Block replacement policy, under which items are replaced at constant intervals of time and at failure, is wasteful because sometimes almost new items are also replaced. In order to eliminate this kind of waste, the following replacement policy is suggested.

(1) Items are exchanged for new items at time kT (k ··· 1, 2, …).

(2) If items fail in [(k – 1) T, kT – v), they are replaced by new items, and if in [kT – v, kT), they are replaced by used items.

The results of this ‘extended block replacement policy with used items' are studied for the Erlang lifetime distribution.

We show that if the increment distribution of a renewal process has some convolution non-singular with respect to Lebesgue measure, then the skeletons of the forward recurrence time process are φ-irreducible positive recurrent Markov chains. Known convergence properties of such chains give simple proofs of uniform versions of some old and new key renewal theorems; these show in particular that non-singularity assumptions on the increment and initial distributions enable the assumption of direct Riemann integrability to be dropped from the standard key renewal theorem. An application to Markov renewal processes is given.

Suppose given an absolutely continuous distribution on the plane, and points Pi, · · ·, Pj, Πt, · · ·, Πk chosen independently according to the given distribution. Denoting by Gj the convex hull of {Pi, · · ·, Pj}, and by Γk the convex hull of (Πt, · · ·, Πk}, and writing pjk for the probability that Gj and Γk are disjoint, certain properties of the array {pjk; j, k = 1,2, · · ·} are established, including a recurrence generating the array in terms of {p1n; n = 1,2, · · ·}, and asymptotic results for {pnn; n = 1,2, · · ·}. Some examples are considered.

Nelson [9], [10] has computed the generating function of return probabilities to the initial state for a particular Markov chain on permutations of three objects. The formula obtained is

The present paper studies three distinct Markov chains generalizing the Nelson chain: the so-called three-coloured chain, with some birth-and-death processes on ℤ as a particular case, a chain on a graph close to the graph of the edges of a cube, and the daisy library. Two other themes piece together these chains: the notion of coloured chain and the technique of computation by additive processes.

The moments of the random proportion of a fixed set that is covered by a random set (moments of coverage) are shown to converge under very general conditions to the probability that the fixed set is almost everywhere covered by the random set. Moments and coverage probabilities are calculated for several cases of random arcs of random sizes on the circle. When comparing arc length distributions having the same expectation, it is conjectured that if one concentrates more mass near that expectation, the corresponding coverage probability will be smaller. Support for this conjecture is provided in special cases.

If A and K are compact convex sets in ℝn, a Steiner-type formula is valid for the erosion of A by K if and only if A is open with respect to K. The if part is proved in the general case. The only if part is conjectured, and proved only in the case n = 2.

The Palasti conjecture on the asymptotic mean proportion of coverage is verified for the sequential random packing of rectangular cars with sides parallel to rectangular boundaries in the models of Rényi and Solomon. The extension to n dimensions is given. An extension to a random car size model is indicated.

A cyclic queueing network with two servers and a finite number of customers is studied. The service times for server 1 form an earma(1,1) process (exponential mixed autoregressive moving average process both of order 1) which is a sequence of positively correlated exponential random variables; the process in general is not Markovian. The service times for the other server are independent with a common exponential distribution. Limiting results for the number of customers in queue and the virtual waiting time at server 1 are obtained. Comparisons are made with the case of independent exponential service times for server 1.

This paper is concerned with the optimality equation for the average costs in a denumerable state semi-Markov decision model. It will be shown that under each of a number of recurrency conditions on the transition probability matrices associated with the stationary policies, the optimality equation has a bounded solution. This solution indeed yields a stationary policy which is optimal for a strong version of the average cost optimality criterion. Besides the existence of a bounded solution to the optimality equation, we will show that both the value-iteration method and the policy-iteration method can be used to determine such a solution. For the latter method we will prove that the average costs and the relative cost functions of the policies generated converge to a solution of the optimality equation.

