We consider the situation when vehicles in a minor road try to cross a major road. The relation between the distributions of the critical, offered and accepted gaps is studied. Estimates of the critical gap distribution from observations of offered and accepted gaps are given and also studied in some simulation examples.

It is well known that, in a Bienaymé-Galton–Watson process (Zn) with 1 < m = EZ1 < ∞ and EZ1 log Z1 <∞, the sequence of random variables Znm –n converges a.s. to a non–degenerate limit. When m =∞, an analogous result holds: for any 0< α < 1, it is possible to find functions U such that α n U (Zn) converges a.s. to a non-degenerate limit. In this paper, some sufficient conditions, expressed in terms of the probability generating function of Z1 and of its distribution function, are given under which a particular pair (α, U) is appropriate for (Zn). The most stringent set of conditions reduces, when U (x) x, to the requirements EZ1 = 1/α, EZ1 log Z1 <∞.

The paper gives the mean-time and variance-time functions of responses arising from a general type of interaction between two stationary point processes which are independent of each other. The mean-time function is obtained exactly and explicitly, thereby much improving on earlier work. A Laplace-transformed version of the variance-time function is derived under the general assumptions, and new results for the asymptotic slope and intercept are obtained when one of the point processes is renewal. Attention is drawn to the difficulties of dealing with non-renewal and non-regenerative point processes.

We introduce a versatile class of point processes on the real line, which are closely related to finite-state Markov processes. Many relevant probability distributions, moment and correlation formulas are given in forms which are computationally tractable. Several point processes, such as renewal processes of phase type, Markov-modulated Poisson processes and certain semi-Markov point processes appear as particular cases. The treatment of a substantial number of existing probability models can be generalized in a systematic manner to arrival processes of the type discussed in this paper.

Several qualitative features of point processes, such as certain types of fluctuations, grouping, interruptions and the inhibition of arrivals by bunch inputs can be modelled in a way which remains computationally tractable.

Given two independent Poisson processes 𝒜 and ℬ with rates respectively α and β (α < β) we match each point of 𝒜 with the closest point of ℬ that has not already been matched. The points of 𝒜 are taken in random order. It is shown that the point process of unmatched points of ℬ is a renewal process with the same interval distribution as the busy period of an M/M/1 queue. The distribution and moments of the distance between a typical point of 𝒜 and the corresponding matched point of ℬ are obtained. Variants of the matching process in which the assigned point of ℬ must lie to the right of the point of 𝒜, and in which the matching distance must be less than a fixed tolerance are studied. The use of matched samples to control for bias in observational studies is discussed.

We examine how much classical percolation theory on lattices can be extended to arbitrary graphs or even clutters of subsets of a finite set. In the process we get new short proofs of some theorems of J. M. Hammersley. The FKG inequality is used to get an upper bound for the percolation probability and we also derive a lower bound. In each case we characterise when these bounds are attained.

We provide a probabilistic proof of the characterization of point processes (on the real line) with the order statistic property. The characterization is used to investigate the homogeneity of such processes and is also related to the martingale theory associated with point processes.

This paper is concerned with the asymptotic theory of estimates of an unknown parameter in continuous-time Markov processes, which are described by non-linear stochastic differential equations. The maximum likelihood estimate and the minimum contrast estimate are investigated. For these estimates strong consistency and asymptotic normality are proved. The unknown parameter is assumed to take its values either in an open or in a compact set of real numbers.

Methods of evaluating the coefficients of high powers of functions defined by power series with positive coefficients are considered. Such methods, which were originally used by Laplace, can, for example, be used to obtain asymptotic formulae for Stirling numbers. They are equivalent to using local lattice central limit theorems. An alternative method using direct numerical integration on a contour integral giving the required coefficient is described. Exact bounds for the accuracy of this method can often be obtained by considerations of the unimodality of discrete distributions. The results are illustrated using convolutions of the rectangular and logarithmic distributions.

