

A realistic non-Poisson arrival process is used in a model for intersections controlled by fixed-cycle traffic lights. Average delays, queue sizes and percentage of delayed vehicles are derived. The distribution of the number of vehicles which pass through during the green phases is found. Certain model anomalies which are inherent in earlier work are eliminated by the use of this model.

The problem of Monte Carlo estimation of M(t) = EN(t), the expected number of renewals in [0, t] for a renewal process with known interarrival time distribution F, is considered. Several unbiased estimators which compete favorably with the naive estimator, N(t), are presented and studied. An approach to reduce the variance of the Monte Carlo estimator is developed and illustrated.

This paper is concerned with asymptotic results for a single-server queue having periodic Poisson input and general service-time distribution, and carries forward the analysis of this model initiated in Harrison and Lemoine. First, it is shown that a theorem of Hooke relating the stationary virtual and actual waiting-time distributions for the GI/G/1 queue extends to the periodic Poisson model; it is then pointed out that Hooke's theorem leads to the extension (developed in [3]) of a related theorem of Takács. Second, it is demonstrated that the asymptotic distribution for the server-load process at a fixed ‘time of day' coincides with the distribution for the supremum, over the time horizon [0,∞), of the sum of a stationary compound Poisson process with negative drift and a continuous periodic function. Some implications of this characterization result for the computation and approximation of the asymptotic distributions are then discussed, including a direct proof, for the periodic Poisson case, of a recent result of Rolski comparing mean asymptotic customer waiting time with that of a corresponding M/G/1 system.

For an aperiodic, irreducible Markov chain with the non-negative integers as state space, a criterion for ergodicity is given. This criterion generalizes the criteria appearing in Foster (1953), Pakes (1969) and Marlin (1973), in the sense that any test function (Liapunov function) which satisfies their conditions also satisfies ours. Applications are presented through some examples.