Motivated by problems in the analysis of spatial data, we prove some general Poisson limit theorems for the U-statistics of Hoeffding (1948). The theorems are applied to tests of clustering or collinearities in plane data; nearest neighbour distances are also considered.

Families of heavily dissociated random variables are defined and discussed. These include families of the form g(Yi, Yj) for some suitable function g of two arguments and independent uniformly distributed random variables Y1, Y2, ··· on the circle, the torus or the sphere. The weak convergence of the empirical distribution process is discussed. The particular case of distances between pairs of observations on the circle is considered in greater detail.

This paper studies a discrete-time, single-server queueing model having a compound Poisson input with time-dependent parameters and a general service time distribution.

All major transient characteristics of the system can be calculated very easily. For the queueing model with periodic arrival function, some explicit results are obtained.

An approximation for the average delay in queue of an entering customer is presented for the M/G/K queuing model with finite capacity. The approximation is obtained by means of an approximation relating a joint distribution of remaining service time to the equilibrium service distribution.

The distribution of the length of random secants through a convex region is formulated in terms of the intersection volume of the convex region with its translated self. This method allows a more straightforward approach to calculating secant-length distributions for various measures of randomness. The results are applied to calculating the transit-time distribution of particles traversing a convex region. Several examples are given.

One of the major difficulties in attempting to apply known queueing theory results to real problems is that almost always these results assume a time-stationary Poisson arrival process, whereas in practice the actual process is almost invariably non-stationary. In this paper we consider single-server infinite-capacity queueing models in which the arrival process is a non-stationary process with an intensity function ∧(t), t ≧ 0, which is itself a random process. We suppose that the average value of the intensity function exists and is equal to some constant, call it λ, with probability 1.

We make a conjecture to the effect that ‘the closer {∧(t), t ≧ 0} is to the stationary Poisson process with rate λ ' then the smaller is the average customer delay, and then we verify the conjecture in the special case where the arrival process is an interrupted Poisson process.

For fixed accuracy functions, let Gnm be a discrete-fire (silent, noisy, or silent-noisy) duel in which the amounts of ammunition available to the two players are n and m, respectively. As n and m both become large, a class of ‘ε -optimal' pure strategies (with support (anm, 1)) is derived. If vnm denotes the value of Gnm, the asymptotic relationships among the quantities n, m, vnm, and anm are investigated.

A birth process is studied in which the birth rate at any time is a function of the difference between the current population size and a target corresponding to unit growth rate. If this controlling function is a decreasing function of its argument a stabilizing effect is to be expected. By supposing that the controlling function varies very slowly, series expansions for the properties of the process are obtained, the leading term corresponding to a diffusion approximation. The sequence of births considered as a point process of controlled variability is examined and approximations to the interval distribution and covariance density obtained.

In the chemistry of some chain molecules, adjacent monomeric side groups can form dimers. Here a Markov chain model is developed for irreversible formation of dimers. Closed form expressions for the finite time expected numbers of sequences of unreacted monomers of various lengths (number of monomers) are given. The relation between this model and the parking problem is discussed.

A device is subject to a sequence of shocks occurring randomly at times n = 1, 2, ⃛. At each point in time, shocks occur according to a Poisson distribution with parameter λ. Shocks cause damage and damage accumulates additively. They can cause the device to fail, and the probability of such a failure depends on the accumulated damage. Failure occurs because of shocks and can occur only at times n = 1, 2, ⃛. The device can be replaced before or at failure. If the device fails it is immediately replaced at a fixed cost. Replacement before failure can only occur at times n = 1, 2, ⃛, and is done at a lower cost depending on the amount of accumulated damage at replacement. In this paper we determine the optimal replacement policy that minimizes the expected cost per unit time.

Explicit results are found for average delays and average lengths of red and green phases for a realistic continuous-time model of a two-street intersection operating with vehicle-actuated controls. The assumed arrival processes satisfactorily model both the random ‘bunch-gap' structure of traffic and the fact that vehicles have non-zero length.