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A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…

Probability · Mathematics 2019-08-06 Lasse Leskelä , Hoa Ngo

A simple but powerful network model with $n$ nodes and $m$ partly overlapping layers is generated as an overlay of independent random graphs $G_1,\dots,G_m$ with variable sizes and densities. The model is parameterised by a joint…

Probability · Mathematics 2020-11-04 Mindaugas Bloznelis , Lasse Leskelä

We consider the Busemann process in planar directed first passage percolation. We extend existing techniques to establish the existence of the process in our setting and determine its distribution in a number of integrable models. As…

Probability · Mathematics 2025-10-23 Sam McKeown

New recursive estimators for computing higher-order derivatives of mean queueing time from a single sample path of a first-come, first-served single-server queue are presented, derived using the well-known Lindley equation and applying the…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Michael C. Fu

We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…

Probability · Mathematics 2022-03-08 Ioannis Dimitriou

We consider the $M/M/1$-PS queue with processor sharing. We study the conditional sojourn time distribution of an arriving customer, conditioned on the number of other customers present. A new formula is obtained for the conditional sojourn…

Probability · Mathematics 2010-03-16 Qiang Zhen , Charles Knessl

We consider the coupling of a single server queue and a storage model defined as a Queue/Store model in Draief et al. 2004. We establish that if the input variables, arrivals at the queue and store, satisfy large deviations principles and…

Probability · Mathematics 2007-05-23 Moez Draief

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

We discuss the order of the variance on a lattice analogue of the Hammersley process with boundaries, for which the environment on each site has independent, Bernoulli distributed values. The last passage time is the maximum number of…

Probability · Mathematics 2017-12-19 Federico Ciech , Nicos Georgiou

We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…

Probability · Mathematics 2021-11-23 Sarat Babu Moka , Yoni Nazarathy , Werner Scheinhardt

Many random growth models have the property that the set of discovered sites, scaled properly, converges to some deterministic set as time grows. Such results are known as shape theorems. Typically, not much is known about the shapes. For…

Machine Learning · Statistics 2020-06-26 Sebastian Rosengren

In this paper, we display methods for the computation of convergence and perturbation bounds for $M_t/M_t/1$ system with balking, catastrophes, server failures and repairs. Based on the logarithmic norm of linear operators, the bounds on…

Probability · Mathematics 2020-06-12 Alexander Zeifman , Yacov Satin , Ivan Kovalev , Sherif I. Ammar

In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…

Probability · Mathematics 2007-07-31 Pablo A. Ferrari , James B. Martin

Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…

Numerical Analysis · Mathematics 2012-11-27 N. K. Krivulin

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…

Probability · Mathematics 2025-07-15 G. D'Onofrio , F. Polito , Z. Tomovski

We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact…

Statistical Mechanics · Physics 2015-06-03 Lauren A. Ball , Alfred C. K. Farris , Stefan Boettcher

The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total expected square loss is a particularly interesting…

Statistics Theory · Mathematics 2007-07-16 Jan Poland , Marcus Hutter

Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…

Probability · Mathematics 2025-04-25 Bernardo D'Auria , Ivo J. B. F. Adan , René Bekker , Vidyadhar Kulkarni

We introduce and study derivatives in first-passage percolation with edge weights given by i.i.d. random variables supported on ${a,b}$. We show that the variance of the passage time can be expressed in terms of these derivatives. We…

Probability · Mathematics 2026-05-14 Ivan Matic , Rados Radoicic , Dan Stefanica

In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…

Probability · Mathematics 2014-08-04 Marko Boon , Sandra van Wijk , Ivo Adan , Onno Boxma