Related papers: Heavy-traffic asymptotic formulas for the multicla…
We consider a single-server GI/GI/1 queueing system with feedback. We assume the service times distribution to be (intermediate) regularly varying. We find the tail asymptotics for a customer's sojourn time in two regimes: the customer…
The paper studies the asymptotic behaviour of weighted functionals of long-range dependent data over increasing observation windows. Various important statistics, including sample means, high order moments, occupation measures can be given…
The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…
Exact mean field equations are derived analytically to give the fundamental diagrams, i.e., the average speed - car density relations, for the Fukui-Ishibashi one-dimensional traffic flow cellular automaton model of high speed vehicles…
Using renormalization group techniques we have derived analytic formulae for the next-to-leading order heavy-quark coefficient functions in deep inelastic lepton hadron scattering. These formulae are only valid in the kinematic regime Q^2…
Motivated by applications to insurance mathematics, we prove some heavy-traffic limit theorems for process which encompass the fractionally integrated random walk as well as some FARIMA processes, when the innovations are in the domain of…
Let $F(x)= \sum_{\nu\in\NN^d} F_\nu x^\nu$ be a multivariate power series with complex coefficients that converges in a neighborhood of the origin. Assume $F=G/H$ for some functions $G$ and $H$ holomorphic in a neighborhood of the origin.…
In this paper, we obtain sharp asymptotic formulas with error estimates for the Mellin convolution of functions, and use these formulas to characterize the asymptotic behavior of marginal distribution densities of stock price processes in…
In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…
The present paper proposes a novel interpretation of the widely scattered states (called synchronized traffic) stimulated by Kerner's hypotheses about the existence of a multitude of metastable states in the fundamental diagram. Using…
In this study, the intermittency behavior of emitted particles produced in heavy ion collisions has been studied using both modes (default $\&$ string melting) of A Multi Phase Transport (AMPT) model-generated data. We adopted one of the…
The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…
This paper considers a population process on a dynamically evolving graph, which can be alternatively interpreted as a queueing network. The queues are of infinite-server type, entailing that at each node all customers present are served in…
In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour of the workload buffer…
We consider the problem of a semiclassical description of quantum chaotic transport, when a tunnel barrier is present in one of the leads. Using a semiclassical approach formulated in terms of a matrix model, we obtain transport moments as…
In this paper, we present our work on clustering and prediction of temporal dynamics of global congestion configurations in large-scale road networks. Instead of looking into temporal traffic state variation of individual links, or of small…
By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…
For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…
The distribution of finite time observable averages and transport in low dimensional Hamiltonian systems is studied. Finite time observable average distributions are computed, from which an exponent $\alpha$ characteristic of how the…