TY - JOUR
T1 - Monitoring of stochastic particle systems
T2 - Analysis and optimization
AU - Eliazar, I.
AU - Yechiali, U.
PY - 2008/1
Y1 - 2008/1
N2 - Consider a system to which particles with random lifetimes flow stochastically. The system is monitored at discrete time epochs following a renewal process. When the system is detected non-empty (upon monitoring), a service procedure is initiated - clearing the system off particles. Once the service procedure is concluded, the system's evolution regenerates. Particles may represent customers or jobs in a queueing system, contaminants in a physical system, hazardous chemical or biological agents in an environmental system, standing buy/sell orders at a brokerage center, etc. This class of stochastic systems is modeled and analyzed. We (i) derive the joint transform of the time-to-first-detection and the number of particles present in the system at that epoch, and compute their statistics; (ii) define and calculate various path-functionals and performance measures of the system; and, (iii) study the issue of optimal monitoring schemes.
AB - Consider a system to which particles with random lifetimes flow stochastically. The system is monitored at discrete time epochs following a renewal process. When the system is detected non-empty (upon monitoring), a service procedure is initiated - clearing the system off particles. Once the service procedure is concluded, the system's evolution regenerates. Particles may represent customers or jobs in a queueing system, contaminants in a physical system, hazardous chemical or biological agents in an environmental system, standing buy/sell orders at a brokerage center, etc. This class of stochastic systems is modeled and analyzed. We (i) derive the joint transform of the time-to-first-detection and the number of particles present in the system at that epoch, and compute their statistics; (ii) define and calculate various path-functionals and performance measures of the system; and, (iii) study the issue of optimal monitoring schemes.
KW - Discrete-time monitoring
KW - Optimal monitoring
KW - Queueing theory
KW - Stochastic particle systems
UR - http://www.scopus.com/inward/record.url?scp=38849184600&partnerID=8YFLogxK
U2 - 10.1080/15326340701826849
DO - 10.1080/15326340701826849
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AN - SCOPUS:38849184600
SN - 1532-6349
VL - 24
SP - 1
EP - 18
JO - Stochastic Models
JF - Stochastic Models
IS - 1
ER -