Related papers: Queues and risk processes with dependencies
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…
This paper presents a novel model for bivariate stochastic fluid processes that incorporate a ruin-dependent behavioral switch. Unlike typical models that assume a shared underlying process, our model allows each process to operate…
Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate…
We introduce a queueing system that alternates between two modes, so-called {\it working mode} and {\it vacation mode}. During the working mode the system runs as an $M^{X}/G/1$ queue. Once the number of customers in the working mode drops…
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…
We study the stability of single server retrial queues under general distribution for retrial times and stationary ergodic service times, for three main retrial policies studied in the literature: classical linear, constant and control…
We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models. The Markovian models include M/M/$\infty$, M/M/r and M/M/1+M queues with random resetting, in which a continuous-time Markov…
We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…
The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…
The theory community has proposed several new heap variants in the recent past which have remained largely untested experimentally. We take the field back to the drawing board, with straightforward implementations of both classic and novel…
A high order expansion of the renewal function is provided under the assumption that the inter-renewal time distribution is light tailed with finite moment generating function g on a neighborhood of 0. This expansion relies on complex…
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. In particular, independent L\'evy processes with dependent…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
The growth of Machine-Type Communication (MTC) increases the relevance of queuing scenarios with deterministic service times. In this letter, we present a model for queues without waiting lines and with degenerate service time distributions…
This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…
In this paper, we prove a characterization theorem on the number of losses during a busy period in $GI^X/GI^Y/1/n$ queueing systems, in which interarrival time distribution belongs to the class NWUE.
We describe a procedure to introduce general dependence structures on a set of random variables. These include order-$q$ moving average-type structures, as well as seasonal, periodic, spatial and spatio-temporal dependences. The invariant…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…
We consider two bivariate models with two-way interactions in context of risk and queueing theory. The two entities interact with each other by providing assistance but otherwise evolve independently. We focus on certain random quantities…