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This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

The aim of this paper is to use a very simple queuing model to compare a number of models from the literature which have been used to replicate the statistical nature of internet traffic and, in particular, the long-range dependence of this…

Networking and Internet Architecture · Computer Science 2011-11-10 Richard G. Clegg

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

Analysis of PDEs · Mathematics 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang

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…

Probability · Mathematics 2025-06-23 Ioannis Dimitriou

In this paper, we consider a new queueing model where queues balance themselves according to a mean field interaction with a time delay. Unlike other work with delayed information our model considers multi-server queues with customer…

Dynamical Systems · Mathematics 2021-12-14 Philip Doldo , Jamol Pender

Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…

Performance · Computer Science 2019-12-19 Majid Raeis , Ali Tizghadam , Alberto Leon-Garcia

An overview of the recursive equations based models and their applications in simulation based analysis and optimization of queueing systems is given. These models provide a variety of systems with a convenient and unified representation in…

Numerical Analysis · Mathematics 2012-10-31 Nikolai K. Krivulin

In this paper we consider a single-server cyclic polling system. Between visits to successive queues, the server is delayed by a random switch-over time. The order in which customers are served in each queue is determined by a priority…

Probability · Mathematics 2014-08-05 Marko Boon , Ivo Adan , Onno Boxma

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…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

Modelling multivariate circular time series is considered. The cross-sectional and serial dependence is described by circulas, which are analogs of copulas for circular distributions. In order to obtain a simple expression of the dependence…

Methodology · Statistics 2023-11-23 Hiroaki Ogata

We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately. The matching follows first-come-first-serve principle. If…

Probability · Mathematics 2016-07-18 Xin Liu

Lindley's equation is an important relation in queueing theory and network calculus. In this paper, we develop a new method to solve one type of Lindley's equation, i.e., the equation V(s)T(-s)-1=0 only has finite negative real roots. V(s)…

Applications · Statistics 2015-05-08 Yu Chen

A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be…

Chaotic Dynamics · Physics 2016-01-20 DJ Albers , George Hripcsak

Steady-state solutions for a variety of relevant queueing systems are known today, e.g., from queueing theory, effective bandwidths, and network calculus. The behavior during transient phases, on the other hand, is understood to a much…

Networking and Internet Architecture · Computer Science 2015-06-16 Nico Becker , Markus Fidler

We consider networks where each node represents a server with a queue. An active node deactivates at unit rate. An inactive node activates at a rate that depends on its queue length, provided none of its neighbors is active. For complete…

Probability · Mathematics 2021-02-10 Sem Borst , Frank den Hollander , Francesca R. Nardi , Matteo Sfragara

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

Probability · Mathematics 2017-11-15 Dieter Fiems , Michel Mandjes , Brendan Patch

Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical…

Machine Learning · Statistics 2011-04-18 Charles Sutton , Michael I. Jordan

In this paper, we investigate overlap times in a two-dimensional infinite server tandem queue. Specifically, we analyze the amount of time that a pair of customers spend overlapping in any station of the two dimensional tandem network. We…

Probability · Mathematics 2024-03-13 Ruici Gao , Jamol Pender