Browsing by Keywords "Random processes"
Now showing items 120 of 33

Adaptive filtering approaches for nonGaussian stable processes
(IEEE, 199505)A large class of physical phenomenon observed in practice exhibit nonGaussian behavior. In this paper, αstable distributions, which have heavier tails than Gaussian distribution, are considered to model nonGaussian ... 
Analysis of reactive scheduling problems in a job shop environment
(Elsevier, 2000)In this paper, we study the reactive scheduling problems in a stochastic manufacturing environment. Specifically, we test the several scheduling policies under machine breakdowns in a classical job shop system. In addition, ... 
Average error in recovery of sparse signals and discrete fourier transform
(IEEE, 201204)In compressive sensing framework it has been shown that a sparse signal can be successfully recovered from a few random measurements. The Discrete Fourier Transform (DFT) is one of the transforms that provide the best ... 
Cellular manufacturing system design using a holonistic approach
(Taylor & Francis, 2000)We propose an integrated algorithm that will solve the partfamily and machinecell formation problem by simultaneously considering the withincell layout problem. To the best of our knowledge, this is the first study that ... 
Collective modes in a quasionedimensional, twocomponent electron liquid
(Pergamon Press, 1994)Under favorable conditions, a new collective mode besides the usual plasmons may exist in degenerate electronhole liquids. We calculate the dispersion and damping of this new mode (called the acoustic plasmon mode) in a ... 
Dynamic financial planning: certainty equivalents, stochastic constraints and functional conjugate duality
(Taylor & Francis, 2005)This paper studies portfolios under risk and stochastic constraints. Certainty equivalents combine risk aversion and exponential utility to form the objective. Budget and stochastic constraints on the account balance are ... 
Dynamic lot sizing and tool management in automated manufacturing systems
(Elsevier, 2002)The overall aim of this study is to show that there is a critical interface between the lot sizing and tool management decisions, and these two problems cannot be viewed in isolation. We propose "ve alternative algorithms ... 
Dynamical screening effects in hotelectron scattering from electronhole plasma and LOphonon modes in quantum wires
(Elsevier, 1996)We present a fully dynamical and finite temperature study of the hotelectron momentum relaxation rate and the power loss in a coupled system of electronhole plasma and bulk LOphonons in a quantum wire structure. ... 
Exploring exchange rate returns at different time horizons
(Elsevier, 2002)The performance of the wellknown stochastic processes used for the empirical distribution of the exchange rate returns at different time scales was discussed. The parameters of the candidate processes at different time ... 
Free float and stochastic volatility: the experience of a small open economy
(Elsevier BV, 2004)Following a dramatic collapse of a fixed exchange rate based inflation stabilization program, Turkey moved into a free floating exchange rate system in February 2001. In this paper, an asymmetric stochastic volatility model ... 
Guessing with lies
(IEEE, 20020607)A practical algorithm was obtained for directly generating an optimal guessing sequence for guessing under lies. An optimal guessing strategy was defined as one which minimizes the number of average number of guesses in ... 
A hierarchical model for the cell loading problem of cellular manufacturing systems
(Taylor & Francis, 1998)A hierarchical cell loading approach is proposed to solve the production planning problem in cellular manufacturing systems. Our aim is to minimize the variable cost of production subject to production and inventory balance ... 
Implementing the HanKobayashi scheme using low density parity check codes over Gaussian interference channels
(Institute of Electrical and Electronics Engineers Inc., 2015)We focus on Gaussian interference channels (GICs) and study the HanKobayashi coding strategy for the twouser case with the objective of designing implementable (explicit) channel codes. Specifically, lowdensity paritycheck ... 
An inequality on guessing and its application to sequential decoding
(Institute of Electrical and Electronics Engineers, 199601)Let (X,Y) be a pair of discrete random variables with X taking one of M possible values, Suppose the value of X is to be determined, given the value of Y, by asking questions of the form "Is X equal to x?" until the answer ... 
Inventory control under substitutable demand: A stochastic game application
(John Wiley & Sons, 2002)Substitutable product inventory problem is analyzed using the concepts of stochastic game theory. It is assumed that there are two substitutable products that are sold by different retailers and the demand for each product ... 
An inventory problem with two randomly available suppliers
(Institute for Operations Research and the Management Sciences, 1997)This paper considers a stochastic inventory model in which supply availability is subject to random fluctuations that may arise due to machine breakdowns, strikes, embargoes, etc. It is assumed that the inventory manager ... 
Marginal allocation algorithm for nonseparable functions
(Taylor & Francis, 1999)Marginal allocation algorithm is implemented to discrete allocation problems with nonseparable objective functions subject to a single linear constraint. A Lagrangian analysis shows that the algorithm generates a sequence ... 
Markov modulated periodic arrival process offered to an ATM multiplexer
(IEEE, 19931112)When a superposition of on/off sources is offered to a deterministic server, a particular queueing system arises whose analysis has a significant role in ATM based networks. Periodic cell generation during active times is ... 
Nearoptimal modified base stock policies for the capacitated inventory problem with stochastic demand and fixed cost
(World Scientific Publishing, 2014)In this study, we investigate a singleitem, periodicreview inventory problem where the production capacity is limited and unmet demand is backordered. We assume that customer demand in each period is a stationary, discrete ... 
A new dominance rule for the total weighted tardiness problem
(Taylor & Francis, 1999)We present a new dominance rule for the single machine total weighted tardiness problem with job dependent penalties. The proposed dominance rule provides a sufficient condition for local optimality. We show that if any ...