Let Y1, Y2, · ·· be a sequence of independent, identically distributed random variables, g some symmetric 0–1 function of m variables and set Silverman and Brown (1978) have shown that under certain conditions the statistic is asymptotically distributed as a Poisson random variable. They then use this result to derive limit distributions for various statistics, useful in the analysis of spatial data. In this paper, it is shown that Silverman and Brown's theorem holds under much weaker assumptions; assumptions which involve only the symmetry of the joint distributions of the Xil…im.

A simple condition (the ‘bridging condition') is given for a Markov decision problem with non-negative costs to enjoy the regularity properties enunciated in Theorem 1. The bridging condition is sufficient for regularity, and is not far from being necessary, in a sense explained in Section 2. In Section 8 we consider the different classes of terminal loss functions (domains of attraction) associated with different solutions of (14). Some conjectures concerning these domains of attraction are either proved, or disproved by counter-example.

A definition of ESS (evolutionarily stable strategy) is suggested for games in which there are two types of player, each with its own set of strategies, and the fitness of any strategy depends upon the strategy mix, of both types, in the population as a whole. We check that the standard ESS results hold for this definition and discuss a mate-desertion model which has appeared in the literature in which the two types are male and female.

We consider the situation in which the decision-maker is allowed to have two choices and he must choose both the best and the second best from a group of N applicants. The optimal stopping rule and the maximum probability of choosing both of them are derived.

A stochastic version of the logistic model for population growth is considered, and the general form of an optimal policy is found for hunting the population so as to maximise the long-term average number of captures per unit time. This optimal policy is described by a critical population size x∗such that it is optimal to hunt if and only if the population size is greater than or equal to x∗. Methods of determining x∗for given parameter values are provided, and some properties of the optimal policy as the population size tends to infinity are proved.

The p-content of the p-parallelotope ∇p, n determined by p independent isotropic random points z1, …, zp in ℝn (1 < p ≦ n) can be expressed as a product of independent variates in two ways, by successive orthogonal projection onto linear subspaces and by radial projection of the points, enabling calculation of the actual distribution as well as the moments of ∇p, n. This is done explicitly in several cases. The results also have interest in multivariate statistics.

In this article we give limiting results for arrays {Xij (m, n) (i, j) Dmn} of binary random variables distributed as particular types of Markov random fields over m x n rectangular lattices Dmn. Under some sparseness conditions which restrict the number of Xij (m, n)'s which are equal to one we show that the random variables (l = 1, ···, r) converge to independent Poisson random variables for 0 < d1 < d2 < · ·· < dr when m→∞ nd∞. The particular types of Markov random fields considered here provide clustering (or repulsion) alternatives to randomness and involve several parameters. The limiting results are used to consider statistical inference for these parameters. Finally, a simulation study is presented which examines the adequacy of the Poisson approximation and the inference techniques when the lattice dimensions are only moderately large.

Some properties of the Voronoi polygon associated with a moving particle in a regular tessellation are studied. In particular, the area of the variable polygon has played a relevant role in previous studies on plant competition, animal predation, adjustment of the sex ratio in bisexual populations and the gregarious behaviour of animal species.

Using the theory of point processes, we give a formal treatment to queueing processes in the steady state. Based on this result, we obtain invariance relations between several quantities in G/G/c queues. As applications, the finiteness of their moments is discussed for G/G′/c queues. The basic results and notations used in this paper are contained in the author's previous paper (Miyazawa (1977)).

An expression for the characteristic function of a stationary filtered renewal process with a two-sided impact function is derived, and formulae for the moments are obtained.

Let ·be a sequence of k -dimensional i.i.d. random vectors and define the first-passage times for where (cvτ)v, τ= 1,· ··,k is the covariance matrix of In this paper the weak convergence of Zn in (D[0, ∞))k is proved under the assumption (0,∞) for all v = 1, ···, k. We deduce the result from the Donsker invariance principle by means of Theorem 5.5 of Billingsley (1968). This method is also used to derive a limit theorem for the first-exit time Mn = min{Nnt for fixed t1,···, tk > 0. The second result is an extension of a theorem of Hunter (1974) whose method of proof applies only if Ρ (ξ1 [0,∞)k) = 1 and μ ν = tv for all v = 1, ···, k.