scholarly journals Stochastic Approximations to the Pitman–Yor Process

2019 ◽  
Vol 14 (4) ◽  
pp. 1201-1219 ◽  
Author(s):  
Julyan Arbel ◽  
Pierpaolo De Blasi ◽  
Igor Prünster
Keyword(s):  
Stochastic Approximations

scholarly journals Stochastic Approximations and Monotonicity of a Single Server Feedback Retrial Queue

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Mohamed Boualem ◽  
Natalia Djellab ◽  
Djamil Aïssani
Keyword(s):  
Markov Chains ◽  
Service Time ◽  
Retrial Queue ◽  
Stochastic Ordering ◽  
Stochastic Comparison ◽  
Single Server ◽  
Stochastic Approximations ◽  
Bernoulli Feedback ◽  
Monotonicity Results

This paper focuses on stochastic comparison of the Markov chains to derive some qualitative approximations for anM/G/1retrial queue with a Bernoulli feedback. The main objective is to use stochastic ordering techniques to establish various monotonicity results with respect to arrival rates, service time distributions, and retrial parameters.

scholarly journals Stochastic Approximations and Differential Inclusions, Part II: Applications

2006 ◽  
Vol 31 (4) ◽  
pp. 673-695 ◽  
Author(s):  
Michel Benaïm ◽  
Josef Hofbauer ◽  
Sylvain Sorin
Keyword(s):  
Differential Inclusions ◽  
Stochastic Approximations
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