Browsing by Subject "Rare events"

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    Asymptotic analysis of reliability for switching systems in light and heavy traffic conditions
    (Birkhäuser, Boston, 2000) Anisimov, Vladimir V.; Limnios, N.; Nikulin, M.
    An asymptotic analysis of flows of rare events switched by some random environment is provided. An approximation by nonhomogeneous Poisson flows in case of mixing environment is studied. Special notions of S-set and “monotone” structure for finite Markov environment are introduced. An approximation by Poisson flows with Markov switches in case of asymptotically consolidated environment is proved. An analysis of the 1st exit time from a subset is also given. In heavy traffic conditions an averaging principle for trajectories with Poisson approximation for flows of rare events in systems with fast switches is proved. The method of proof is based on limit theorems for processes with semi-Markov switches. Applications to the reliability analysis of state-dependent Markov and semi-Markov queueing systems in light and heavy traffic conditions are considered
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    ItemOpen Access
    Superimposed event detection by sequential Monte Carlo methods
    (IEEE, 2007) Urfalıoğlu, O.; Kuruoğlu, E. E.; Çetin, A. Enis
    In this paper, we consider the detection of rare events by applying particle filtering. We model the rare event as an AR signal superposed on a background signal. The activation and deactivation times of the AR-signal are unknown. We solve the online detection problem of this superpositional rare event by extending the state space dimension by one. The additional parameter of the state represents the AR-signal, which is zero when deactivated. Numerical experiments demonstrate the effectiveness of our approach.