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The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

Probability · Mathematics 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…

Probability · Mathematics 2026-03-17 Gusti van Zyl

Let $G$ be a finite group, $X$ be a compact $G$-space. In this note we study the $(\mathbb{Z}_ + \times\mathbb{Z}/2\mathbb{Z})$-graded algebra $$\mathcal{F}^q_G(X) = \bigoplus_{n\geq0} q^n \cdot…

K-Theory and Homology · Mathematics 2019-11-21 Germán Combariza , Juan Rodríguez , Mario Velásquez

In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…

Performance · Computer Science 2018-05-25 K. Kerobyan , R. Covington , R. Kerobyan , K. Enakoutsa

We use the remark that, through Bargmann-Fock representation, diagonal operators of the Heisenberg-Weyl algebra are scalars for the Hadamard product to give some properties (like the stability of periodic fonctions) of the Hadamard product…

Symbolic Computation · Computer Science 2008-10-21 Gérard Henry Edmond Duchamp , Silvia Goodenough , Karol A. Penson

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa

We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Chemical Physics · Physics 2007-05-23 V. V. Ryazanov

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

Probability · Mathematics 2013-02-26 Andrea Monsellato

When using boundary integral equation methods, we represent solutions of a linear partial differential equation as layer potentials. It is well-known that the approximation of layer potentials using quadrature rules suffer from poor…

Numerical Analysis · Mathematics 2021-09-24 Camille Carvalho

New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…

High Energy Physics - Lattice · Physics 2007-05-23 Hideo Nakajima

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…

Probability · Mathematics 2025-11-27 Dongzhou Huang , Guodong Pang , Izabella Stuhl , Yuri Suhov

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

In this article, we consider a second Problem of Time Facet. This started life as Wheeler's Thin Sandwich Problem, within the narrow context of 1) GR-as-Geometrodynamics, in particular its momentum constraint. 2) A Lagrangian variables…

General Relativity and Quantum Cosmology · Physics 2019-10-25 Edward Anderson

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

Probability · Mathematics 2018-11-19 Mateusz Kwaśnicki

We first strictly expressed the basic notions and research methods of abstract operators, which systematically expounded the main results of abstract operator theory. By combining abstract operators with the Laplace transform, we can easily…

Analysis of PDEs · Mathematics 2016-07-05 Guang-Qing Bi , Yue-Kai Bi

A 3+1 spacetime, with a shift vector that is the unique fundamental solution to the linearized wave operator, is introduced to model an interpretation of Wheeler's layman's analogy of the Quantum foam. To understand the distributional…

General Relativity and Quantum Cosmology · Physics 2023-05-30 Claes Cramer

We calculate the time of arrival probability distribution of a quantum particle using the Bohmian formalism. The pilot-wave is given by the wave function of the one dimensional vacuum squeezed state but written in the Schr\"odinger…

Quantum Physics · Physics 2025-04-08 Angel Garcia-Chung , Humberto G. Laguna

A representation of $\mathfrak{gl}(V)=V \otimes V^*$ is a linear map $\mu \colon \mathfrak{gl}(V) \otimes M \to M$ satisfying a certain identity. By currying, giving a linear map $\mu$ is equivalent to giving a linear map $a \colon V…

Representation Theory · Mathematics 2022-07-12 Steven V Sam , Andrew Snowden

Let G be a reductive group (over an algebraically closed field) equipped with the metaplectic data. In this paper we study the corresponding twisted Whittaker category for G. We construct and study a functor from the latter category to the…

Representation Theory · Mathematics 2023-08-25 Sergey Lysenko
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