An urn contains balls of different colours, which are randomly drawn one at a time. After each draw the number of balls in the urn with the same colour as the ball last drawn is changed. Special cases are sampling with and without replacement, and Pólya sampling. The drawing stops when a given number of colours has been drawn a given number of times. The number of times the different colours have been drawn is studied in this paper by imbedding the urn scheme in birth processes. Both exact and asymptotic results are obtained. In particular, waiting times for sampling with and without replacement and for Pólya sampling are considered.

We study certain aspects of the sample path behaviour of χ2 processes; in particular, problems related to the behaviour of these processes at their local extrema. Emphasis is placed on behaviour that is qualitatively different to that observed for Gaussian processes, rather than on phenomena common to both classes of processes, such as previously studied (global) extremal type results.

A gambler repeatedly plays a game until either he becomes broke or his fortune becomes equal to or exceeds a target amount. The gambler is allowed to make multiple bets, i.e. stake integral amounts on different alternatives of the game, and more than one bet may win simultaneously. The objective is to determine a strategy that maximizes the probability of attaining the target amount. When all bets have the same gain and alternatives of betting exist such that the relevant plays are feasible, the following results are obtained. For unfavorable games, a bold type of policy is shown to be optimal. A timed type of policy is shown to be best within a restricted class of policies for favorable games. In general, optimal policies contain multiple bets. Based on a numerical example, this is established for roulette also.

The paper starts with a simple direct proof that . A new formula is given for the shape-density for a triangle whose vertices are i.i.d.-uniform in a compact convex set K, and an exact evaluation of that shape-density is obtained when K is a circular disk. An (x, y)-diagram for an auxiliary shape-density is then introduced. When K = circular disk, it is shown that is virtually constant over a substantial region adjacent to the relevant section of the collinearity locus, large enough to contain the work-space for most collinearity studies, and particularly appropriate when the ‘strip’ method is used to assess near-collinearity.

A linear mosaic is a process of random line segments distributed according to a Poisson process. This paper presents a wide-ranging treatment of limit theory for the two major macroscopic properties of a linear mosaic: total vacancy, and total number of spacings (or clumps). These quantities do not admit an explicit, exact treatment, and are perhaps most informatively studied by means of limit theory. We permit segment length to have a general distribution, and study the implications of tail properties of this distribution. Necessary and sufficient conditions are given for vacancy on an interval [0, t] to admit a normal approximation as t →∞. An approximate formula is provided for the probability of complete coverage, in the case of general segment length distribution. In all cases, properties of vacancy and number of spacings are studied together, by means of joint limit theorems, rather than individually, as in some earlier work.

In this paper we define and analyze a class of cumulative shock models associated with a bivariate sequence {Xn, Yn}∞n=0 of correlated random variables. The {Xn} denote the sizes of the shocks and the {Yn} denote the times between successive shocks. The system fails when the cumulative magnitude of the shocks exceeds a prespecified level z. Two models, depending on whether the size of the nth shock is correlated with the length of the interval since the last shock or with the length of the succeeding interval until the next shock, are considered. Various transform results and asymptotic properties of the system failure time are obtained. Further, sufficient conditions are established under which system failure time is new better than used, new better than used in expectation, and harmonic new better than used in expectation.

For a large electricity grid comprising many units (plants) of various types, such as coal, oil, nuclear, hydro, etc., with known unreliabilities (outage rates) we study the optimal (i.e. the cheapest) total capacity, or numbers, of each type of unit. Existing treatments of the problem involve numerical methods and approximations of unknown accuracy. For a range of cases, we find explicit solutions. This extends the known explicit solutions, which are confined to completely reliable units. The cases we analyse are (I) a demand (load) which has a shifted Rayleigh distribution—a good approximation to the real load-duration curve—with some restriction on reliability (big units are more reliable) and (II) an exponential load distribution—which is unrealistic—with no restrictions on reliability. In both cases, the solutions reduce to transformed versions of the exact solutions for totally reliable units and, like the latter, can be exhibited by means of a cost polygon.

This paper is a continuation of the study of a class of queueing systems where the queue-length process embedded at basic transition points, which consist of ‘arrivals’, ‘departures’ and ‘feedbacks’, is a Markov renewal process (MRP). The filtering procedure of Çinlar (1969) was used in [12] to show that the queue length process embedded separately at ‘arrivals’, ‘departures’, ‘feedbacks’, ‘inputs’ (arrivals and feedbacks), ‘outputs’ (departures and feedbacks) and ‘external’ transitions (arrivals and departures) are also MRP. In this paper expressions for the elements of each Markov renewal kernel are derived, and thence expressions for the distribution of the times between transitions, under stationary conditions, are found for each of the above flow processes. In particular, it is shown that the inter-event distributions for the arrival process and the departure process are the same, with an equivalent result holding for inputs and outputs. Further, expressions for the stationary joint distributions of successive intervals between events in each flow process are derived and interconnections, using the concept of reversed Markov renewal processes, are explored. Conditions under which any of the flow processes are renewal processes or, more particularly, Poisson processes are also investigated. Special cases including, in particular, the M/M/1/N and M/M/1 model with instantaneous Bernoulli feedback, are examined.

In this paper we study a multi-channel queueing model of type with N waiting places and a non-recurrent input flow dependent on queue length at the time of each arrival. The queue length is treated as a basic process. We first determine explicitly the limit distribution of the embedded Markov chain. Then, by introducing an auxiliary Markov process, we find a simple relationship between the limiting distribution of the Markov chain and the limiting distribution of the original process with continuous time parameter. Here we simultaneously combine two methods: solving the corresponding Kolmogorov system of the differential equations, and using an approach based on the theory of semi-regenerative processes. Among various applications of multi-channel queues with state-dependent input stream, we consider a closed single-server system with reserve replacement and state-dependent service, which turns out to be dual (in a certain sense) in relation to our model; an optimization problem is also solved, and an interpretation by means of tandem systems is discussed.