Related papers: New Representations for G/G/1 Waiting Times
We prove the Wiener-Hopf factorization for Markov Additive processes. We derive also Spitzer-Rogozin theorem for this class of processes which serves for obtaining Kendall's formula and Fristedt representation of the cumulant matrix of the…
We introduce a new version of $\psi$-Hilfer fractional derivative, on an arbitrary time scale. The fundamental properties of the new operator are investigated and, in particular, we prove an integration by parts formula. Using the Laplace…
This paper is devoted to the Laplacian operator of fractional order $s\in (0,1)$ in several dimensions. We first establish a representation formula for the partial derivatives of the solutions of the homogeneous Dirichlet problem. Along the…
Let $(W,H,\mu)$ be the classical Wiener space where $H$ is the Cameron-Martin space which consists of the primitives of the elements of $L^2([0,1],\,dt)\otimes \R^d$, we denote by $L^2_a(\mu,H)$ the equivalence classes w.r.t. $dt\times…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…
Given the busy period and busy cycle major importance in queuing systems, it is crucial the knowledge of the respective distribution functions that is what allows the calculation of the important probabilities. For the M|G|$\infty$ queue…
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…
In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…
We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…
Under certain conditions, a symmetric unimodal continuous random variable $\xi$ can be represented as a scale mixture of the standard Normal distribution $Z$, i.e., $\xi = \sqrt{W} Z$, where the mixing distribution $W$ is independent of…
We introduce and study a queue with the Erlang service system and whose arrivals are governed by a counting process in which there is a possibility of finitely many arrivals in an infinitesimal time interval. We call it the Erlang queue…
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…
We establish left and right canonical factorizations of Hilbert-space operator-valued functions G(z) that are analytic on neighborhoods of the complex unit circle and the origin 0, and that have the form G(z)=I+F(z) with F(z) taking…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…
Our main goal here is to provide an introduction on some of the well established properties of the representation theory of SO(d+1,1), for those considering to think on physical problems set in de Sitter space in terms of these…
We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
We study the stationary sojourn time distribution in an M/G/1 queue operating under heavy traffic. It is known that the sojourn time converges to an exponential distribution in the limit. Our focus is on obtaining pre-asymptotic,…
We define an almost periodic extension of the Wiener algebras in the quaternionic setting and prove a Wiener-Levy type theorem for it, as well as extending the theorem to the matrix-valued case. We prove a Wiener-Hopf factorization theorem…