Browsing AUA Akian College of Science & Engineering (CSE) by Subject "American University of Armenia (AUA)"

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Multinormal probability by sequential conditioned importance sampling: theory and application

Der Kiureghian, Armen; Ohanian, Victor; Ambartzumian, R.; Sukiasian, H. (Elsevier Science Ltd, 1998)

An efficient Monte Carlo simulation algorithm is developed for estimating the probability content of rectangular domains in the multinormal probability space. The algorithm makes use of the properties of the multinormal ...
On intersection probabilities of four lines inside a planar convex domain

Ohanyan, Victor; Martirosyan, Davit (Published by Cambridge University Press on behalf of Applied Probability Trust, 2023)

Let n≥2 random lines intersect a planar convex domain D. Consider the probabilities pnk , k=0,1,…,n(n−1)/2 that the lines produce exactly k intersection points inside D. The objective is finding pnk through geometric ...
Vacationing server model for M/G/1 queues for rebuild processing in RAID5 and threshold scheduling for readers and writers

Thomasian, Alexander (Elsevier, 2018-02-13)

We present two methods to obtain the mean delay cycle for the M/G/1 queueing system with the Vacationing Server Model – VSM, which starts with an arrival during a vacation and ends when the queue is emptied and a vacation ...

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