Related papers: Regenerative Simulation for Queueing Networks with…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…
Recently, generative machine-learning models have gained popularity in physics, driven by the goal of improving the efficiency of Markov chain Monte Carlo techniques and of exploring their potential in capturing experimental data…
Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…
We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…
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.…
This paper proposes a Mixture Density Network specifically designed for forecasting time series that exhibit locally explosive behavior. By incorporating skewed t-distributions as mixture components, our approach offers enhanced flexibility…
This paper presents an extension of Naor's analysis on the join-or-balk problem in observable M/M/1 queues. While all other Markovian assumptions still hold, we explore this problem assuming uncertain arrival rates under the…
A new modelling approach for the analysis of weighted networks with ordinal/polytomous dyadic values is introduced. Specifically, it is proposed to model the weighted network connectivity structure using a hierarchical multilayer…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
Service system dynamics occur at the interplay between customer behaviour and a service provider's response. This kind of dynamics can effectively be modeled within the framework of queuing theory where customers' arrivals are described by…
A Markovian single-server queue is studied in an interactive random environment. The arrival and service rates of the queue depend on the environment, while the transition dynamics of the random environment depends on the queue length. We…
In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…
Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…
We study ergodic properties of Markovian multiclass many-server queues which are uniform over scheduling policies, as well as the size n of the system. The system is heavily loaded in the Halfin-Whitt regime, and the scheduling policies are…
In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
We investigate the performance of multihop-intervehicular communication systems with regenerative and nonregenerative relaying. We consider the so-called "n*Rayleigh distribution" as an adequate multipath fading channel model for…
Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…
To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…