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90 results for “stochastic model”
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Research ArticleOpen accessPhrase in the titleECONOMIC AND PERFORMANCE EVALUATION OF STOCHASTIC MODEL ON A BASE TRANSCEIVER SYSTEM CONSIDERING VARIOUS OPERATIONAL MODES AND CATASTROPHIC FAILURESRajeev Kumar, Sunny KapoorIn this study a stochastic model for a Base Transceiver System (BTS) is proposed that consists of various hardware and software components. A Base Transceiver System (BTS) may undergoes four modes during its operation viz normal, congestion, down and failure mode. The hardware and software components may have various types of major and minor faults. The occurrence of a minor … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 22 Jul 2013 · 7,075 accessesView PDFCite
Research ArticleOpen accessPhrase in the titleStochastic Model for Pricing Normal Bonds when Maturity Periods Cross Over to Pandemic PeriodSulaiman Sani, Siphelele LushabaIn this study, Ito form for normal bonds trading where maturity periods cross over to COVID-19 pandemic period is presented. It is shown that normal bonds in this period experience path reversals respective to their canonical paths. The criterion used in arriving at this striking result is also presented. As a key recommendation, it is necessary that bondholders enact flexible … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 6 May 2023 · 6,094 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleIntegrating Stochastic Properties into Traffic Flow Modeling: A Stimulus-Response ApproachKonate N’Golo, Mark Kimathi, Emile DanhoHighway traffic congestion, characterized by its inherent instability, has been extensively studied using deterministic models, providing valuable insights. However, these models often overlook the stochastic nature of driver behavior, a key factor that significantly impacts traffic flow. Recognizing this, a car-following model with discretionary lane changes to analyze their effect on traffic dynamics was introduced. While the mathematical results were … …Journal of Mathematics and Statistics, Vol. 20, Issue 1 · 19 Dec 2024 · 7,153 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,964 accessesView PDFCite
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 accessEvery word in the titleStochastic and Deterministic Mathematical Modeling and Simulation to Evaluate the Novel COVID-19 Pandemic Control MeasuresEva Gupta, Nand Jee Kanu, Amartya Munot et al.Background: In India, the novel Coronavirus Disease (COVID-19) epidemic has grown to 17,00000 cases and around 38,000 deaths up to 30th July, 2020. The impacts of the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) pandemic in India were studied using modified age-structured stochastic and deterministic mathematical models. Methods: A compartmental susceptible (S)-infected (symptomatic) (IS) infected (asymptomatic) (IN) recovered (R) i.e., … …American Journal of Infectious Diseases, Vol. 16, Issue 4 · 20 Nov 2020 · 8,456 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleOptimization of Clock Tree Synthesis Under Stochastic Process Variation Modeling for Multi-FPGA SystemsKarthik Thirumalai Sampath, Jawahar Senthil Kumar VeerabadranIn this age of scientific computing, the experiment models and evaluation is a commonly employed rendition of the simulation methods. In addition to the optimality, the methods which depict underlying uncertainty in process variation. It is accomplished by adjusting number of samples on delay and wire width. Here addresses the thermal profile, if temperature gradually increases, also reduce worst case … …American Journal of Applied Sciences, Vol. 10, Issue 12 · 29 Oct 2013 · 6,510 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSTOCHASTIC GROWTH MODEL FOR SPATIAL CLUSTER BIRTH AND DEATH PROCESS WITH MIGRATIONRo’fah Nur Rachmawati, Rokhana Dwi BektiIn real life, we can encounter the cluster birth and death process with migration, such as the birth of new individuals and disease in certain place and time. These phenomena can be represented by stochastic model that are considered to be more representatives in capturing natural indications involving the concepts of space and time. In this study, we construct a … …Journal of Mathematics and Statistics, Vol. 9, Issue 2 · 9 May 2013 · 7,089 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAerodynamic Noise Prediction Using stochastic Turbulence ModelingArash Ahmadzadegan, Mehran TadjfarAmongst many approaches to determine the sound propagated from turbulent flows, hybrid methods, in which the turbulent noise source field is computed or modeled separately from the far field calculation, are frequently used. For basic estimation of sound propagation, less computationally intensive methods can be developed using stochastic models of the turbulent fluctuations (turbulent noise source field). A simple and … …American Journal of Applied Sciences, Vol. 5, Issue 9 · 30 Sep 2008 · 7,223 accessesView PDFCite