Evaluating Misclassification Probability Using Empirical Risk

* The work is supported by RFBR, grant 04-01-00858-a

The B-Terminal Busy Probability Prediction

In the teletraffic engineering of all the telecommunication networks, parameters characterizing the terminal traffic are used. One of the most important of them is the probability of finding the called (B-terminal) busy. This parameter is studied in some of the first and last papers in Teletraffic Theory. We propose a solution in this topic in the case of (virtual) channel systems, such as PSTN and GSM. We propose a detailed conceptual traffic model and, based on it, an analytical macro-state model of the system in stationary state, with: Bernoulli– Poisson–Pascal input flow; repeated calls; limited number of homogeneous terminals; losses due to abandoned and interrupted dialling, blocked and interrupted switching, not available intent terminal, blocked and abandoned ringing and abandoned conversation. Proposed in this paper approach may help in determination of many network traffic characteristics at session level, in performance evaluation of the next generation mobile networks.

Conditional probability calculations for the nonlinear Schrödinger equation with additive noise

The method for the computation of the conditional probability density function for the nonlinear Schrödinger equation with additive noise is developed. We present in a constructive form the conditional probability density function in the limit of small noise and analytically derive it in a weakly nonlinear case. The general theory results are illustrated using fiber-optic communications as a particular, albeit practically very important, example.

On the Extinction Probability for Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

Some Marginal Densities of the Wishart Distribution

Евелина Илиева Велева - Разпределението на Уишарт се среща в практиката като разпределението на извадъчната ковариационна матрица за наблюдения над многомерно нормално разпределение. Изведени са някои маргинални плътности, получени чрез интегриране на плътността на Уишарт разпределението. Доказани са необходими и достатъчни условия за положителна определеност на една матрица, които дават нужните граници за интегрирането.

Randomized Push-Out Mechanisms in Priority Queuing and their Probability Characteristics

2002 Mathematics Subject Classification: 60K25.

Densities with Spherical Level Sets in the Gauss-exponential Domain

2000 Mathematics Subject Classification: 60F05, 60B10.

Sensitivity Analysis of Some Applied Probability Models

2000 Mathematics Subject Classi cation: Primary 90C31. Secondary 62C12, 62P05, 93C41.

On the Moving Boundary Hitting Probability for the Brownian Motion

2000 Mathematics Subject Classification: 60J65.

Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

Monte Carlo Method for Reconstruction of Densities

2000 Mathematics Subject Classification: 65C05

An Estimate of the Probability Pr(X

2000 Mathematics Subject Classification: 33C90, 62E99

Marginal Densities of the Wishart Distribution

2010 Mathematics Subject Classification: 62H10.

On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density

2000 Mathematics Subject Classification: 62G07, 62L20.