Estimation of the probability density parameters of the interval duration between events in correlated semi-synchronous event flow of the second order by the method of moments

We consider a correlated semi-synchronous event flow of the second order with two states; it is one of the mathematical models for an incoming stream of claims (events) in modern digital integral servicing networks, telecommunication systems and satellite communication networks. We solve the problem of estimating the probability density parameters of the values of the interval duration between the moments of the events occurrence by the method of moments for general and special cases of setting the flow parameters. The results of statistical experiments performed on a flow simulation model are given

Riemann-Hilbert problems for multiple orthogonal polynomials

In the early nineties, Fokas, Its and Kitaev observed that there is a natural Riemann-Hilbert problem (for 2 2 matrix functions) associated which a system of orthogonal polynomials. This Riemann-Hilbert problem was later used by Deift et al. and Bleher and Its to obtain interesting results on orthogonal polynomials, in particular strong asymptotics which hold uniformly in the complex plane. In this paper we will show that a similar Riemann-Hilbert problem (for (r + 1) (r + 1) matrix functions) is associated with multiple orthogonal polynomials. We show how this helps in understanding the relation between two types of multiple orthogonal polynomials and the higher order recurrence relations for these polynomials. Finally we indicate how an extremal problem for vector potentials is important for the normalization of the Riemann-Hilbert problem. This extremal problem also describes the zero behavior of the multiple orthogonal polynomials. 1 Introduction Recently it was observed that ..

Distribution Parameters Estimation in Recurrent Synchronous Generalized Doubly Stochastic Flow of the Second Order

We solve the estimation problem of the probability density parameters of the inter-event interval duration in a synchronous generalized flow of the second order, which can be used as a powerful mathematical model for the arrival processes in queuing systems and networks. The explicit form of the parameter estimates is determined by the method of moments on the basis of observations of the doubly stochastic flow under the recurrence conditions that are formulated in terms of the joint probability density of the durations of two adjacent inter-event intervals. The quality of the estimates is established by using the model, reproducing the flow behavior under conditions of complete observability