Related papers: L\'evy-driven polling systems and continuous-state…
We introduce flows of branching processes with competition, which describe the evolution of general continuous state branching populations in which interactions between individuals give rise to a negative density dependence term. This…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…
Queueing systems with a single server in which customers wait to be served at a finite number of distinct locations (buffers/queues) are called discrete polling systems. Polling systems in which arrivals of users occur anywhere in a…
A Lindley process arises from classical studies in queueing theory and it usually reflects waiting times of customers in single server models. In this note we study recurrence of its higher dimensional counterpart under some mild…
The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…
In this paper we consider storage and inventory systems. Our aim is to apply and review main results of the fluctuation theory of stochastic processes in the context of storage and inventory modeling. We describe systems where the inflow is…
This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
We consider many-server queueing systems with heterogeneous exponential servers and renewal arrivals. The service rate of each server is a random variable drawn from a given distribution. We develop a framework for analyzing the heavy…
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…
We consider a model describing the waiting time of a server alternating between two service points. This model is described by a Lindley-type equation. We are interested in the time-dependent behaviour of this system and derive explicit…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
We consider a model for a queue in which only a fixed number $N$ of customers can join. Each customer joins the queue independently at an exponentially distributed time. Assuming further that the service times are independent and follow an…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
Our goal is to estimate the characteristic exponent of the input to a L\'evy-driven storage system from a sample of equispaced workload observations. The estimator relies on an approximate moment equation associated with the…
In the $d$-dimensional turnstile streaming model, a frequency vector $\mathbf{x}=(\mathbf{x}(1),\ldots,\mathbf{x}(n))\in (\mathbb{R}^d)^n$ is updated entry-wisely over a stream. We consider the problem of $f$-moment estimation, where one…
In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class customers in the first queue. Customers of each queue are served…
We consider a two-queue polling model with switch-over times and $k$-limited service (serve at most $k_i$ customers during one visit period to queue $i$) in each queue. The major benefit of the $k$-limited service discipline is that it -…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…