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24 results for “stochastic distribution”
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Research ArticleOpen accessEvery word in the titleConstrained Single Period Stochastic Uniform Inventory Model With Continuous Distributions of Demand and Varying Holding CostHala A. Fergany, M. E. El-SaadaniThis paper derives the single period stochastic inventory model with continuous distributions of demand and the holding unit cost is a function of the purchased (ordered) quantity. The objective is to find the optimal purchased quantity which minimizes the expected total cost for the period under a restriction on the expected varying holding cost when the demand during the period … …Journal of Mathematics and Statistics, Vol. 2, Issue 1 · 31 Mar 2006 · 7,156 accessesView PDFCite
Research ArticleOpen accessIn the keywordsNetwork Traffic Model: A Case of BIUST NetworkThato Solomon, Adamu Murtala Zungeru, Rajalakshmi Selvaraj et al.Network traffic model and analysis provides the average load, bandwidth requirements and the different application of the available bandwidth for a particular network, in addition to several other details of the network. This paper presents mathematical model used for modelling real world problems using Botswana International University of Science and technology (BIUST) network traffic as a case. Sophisticated analysis of … …Journal of Computer Science, Vol. 13, Issue 7 · 21 Jun 2017 · 7,357 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMeta Heuristic Algorithms for Vehicle Routing Problem with Stochastic DemandsGeetha Shanmugam, Poonthalir Ganesan, Dr. P.T. VanathiProblem statement: The shipment of goods from manufacturer to the consumer is a focal point of distribution logistics. In reality, the demand of consumers is not known a priori. This kind of distribution is dealt by Stochastic Vehicle Routing Problem (SVRP) which is a NP-hard problem. In this proposed work, VRP with stochastic demand is considered. A probability distribution is … …Journal of Computer Science, Vol. 7, Issue 4 · 4 Apr 2011 · 8,021 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMarkov Property of the Solution of the Stochastic Generalized EquationsKhaldi KhaledSome models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,885 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMODEL BUILDING FOR AUTOCORRELATED PROCESS CONTROL: AN INDUSTRIAL EXPERIENCEM. A. Djauhari, S. L. Lee, Z. IsmailWe show that many time series data are governed by Geometric Brownian Motion (GBM) law. This motivates us to propose a procedure of time series model building for autocorrelated process control that might consist of two steps. First, we test whether the process data are governed by GBM law. If it is affirmative, the appropriate model is directly given by … …American Journal of Applied Sciences, Vol. 11, Issue 6 · 29 Mar 2014 · 6,624 accessesView PDFCite
Research ArticleOpen accessIn the abstractp ≠ np: The Set of Deterministic Problems that are Solvable in Polynomial Time is Unequal to the Set of Non-Deterministic Problems that are Solvable in Polynomial TimeAndres BoldoriThis study constructs a solution to the “p vs. np” problem using complexity theory. We show through counterexamples that p ≠ np and formalize the two sets using stochastic, probabilistic and non-deterministic modeling. While the well-known sets “pspace” and “npspace”, analyzing the storage of a device, can be claimed to be equal, p and np differ and are exclusively defined … …Journal of Computer Science, Vol. 20, Issue 10 · 8 Aug 2024 · 7,106 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,625 accessesView PDFCite
Research ArticleOpen accessIn the abstractThe Uniform Truncated Negative Binomial Distribution and its PropertiesBahady I. Kamel, Shaban E. Abo Youssef, Mohamed G. SiefA new three parameters continuous distribution which is named the Uniform Truncated Negative Binomial (UTNB) distribution is introduced. It has the uniform and the Marshall-Olkin extended uniform distributions as sub-models. Some reliability and statistical properties of the new distribution are derived, including the shape behavior of the density and hazard rate functions, the mean residual life, moments and moment generating … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 29 Nov 2016 · 7,308 accessesView PDFCite
Research ArticleOpen accessIn the abstractParametrical Tuning of Twisting GeneratorsAleksei F. Deon, Yulian A. MenyaevGenerators of uniformly distributed random numbers are broadly applied in simulations of stochastic processes that rely on normal and other distributions. In a point of fact, the uniform random numbers are actively used for applications that range from, modeling different phenomena such as theoretical mathematics and technical designing, to evidence-based medicine. This paper proposes a novel approach which consists of … …Journal of Computer Science, Vol. 12, Issue 8 · 7 Oct 2016 · 11,836 accessesView PDFCite