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Time-evolution of open, dissipative quantum system is a stochastic process that consists of a series of quantum jumps that take place at random times. Between quantum jumps quantum system idles for some time in a particular quantum state.…
This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with…
We consider optimizing average queueing delay and average power consumption in a nonpreemptive multi-class M/G/1 queue with dynamic power control that affects instantaneous service rates. Four problems are studied: (1) satisfying per-class…
A $M/M/1$ queue with catastrophes is a modified $M/M/1$ queue model for which, according to the times of a Poisson process, catastrophes occur leaving the system empty. In this work, we study a fractional $M/M/1$ queue with catastrophes,…
This paper considers a GI/GI/1 processor sharing queue in which jobs have soft deadlines. At each point in time, the collection of residual service times and deadlines is modeled using a random counting measure on the right half-plane. The…
The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
The optimal tradeoff between average service cost rate, average utility rate, and average delay is addressed for a state dependent M/M/1 queueing model, with controllable queue length dependent service rates and arrival rates. For a model…
We consider sample to sample fluctuations of the waiting time between the detection of two consecutive electrons in quasi-one-dimensional disordered conductors at zero temperature. We compute the full distribution of the mean waiting time…
In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…
We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two independent renewal processes. Whenever there is a seller and…
We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper Braverman, Dai and Miyazawa…
We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying…
We study the effect of team and hierarchy on the waiting-time dynamics of priority-queue networks. To this end, we introduce generalized priority-queue network models incorporating interaction rules based on team-execution and hierarchy in…
A dynamical system, called a binary closed chain of contours, is studied. The dynamica system belongs to the class of Buslaev networks. The system contains $N$ {\it contours.} There two cells and a particle in each contour. There two…
Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…
The Vehicle Routing Problem with pickups, deliveries and spatiotemporal service constraints ($VRPPDSTC$) is a quite challenging algorithmic problem that can be dealt with in either an offline or an online fashion. In this work, we focus on…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…
There are two contributions to the literature in this note. Firstly, we point out that under some weak conditions the result in Swensen (1986) on the remaining loads in a GI/M/$c$ queue with impatient customers, derived under the assumption…
We formulate a dynamical model for microtubules interacting with a catastrophe-inducing boundary. In this model microtubules are either waiting to be nucleated, actively growing or shrinking, or stalled at the boundary. We first determine…