Related papers: A recursive equations based representation for the…
We derive recursive equations for the characteristic numbers of rational nodal plane curves with at most one cusp, subject to point conditions, tangent conditions and flag conditions, developing techniques akin to quantum cohomology on a…
In this article, we delve into the applications and extensions of the queue-reactive model for the simulation of limit order books. Our approach emphasizes the importance of order sizes, in conjunction with their type and arrival rate, by…
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…
A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multi-class…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
Recurrence equations have played a central role in static cost analysis, where they can be viewed as abstractions of programs and used to infer resource usage information without actually running the programs with concrete data. Such…
We provide power series approximations for a structured batch arrival single server retrial system with two infinite capacity weighted fair orbit queues, i.e., the re-transmission rate of an orbit depends on the state of the other orbit…
A recursion operator is constructed for a new integrable system of coupled Korteweg - de Vries equations by the method of gauge-invariant description of zero-curvature representations. This second-order recursion operator is characterized…
This paper introduces a general model of a single-lane roundabout, represented as a circular lattice that consists of $L$ cells, with Markovian traffic dynamics. Vehicles enter the roundabout via on-ramp queues that have stochastic arrival…
We study a single station two-stage reneging queue with Poisson arrivals, exponential services, and two levels of exponential reneging behaviors, extending the popular Erlang A model that assumes a constant reneging rate. We derive…
Two models of a queue are proposed: a human queue and two lines of vehicles before a narrowing. In both models, a queuer tries to evaluate his waiting time, taking into account the delay caused by intruders who jump to the queue front. As…
Representing the trajectories of mobile objects is a hot topic from the widespread use of smartphones and other GPS devices. However, few works have focused on representing trips over public transportation networks (buses, subway, and…
We consider a strategic M/M/1 queueing model under a first-come-first-served regime, where customers are split into two classes and class $A$ has priority over class $B$. Customers can decide whether to join the queue or balk, and, in case…
We calculate asymptotics of the distribution of the number of customers in orbit in a two-class priority retrial $M/G/1$-type queueing model. In this model, priority customers wait in line while non-priority customers join an orbit and…
We establish a recursive representation that fully decouples jumps from a large class of multivariate inhomogeneous stochastic differential equations with jumps of general time-state dependent unbounded intensity, not of L\'evy-driven type…
A recursive calculational scheme is developed for matrix elements in the generalized seniority scheme for the nuclear shell model. Recurrence relations are derived which permit straightforward and efficient computation of matrix elements of…
For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…
We study properties of quantum strategies, which are complete specifications of a given party's actions in any multiple-round interaction involving the exchange of quantum information with one or more other parties. In particular, we focus…
Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…
In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…