Related papers: Loss systems in a random environment
We consider a two station cascade system in which waiting or externally arriving customers at station $1$ move to the station $2$ if the queue size of station $1$ including a customer being served is greater than a given threshold level…
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…
The paper considers a queueing system with limited processor sharing. No more than n jobs may be served simultaneously. This system may be used for modeling bandwidth sharing in wireless communication systems and processes of service in…
We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…
Event-driven imagers and sensor arrays commonly employ asynchronous arbiter trees with a synchronous acknowledge to serialize requests. We present an analytical framework that models the root as an \(M/D/1\) queue with deterministic quantum…
We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…
The main target of this paper is to present the Markov chain C that, not giving explicitly the queue lengths stationary probabilities, has the necessary information to its determination for open networks of queues with several classes of…
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…
The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…
We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…
This paper considers the mean waiting times in discrete-time preemptive-resume and nonpreemptive priority single-server queues fed by K independent batch Markovian arrival streams with geometrically distributed idle periods. While being…
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…
We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows non-renewal external arrival…
It is interesting and challenging to study double-ended queues with First-Come-First-Match discipline under customers' impatient behavior and non-Poisson inputs. The system stability can be guaranteed by the customers' impatient behavior,…
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…
In this paper we consider a single-server, cyclic polling system with switch-over times and Poisson arrivals. The service disciplines that are discussed, are exhaustive and gated service. The novel contribution of the present paper is that…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…