Related papers: Series Jackson networks and non-crossing probabili…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
We consider the down/up crossing property of weighted Markov branching processes. The joint probability distribution of multi crossing numbers of such processes are obtained. In particular, for Markov branching processes, the probability…
We study growing open Jackson networks where each station is a single-server queue that follows the first-come first-served discipline with Poisson arrivals and exponentially distributed service times, characterized by node-specific rates.…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…
In parallel-server systems with a single stream of arrivals (a.k.a. load balancing), Join-the-Shortest-Queue (JSQ) is a popular routing algorithm. There is extensive literature studying this system in various asymptotic regimes, but all…
This paper considers a multiclass processor-sharing queue with feedback. Jobs arrive according to renewal processes, and service times follow general distributions. Upon service completion, jobs may either depart the system or re-enter as a…
This is a survey paper about reciprocal processes. The bridges of a Markov process are also Markov. But an arbitrary mixture of these bridges fails to be Markov in general. However, it still enjoys the interesting properties of a reciprocal…
Jackson queuing networks have a lot of practical applications, mainly in services and technologic devices. For the first case, an example are the healthcare networks and, for the second, the computation and telecommunications networks.…
Quasi-birth-and-death (QBD) processes with infinite ``phase spaces'' can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the ``phase'' giving the state of…
We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…
We introduce a non-equilibrium discrete-time random walk model on multiplex networks, in which at each time step the walker first undergoes a random jump between neighboring nodes in the same layer, and then tries to hop from one node to…
Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…
We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival…
The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e. subunitary nominal workload at every station) entails…
In many cognitive radio applications, there are multiple types of message queues. Existing queueing analysis works in underlay CR networks failed to discuss packets heterogeneity. Therefore high priority packets with impatient waiting time…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ with increments $(1,0)$, $(-1,0)$, $(0,1)$ and $(0,-1)$; $X$ represents, at arrivals and service completions, the lengths of two queues working in parallel whose service and…