David Stanford - Academia.edu (original) (raw)

Papers by David Stanford

International Conference on Computer Communication, 1986

Stochastic Models, 2002

This paper considers a single server queue that handles arrivals from N classes of customers on a... more This paper considers a single server queue that handles arrivals from N classes of customers on a non-preemptive priority basis. Each of the N classes of customers features arrivals from a Poisson process at rate λ i and class-dependent phase type service. To ...

Queueing Systems - Theory and Applications, 2000

This paper studies a single-server priority queueing model in which preemptions are allowed durin... more This paper studies a single-server priority queueing model in which preemptions are allowed during the early stages of service. Once enough service effort has been rendered, however, further preemptions are blocked. The threshold where the change occurs is either a proportion of the service requirement, or time-based. The Laplace–Stieltjes transform and mean of each class sojourn time are derived for

Telecommunication Systems, 1996

Routing models for packet-switched networks have traditionally been based on the assumption that ... more Routing models for packet-switched networks have traditionally been based on the assumption that the offered traffic is Poisson. This is unrealistic since for many applications, real life data streams tend to be extremely “bursty”, contradicting the Poisson assumption. This paper introduces a centralized bifurcated routing optimization model for networks with significantly non-Poisson offered traffic. The central purpose of the work is to assess the impact of non-Poisson traffic on routing algorithm developed for Poisson flows. A systematic testing plan for networks with a simple topology and variable levels of capacity, demand and packet length was designed. The results confirmed that Poisson delay formulas together with classical Poisson routing are not appropriate when significant demand is highly variable. The results also show that non-Poisson delay formulas are crucial to the assessment of average delay in these cases.

Stochastic Models, 2005

The present paper develops an “Erlangization” method for fluid queues. It then applies the result... more The present paper develops an “Erlangization” method for fluid queues. It then applies the results we derive to a forestry problem: the evolution of an uncontrolled fire perimeter over time. Specifically, we focus on the probability of containing a fire prior to reaching a randomly distributed, finite time horizon. Transitions to lower non-zero levels are also investigated. A preliminary model

Communications in Statistics. Stochastic Models, 1991

Scandinavian Actuarial Journal, 2005

... ASA-SIAM Series on Statistics and Applied Probability Philadelphia PA SIAM [CrossRef] View al... more ... ASA-SIAM Series on Statistics and Applied Probability Philadelphia PA SIAM [CrossRef] View all references], and also Latouche et al. [66. Latouche, G, Remiche, MA and Taylor, P. 2003. ... As has been shown by Asmussen and Koole [77. Asmussen, S and Koole, G. 1993. ...

Scandinavian Actuarial Journal, 2004

... Latouche G Ramaswami V (1999) Introduction to matrix analytic methods in stochastic modeling,... more ... Latouche G Ramaswami V (1999) Introduction to matrix analytic methods in stochastic modeling,ASA SIAM Philadelphia [CrossRef] View all references). A brief overview of phase-type distributions and their properties can also be found in Asmussen (19922. Asmussen, S. 1992 ...

Queueing Systems, 1989

A stationary queueing system is described in which a single server handles several competing Pois... more A stationary queueing system is described in which a single server handles several competing Poisson arrival streams on a first-come first-served basis. Each class has its own generally distributed service time characteristics. The principal result is the Laplace-Stieltjes transform, for each class, of the interdeparture time distribution function. Examples are given and applications are discussed.

Performance Evaluation, 2005

A number of nonlinear programming algorithms are proposed to obtain the approximate solutions for... more A number of nonlinear programming algorithms are proposed to obtain the approximate solutions for nonproduct form multiclass queueing network models, as well as priority queueing networks. Using sensitivity analysis, we develop an efficient iterative technique for closed queueing networks. We compare the approximate solutions obtained from our approach with the global balance solution. Examples illustrate the accuracy of the approximation, and compare the efficiency of the different optimization methods we have implemented.

Operations Research Letters, 1996

A “smart” customer S uses a strategy of waiting and observing two parallel queues before joining.... more A “smart” customer S uses a strategy of waiting and observing two parallel queues before joining. We analyze the system time of S, for two distinct strategies. One result generalizes a known previous result.

Operations Research, 1994

Insurance: Mathematics and Economics, 2000

The paper presents a recursive method of calculating ruin probabilities for non-Poisson claim pro... more The paper presents a recursive method of calculating ruin probabilities for non-Poisson claim processes, by looking at the surplus process embedded at claim instants. The developed method is exact. The processes considered have both claim sizes and the inter-claim revenue following selected phase type distributions. The numerical section contains figures derived from the exact approach, as well as a tabular example using the numerical approach of De Vylder and Goovaerts. The application of the method derived in the paper through numerical examples reveals the sensitivity of the value of probability of ruin to changes in claim number process.

Annals of Operations Research, 2008

For applications of stochastic fluid models, such as those related to wildfire spread and contain... more For applications of stochastic fluid models, such as those related to wildfire spread and containment, one wants a fast method to compute time dependent probabilities. Erlangization is an approximation method that replaces various distributions at a time t by the corresponding ones at a random time with Erlang distribution having mean t. Here, we develop an efficient version of that

Queueing Systems - Theory and Applications - QUESTA, 2003

This paper considers the delay distributions in a two-class non-preemptive priority queue with cr... more This paper considers the delay distributions in a two-class non-preemptive priority queue with crossover feedback. Specifically, there are two priority classes, and the Poisson arrival process for each class can be subdivided into two groups: one group which only requires service at the priority level to which it arrives, and another group which requires subsequent service after it feeds back to the other queue. Our main result is the determination of explicit expressions for the distribution of delay until final service commences for each the four types of customers.