Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD), i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed with LRD properties, a next question is: what is their impact on network performance? To assess this...

We consider a queue fed by a large number, say n, of on-off sources with generally distributed on- and off-times. The queueing resources are scaled by n: the buffer is B=nb and link rate is C=nc. The model is versatile: it allows us to model both long range dependent traffic (by using heavy-...

Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD),i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed withLRD properties, a next question is: what is their impact on network performance? To assess...

We consider a queue fed by a large number, say n, of on-off sources with generally distributed on-and off-times. The queueing resources are scaled by n: the buffer is B=nb and link rate is C=nc.The model is versatile: it allows us to model both long range dependent traffic (by using heavy-tailed...

The multidimensional stock control that functions in a random Markov environment is considered. The mathematical formalization of this model was considered with the use of sums of the random variables defined on the Markov chains. The authors introduce a definition of risk function of the type...

There is strong evidence that interest rates and bond yield movements exhibit both stochastic volatility and unanticipated jumps. The presence of frequent jumps makes it natural to ask whether there is a premium for jump risk embedded in observed bond yields. This paper identifies a class of...

The focus is set on the browser as the main source of information risk due to the access provided to the web users. This section assesses the practical arrangements for a secured Internet connection - secure socket layer, avoiding practices like spoofing and phishing with Java script, digital...

This paper is concerned with the optimal control of a bulk service queueing system under N-policy. If the number of customers in the system at a service completion is larger than some integer r, then the server starts processing a group of r customers. If, on the other hand, it is smaller than...

In this paper, we consider a single-server infinite capacity queue with Poisson arrival. The server takes all waiting customers as a batch into service, and the service time of the kth customer in a batch is a + b × k, where a and b are the set-up time and the individual service time for each...