Journal of Stochastics The latest articles from Hindawi Publishing Corporation © 2015 , Hindawi Publishing Corporation . All rights reserved. Analysis of Impatient Customers in Queues with Bernoulli Schedule Working Vacations and Vacation Interruption Sun, 21 Sep 2014 00:00:00 +0000 This paper analyzes customers’ impatience in Markovian queueing system with multiple working vacations and Bernoulli schedule vacation interruption, where customers’ impatience is due to the servers’ vacation. During the working vacation period, if there are customers in the queue, the vacation can be interrupted at a service completion instant and the server begins a regular busy period with probability or continues the vacation with probability . We obtain the probability generating functions of the stationary state probabilities and deduce the explicit expressions of the system sizes when the server is in a normal service period and in a Bernoulli schedule vacation interruption, respectively. Various performance measures such as the mean system size, the proportion of customers served, the rate of abandonment due to impatience, and the mean sojourn time of a customer served are derived. We obtain the stochastic decomposition structures of the queue length and waiting time. Finally, some numerical results to show the impact of model parameters on performance measures of the system are presented. Veena Goswami Copyright © 2014 Veena Goswami. All rights reserved. Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise Thu, 19 Jun 2014 06:05:35 +0000 This paper addresses the problem of multichannel autoregressive (MAR) parameter estimation in the presence of spatially correlated noise by steepest descent (SD) method which combines low-order and high-order Yule-Walker (YW) equations. In addition, to yield an unbiased estimate of the MAR model parameters, we apply inverse filtering for noise covariance matrix estimation. In a simulation study, the performance of the proposed unbiased estimation algorithm is evaluated and compared with existing parameter estimation methods. Alimorad Mahmoudi Copyright © 2014 Alimorad Mahmoudi. All rights reserved.