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3 个结果
  • 简介:LetX,i.i.d.andY1i.i.d.betwosequencesofrandomvariableswithunknowndistributionfunctionsF(x)andG(y)respectively.X,arecensoredbyY1.InthispaperwestudytheuniformconsistencyoftheKaplan-Meierestimatorunderthecaseey=sup(t:F(t)<1)>to=sup(t2G(t)<1)Thesufficientconditionisdiscussed.

  • 标签: 随机变量 分布函数 Kaplan-Meier评估 统一性
  • 简介:让{X,Xk:k1}是扩大否定地依赖的随机的一个序列有普通分发F令人满意的前的变量>0。让是nonnegative珍视整数的随机的变量,独立于{X,Xk:k1}。在这份报纸,作者为随机的和$S_\tau=\sum\limits_获得必要、足够的条件{n=1}^\tau{X_n}$当随机的数字比被加数有一条更重的尾巴时,有一条一致地变化的尾巴,即,$\frac{{P(X>x)}}{{P(\tau>x)}}\to0$作为x。

  • 标签: 随机数 负相关 尾概率 相依随机变量 充分必要条件 分布函数
  • 简介:InInternetenvironment,trafficflowtoalinkistypicallymodeledbysuperpositionofON/OFFbasedsources.DuringeachON-periodforaparticularsource,packetsarriveaccordingtoaPoissonprocessandpacketsizes(henceservicetimes)canbegenerallydistributed.Inthispaper,weestablishheavytrafficlimittheoremstoprovidesuitableapproximationsforthesystemunderfirst-infirst-out(FIFO)andwork-conservingservicediscipline,whichstatethat,whenthelengthsofbothON-andOFF-periodsarelightlytailed,thesequencesofthescaledqueuelengthandworkloadprocessesconvergeweaklytoshort-rangedependentreflectingGaussianprocesses,andwhenthelengthsofON-and/orOFF-periodsareheavilytailedwithinfinitevariance,thesequencesconvergeweaklytoeitherreflectingfractionalBrownianmotions(FBMs)orcertaintypeoflongrangedependentreflectingGaussianprocessesdependingonthechoiceofscalingasthenumberofsuperposedsourcestendstoinfinity.Moreover,thesequencesexhibitastatespacecollapse-likepropertywhenthenumberofsourcesislargeenough,whichisakindofextensionofthewell-knownLittle’slawforM/M/1queueingsystem.Theorytojustifytheapproximationsisbasedonappropriateheavytrafficconditionswhichessentiallymeanthattheserviceratecloselyapproachesthearrivalratewhenthenumberofinputsourcestendstoinfinity.

  • 标签: 重交通道路 队列长度 极限定理 服务时间 泊松过程 OFF