10 resultados para APPLIED PROBABILITY

em Cochin University of Science


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Application of Queueing theory in areas like Computer networking, ATM facilities, Telecommunications and to many other numerous situation made people study Queueing models extensively and it has become an ever expanding branch of applied probability. The thesis discusses Reliability of a ‘k-out-of-n system’ where the server also attends external customers when there are no failed components (main customers), under a retrial policy, which can be explained in detail. It explains the reliability of a ‘K-out-of-n-system’ where the server also attends external customers and studies a multi-server infinite capacity Queueing system where each customer arrives as ordinary but can generate into priority customer which waiting in the queue. The study gives details on a finite capacity multi-server queueing system with self-generation of priority customers and also on a single server infinite capacity retrial Queue where the customer in the orbit can generate into a priority customer and leaves the system if the server is already busy with a priority generated customer; else he is taken for service immediately. Arrival process is according to a MAP and service times follow MSP.

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The present study on the characterization of probability distributions using the residual entropy function. The concept of entropy is extensively used in literature as a quantitative measure of uncertainty associated with a random phenomenon. The commonly used life time models in reliability Theory are exponential distribution, Pareto distribution, Beta distribution, Weibull distribution and gamma distribution. Several characterization theorems are obtained for the above models using reliability concepts such as failure rate, mean residual life function, vitality function, variance residual life function etc. Most of the works on characterization of distributions in the reliability context centers around the failure rate or the residual life function. The important aspect of interest in the study of entropy is that of locating distributions for which the shannon’s entropy is maximum subject to certain restrictions on the underlying random variable. The geometric vitality function and examine its properties. It is established that the geometric vitality function determines the distribution uniquely. The problem of averaging the residual entropy function is examined, and also the truncated form version of entropies of higher order are defined. In this study it is established that the residual entropy function determines the distribution uniquely and that the constancy of the same is characteristics to the geometric distribution

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In this paper, we study a k-out-of-n system with single server who provides service to external customers also. The system consists of two parts:(i) a main queue consisting of customers (failed components of the k-out-of-n system) and (ii) a pool (of finite capacity M) of external customers together with an orbit for external customers who find the pool full. An external customer who finds the pool full on arrival, joins the orbit with probability and with probability 1− leaves the system forever. An orbital customer, who finds the pool full, at an epoch of repeated attempt, returns to orbit with probability (< 1) and with probability 1 − leaves the system forever. We compute the steady state system size probability. Several performance measures are computed, numerical illustrations are provided.

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Department of Statistics, Cochin University of Science and Technology

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We investigate the effect of the phase difference of appliedfields on the dynamics of mutually coupledJosephsonjunctions. A phase difference between the appliedfields desynchronizes the system. It is found that though the amplitudes of the output voltage values are uncorrelated, a phase correlation is found to exist for small values of applied phase difference. The dynamics of the system is found to change from chaotic to periodic for certain values of phase difference. We report that by keeping the value of phase difference as π, the system continues to be in periodic motion for a wide range of values of system parameters. This result may find applications in devices like voltage standards, detectors, SQUIDS, etc., where chaos is least desired.

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The study of simple chaotic maps for non-equilibrium processes in statistical physics has been one of the central themes in the theory of chaotic dynamical systems. Recently, many works have been carried out on deterministic diffusion in spatially extended one-dimensional maps This can be related to real physical systems such as Josephson junctions in the presence of microwave radiation and parametrically driven oscillators. Transport due to chaos is an important problem in Hamiltonian dynamics also. A recent approach is to evaluate the exact diffusion coefficient in terms of the periodic orbits of the system in the form of cycle expansions. But the fact is that the chaotic motion in such spatially extended maps has two complementary aspects- - diffusion and interrnittency. These are related to the time evolution of the probability density function which is approximately Gaussian by central limit theorem. It is noticed that the characteristic function method introduced by Fujisaka and his co-workers is a very powerful tool for analysing both these aspects of chaotic motion. The theory based on characteristic function actually provides a thermodynamic formalism for chaotic systems It can be applied to other types of chaos-induced diffusion also, such as the one arising in statistics of trajectory separation. It was noted that there is a close connection between cycle expansion technique and characteristic function method. It was found that this connection can be exploited to enhance the applicability of the cycle expansion technique. In this way, we found that cycle expansion can be used to analyse the probability density function in chaotic maps. In our research studies we have successfully applied the characteristic function method and cycle expansion technique for analysing some chaotic maps. We introduced in this connection, two classes of chaotic maps with variable shape by generalizing two types of maps well known in literature.

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In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

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The present study described about the interaction of a two level atom and squeezed field with time varying frequency. By applying a sinusoidal variation in the frequency of the field, the randomness in population inversion is reduced and the collapses and periodic revivals are regained. Quantum optics is an emerging field in physics which mainly deals with the interaction of atoms with quantised electromagnetic fields. Jaynes-Cummings Model (JCM) is a key model among them, which describes the interaction between a two level atom and a single mode radiation field. Here the study begins with a brief history of light, atom and their interactions. Also discussed the interaction between atoms and electromagnetic fields. The study suggest a method to manipulate the population inversion due to interaction and control the randomness in it, by applying a time dependence on the frequency of the interacting squeezed field.The change in behaviour of the population inversion due to the presence of a phase factor in the applied frequency variation is explained here.This study also describes the interaction between two level atom and electromagnetic field in nonlinear Kerr medium. It deals with atomic and field state evolution in a coupled cavity system. Our results suggest a new method to control and manipulate the population of states in two level atom radiation interaction,which is very essential for quantum information processing.We have also studied the variation of atomic population inversion with time, when a two level atom interacts with light field, where the light field has a sinusoidal frequency variation with a constant phase. In both coherent field and squeezed field cases, the population inversion variation is completely different from the phase zero frequency modulation case. It is observed that in the presence of a non zero phase φ, the population inversion oscillates sinusoidally.Also the collapses and revivals gradually disappears when φ increases from 0 to π/2. When φ = π/2 the evolution of population inversion is identical to the case when a two level atom interacts with a Fock state. Thus, by applying a phase shifted frequency modulation one can induce sinusoidal oscillations of atomic inversion in linear medium, those normally observed in Kerr medium. We noticed that the entanglement between the atom and field can be controlled by varying the period of the field frequency fluctuations. The system has been solved numerically and the behaviour of it for different initial conditions and different susceptibility values are analysed. It is observed that, for weak cavity coupling the effect of susceptibility is minimal. In cases of strong cavity coupling, susceptibility factor modifies the nature in which the probability oscillates with time. Effect of susceptibility on probability of states is closely related to the initial state of the system.