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Related papers: A queueing/inventory and an insurance risk model

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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

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…

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

In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…

Probability · Mathematics 2008-08-01 Vyacheslav M. Abramov

The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…

Optimization and Control · Mathematics 2018-07-24 Khanik Kerobyan

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

In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V, E)-queue. Exact asymptotic rates of the loss probability…

Probability · Mathematics 2012-05-01 Yuanyuan Liu , Yiqiang Zhao

Virtually all practical settings where preemptive scheduling is employed are susceptible to preemption overhead, and accounting for these overheads is necessary to make informed scheduling design decisions. However, preemption overhead is…

Performance · Computer Science 2026-05-05 Shefali Ramakrishna , Edwin Peng , Ziv Scully

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

In this article a special case of an M/G/2-queue is considered, where the two servers are exposed to two types of jobs that are distributed among the servers via a random switch. In this model the asymptotic behaviour of the workload buffer…

Probability · Mathematics 2021-04-07 Anita Behme , Philipp Lukas Strietzel

In this paper we analyze an $M/M/1$ queueing system with an arbitrary number of customer classes, with class-dependent exponential service rates and preemptive priorities between classes. The queuing system can be described by a…

Probability · Mathematics 2015-11-13 Andrei Sleptchenko , Jori Selen , Ivo Adan , Geert-Jan van Houtum

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 $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer

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 investigate an insurance risk model that consists of two reserves which receive income at fixed rates. Claims are being requested at random epochs from each reserve and the interclaim times are generally distributed. The two reserves are…

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

We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…

Probability · Mathematics 2022-11-24 Jacob Butt , Nicos Georgiou , Enrico Scalas

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,…

Probability · Mathematics 2021-07-13 Matheus de Oliveira Souza , Pablo Martin Rodriguez

We consider a polling system where a group of an infinite number of servers visits sequentially a set of queues. When visited, each queue is attended for a random time. Arrivals at each queue follow a Poisson process, and service time of…

Probability · Mathematics 2014-04-23 Maria Vlasiou , Uri Yechiali

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

IIn this paper, we consider an M^X/M/c queue with state-dependent control at idle time and catastrophes. Properties of the queues which terminate when the servers become idle are firstly studied. Recurrence, equilibrium distribution and…

Probability · Mathematics 2015-12-17 Junping Li , Lina Zhang

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

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
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