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New recursive equations designed for the G/G/m queue are presented. These equations describe the queue in terms of recursions for the arrival and departure times of customers, and involve only the operations of maximum, minimum and…

Optimization and Control · Mathematics 2012-10-23 Nikolai Krivulin

Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…

Performance · Computer Science 2019-06-25 Tuan Phung-Duc

Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…

Numerical Analysis · Mathematics 2012-11-30 Sergei M. Ermakov , Nikolai K. Krivulin

In this note we consider several kind of partition functions of one-dimensional models with nearest - neighbor interactions $I_n, n\in \mathbf{Z}$ and spin values $\pm 1$. We derive systems of recursive equations for each kind of such…

Dynamical Systems · Mathematics 2009-04-07 U. A. Rozikov

We examine a generalised queuing model which we call the G/G/n/G/+ model, which encompasses the G/G/n and G/G/n/s models as special cases. Our model accommodates useful generalisations in user behaviour and limitations on the facilities for…

Computation · Statistics 2021-11-16 Ben O'Neill

The application of the max-algebra to describe queueing systems by both linear scalar and vector equations is discussed. It is shown that these equations may be handled using ordinary algebraic manipulations. Examples of solving the…

Optimization and Control · Mathematics 2012-10-23 Nikolai K. Krivulin

Motivated by queueing applications, we study various reflected autoregressive processes with dependencies. Amongst others, we study cases where the interarrival and service times are proportionally dependent with additive and/or subtracting…

Probability · Mathematics 2023-10-03 Ioannis Dimitriou , Dieter Fiems

Priority queues with parallel access are an attractive data structure for applications like prioritized online scheduling, discrete event simulation, or branch-and-bound. However, a classical priority queue constitutes a severe bottleneck…

Data Structures and Algorithms · Computer Science 2014-11-06 Hamza Rihani , Peter Sanders , Roman Dementiev

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

The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In transportation and other types of facilities, various queues arise when the demands of service are higher than the supplies, and many point and fluid queue models have been proposed to study such queueing systems. However, there has been…

Dynamical Systems · Mathematics 2014-05-30 Wen-Long Jin

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Performance · Computer Science 2022-02-18 Michael Mitzenmacher , Matteo Dell'Amico

Polling systems have been widely studied, however most of these studies focus on polling systems with renewal processes for arrivals and random variables for service times. There is a need driven by practical applications to study polling…

Performance · Computer Science 2020-08-04 Jin Xu , Natarajan Gautam

Queueing-inventory systems are integrated systems consisting of two emerging fields in applied probability, namely "Queues" and "Inventory". In this paper, we present a comprehensive review of the theory and applications of…

Probability · Mathematics 2023-09-20 Salini K , Arya P S , Manikandan Rangaswamy

Serial and parallel algorithms for simulation of tandem queueing systems with infinite buffers are presented, and their performance is examined. It is shown that the algorithms which are based on a simple computational procedure involve low…

Numerical Analysis · Mathematics 2012-10-25 Sergei M. Ermakov , Nikolai K. Krivulin

In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing…

Probability · Mathematics 2010-09-08 Pascal Moyal

The paper discusses several extensions of the recursive representation of the flow shop scheduling problem. It is shown that recursive functions make it possible to describe multiple extensions in a single problem. The paper considers…

Optimization and Control · Mathematics 2026-03-13 Boris Kupriyanov , Alexander Lazarev , Alexandr Roschin , Frank Werner

Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…

Trading and Market Microstructure · Quantitative Finance 2014-09-05 Weibing Huang , Charles-Albert Lehalle , Mathieu Rosenbaum

Computational models are quantitative representations of systems. By analyzing and comparing the outputs of such models, it is possible to gain a better understanding of the system itself. Though as the complexity of model outputs…

Machine Learning · Computer Science 2022-12-13 Colin G. Cess , Stacey D. Finley

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)…

Methodology · Statistics 2019-06-28 Iker Perez , Giuliano Casale
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