# Questions tagged [probability-theory]

For questions on the mathematical modeling of processes with randomized outcomes.

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### Supremum of a probabilistic function with ambiguity distribution set using Wasserstein metric

There is a proof of how to derive distributionally robust chance constraints with ellipsoid bound. $$\inf_{\mathbb{P}\in\mathcal{D}^{WD}} \mathbb{P}\{\|\mathbf{A\zeta-b}\|_2 \leq 1\} \geq 1-\epsilon$$ ...
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### Service probability for M/M/c queue for reneging where reneging time is a function of service time

There is an M/M/1 (getting a result for M/M/c is ideal) queue with arrival rate ๐ and service rate ๐ and participants can renege. However, the difference between normal reneging settings (constant ...
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### Service probability for M/M/1 queue with reneging

Consider an M/M/1 queue with arrival rate $\lambda$ and service rate $\mu$, where participants renege after a random amount of time which follows an exponential distribution with mean $\tau$. We ...
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1 vote
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### Markov Chain - Stationary or Borderline distribution [closed]

I have a Markov chain problem below, where : The problem An urn initially contains 3 black balls and 1 red ball. The balls are indistinguishable to the touch. One ball is randomly drawn. If this ball ...
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### Is it necessary to study rigorous math courses in OR?

I am a business student with engineering background and I am studying papers published in some journals like Management Science, Operations Research, Math of OR and they use some notations and ...
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### Queuing Theoretic Model with Memory

Consider a telephone company which receives call request at some arrival rate and serves each request with some service rate. This can be modeled using a Poisson Process. However I wish to model the ...
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### Reference for "expectation preserves convexity"

It is well known that expectation preserves convexity: If $f(x)$ is convex and $Y$ is a random variable, then $\mathbb E[f(x-Y)]$ is convex. This property arises in, for example, inventory theory. I ...
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In a continuous-review $(r,Q)$ inventory system under a type-1 service level constraint, if the demand per unit time is distributed as $N(\mu,\sigma^2)$ and the lead time, $L$, is a constant, then the ...