Related papers: Transient analysis of the Erlang A model
In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…
This paper considers a modified Erlang loss system for cognitive wireless networks and related applications. A primary user has preemptive priority over secondary users and the primary customer is lost if upon arrival all the channels are…
In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…
Approximations for the mean performance indices for the M/G/c queue rely on the approximate computation of the probability that an arriving request has to wait for service and of the minimum of residual service times if all servers are…
We consider a system consisting of a server alternating between two service points. At both service points there is an infinite queue of customers that have to undergo a preparation phase before being served. We are interested in the…
In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…
We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two…
We consider exponential single server queues with state-dependent arrival and service rates which evolve under influences of external environments. The transitions of the queues are influenced by the environment's state and the movements of…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…
In this paper, we analyze a multiserver Markovian queue with customer abandonment i.e. the Erlang-A queue uder a novel framework, i.e. the random impulsive differential equations (RIDEs). This framework captures systems that evolve…
This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…
In many cognitive radio applications, there are multiple types of message queues. Existing queueing analysis works in underlay CR networks failed to discuss packets heterogeneity. Therefore high priority packets with impatient waiting time…
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…
A special customer must complete service from two servers in series, in either order, each with an M/M/1 queueing system. It is assumed that the two queueing system lengths are independent with initial numbers of customers a and b at the…
Stochastic driven flow along a channel can be modeled by the asymmetric simple exclusion process. We confirm numerically the presence of a dynamic queuing phase transition at a nonzero obstruction strength, and establish its scaling…
A many-server heavy-traffic FCLT is proved for the $G_t/M/s_t+\mathit {GI}$ queueing model, having time-varying arrival rate and staffing, a general arrival process satisfying a FCLT, exponential service times and customer abandonment…
We study in this paper an $M/M/1$ queue whose server rate depends upon the state of an independent Ornstein-Uhlenbeck diffusion process $(X(t))$ so that its value at time $t$ is $\mu \phi(X(t))$, where $\phi(x)$ is some bounded function and…
We study many-server queues with abandonment in which customers have general service and patience time distributions. The dynamics of the system are modeled using measure- valued processes, to keep track of the residual service and patience…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…