A model is presented for a bounded growth population subjected to random-sized emigrations that occur due to population pressure.

The deterministic growth component examined in detail is defined by a Prendiville process. Results are obtained for the times between emigration events and for the population increase between emigrations. Some information is obtained about the mean time to extinction and also for the mean population level when the emigration-size distribution is negative exponential.

This paper is concerned with a discrete-time population model in which a new individual entering the population at time t can produce offspring for the first time at time t + 2 and then subsequently at times t + 3, t + 4, ···. The numbers of offspring produced on each occasion are independent random variables each with the distribution of Z for which EZ = m <∞, and individuals have independent lines of descent. This model is contrasted with the corresponding Bienaymé-Galton-Watson one. If Xn denotes the number of individuals in the population at time n, it is shown that z–nXn almost surely converges to a random variable W, as n→∞, where Various properties of W are obtained, in particular W > 0 a.s. if and only if EZ | log Z | < ∞ Results are also given on the rate of convergence of to z when Var Z < ∞ and these display a surprising dependence on the size of z.

The paper is concerned with the relationship between various modes of convergence for stochastically monotone sequences of random variables. A necessary and sufficient condition, as well as a sufficient condition, for convergence in probability of a vaguely convergent sequence are given. If, in addition, the sequence is assumed Markovian the same conditions are shown to pertain to almost sure convergence. A counterexample in the case when stochastic monotonicity fails is presented and some applications to branching processes are discussed.

Draw two lines, L1 and L2, in a plane. Along L1 place the points of a Poisson process, and through each point draw a line, the angles of intersection with L1 being distributed independently and uniformly on (0, π) . The intercepts of these random lines with L2 form a new process, which is Poisson if and only if L1 and L2 are parallel. Curiously, if L1 and L2 are inclined then, with probability 1, the new process forms a dense subset of L2. It is not really even a point process. In the present paper we shall investigate this anomaly and some of its generalizations.

The paper investigates some properties of the first-order bilinear time series model: stationarity and invertibility. Estimates of the parameters are obtained by a modified least squares method and shown to be strongly consistent.

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.

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).

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.

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).

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.

Queueing systems with a special service mechanism are considered. Arrivals consist of two types of customers, and services are performed for pairs of one customer from each type. The state of the queue is described by the number of pairs and the difference, called the excess, between the number of customers of each class. Under different assumptions for the arrival process, it is shown that the excess, considered at suitably defined epochs, forms a Markov chain which is either transient or null recurrent. A system with Poisson arrivals and exponential services is then considered, for which the arrival rates depend on the excess, in such a way that the excess is bounded. It is shown that the queue is stable whenever the service rate exceeds a critical value, which depends in a simple manner on the arrival rates. For stable queues, the stationary probability vector is of matrix-geometric form and is easily computable.

How often will a store with two elevators be without service assuming that repairs are quick? In this note it is shown that, under very mild assumptions on the operating- and repair-time distributions, the times when the building is without service are asymptotically Poisson.

Using a definition of partial ordering of distribution functions, it is proven that for a tandem queueing system with many stations in series, where each station can have either one server with an arbitrary service distribution or a number of constant servers in parallel, the expected total waiting time in system of every customer decreases as the interarrival and service distributions becomes smaller with respect to that ordering. Some stronger conclusions are also given under stronger order relations. Using these results, bounds for the expected total waiting time in system are then readily obtained for wide classes of tandem queues.

A new technique is developed for deriving velocities of propagation and shapes of travelling wave profiles in non-linear situations. Two models are considered for the spread of infection through a linear community. In one the infected individuals move, in the other the phenomenon of infection.

We give here fairly elementary proofs for the threshold theorems due to Williams (1971) and Whittle (1955). Our proofs are based on an application of the reflection principle through the ballot problem and the exact distribution of the size of the epidemic as derived by Foster (1955). Williams's threshold theorem is extended to an epidemic with multiple introduction of cases.

Each point with integer coordinates in d dimensions is occupied by one individual. These individuals produce offspring at a Poisson rate 1, and these offspring migrate and displace other individuals. With probability u (the mutation rate) an offspring is of an entirely new type. A number of points N0 will be occupied by the same type as the individual at the origin. It is shown that the distribution of N0 arising from an ancient mutation does not differ greatly from the distribution of N0 when the mutation is recent. However, the geographical spread is shown to be important, and a central limit theorem is proved for the age of the mutant clone given that a representative is present at a large distance from the origin.

Normal and abnormal cells are positioned at the vertices of a regular two-dimensional lattice. Abnormal cells divide k times as fast as normal cells. Whenever a cell divides, the daughter is the same type as the parent and replaces an adjacent cell. The Kolmogorov forwards and backwards equations are derived, and then used to obtain bounds for the distribution function of the time when all the abnormal cells are forced from the plane. These bounds are used to comment on the non-asymptotic variance of the number of abnormal cells at a given time and on a method of estimating k.

We examine the geometry of regions of maintainable structures arising in a Markov manpower model. The regions are described in terms of convex hulls, and it is shown that for systems divided into two or three grades these regions form an increasing sequence. It is also shown that the monotonie property fails quite drastically for a four-graded system.

An open problem is discussed for a related model.

Suppose that n persons each know a different piece of information, and that, whenever a pair of them talk on the telephone, each tells the other all the information he knows at that time. If the calls are made at random, we show that the expected number of calls required for everyone to know all n pieces of information is asymptotically 1.5 n log n + O(n). This sharpens an earlier result of D. W. Boyd and J. M. Steele. Some numerical comparisons are given.

For a time-homogeneous continuous-parameter Markov chain we show that as t → 0 the transition probability pn,j (t) is at least of order where r(n, j) is the minimum number of jumps needed for the chain to pass from n to j. If the intensities of passage are bounded over the set of states which can be reached from n via fewer than r(n, j) jumps, this is the exact order.