Related papers: Lowest priority waiting time distribution in an ac…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…
The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…
We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently…
In the Hammersley-Aldous-Diaconis process infinitely many particles sit in R and at most one particle is allowed at each position. A particle at x$ whose nearest neighbor to the right is at y, jumps at rate y-x to a position uniformly…
This paper presents a derivation of the explicit price for the perpetual American put option time-capped by the first drawdown epoch beyond a predefined level. We consider the market in which an asset price is described by geometric L\'evy…
We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…
A priority queue is presented that supports the operations insert and find-min in worst-case constant time, and delete and delete-min on element x in worst-case O(lg(min{w_x, q_x}+2)) time, where w_x (respectively q_x) is the number of…
Motivated by a capacity allocation problem within a finite planning period, we conduct a transient analysis of a single-server queue with L\'evy input. From a cost minimization perspective, we investigate the error induced by using…
This paper studies a service system in which arriving customers are provided with information about the delay they will experience. Based on this information they decide to wait for service or to leave the system. Specifically, every…
A many-server queueing system is considered in which customers arrive according to a renewal process and have service and patience times that are drawn from two independent sequences of independent, identically distributed random variables.…
We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…
The paper considers a queueing system with limited processor sharing. No more than n jobs may be served simultaneously. This system may be used for modeling bandwidth sharing in wireless communication systems and processes of service in…
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
This self-contained discussion relates the long-run average holding cost per unit time to the long-run average response time per customer in a $G/G/1$ queue with no assumption made on the order of service. The only restriction established…
In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…
In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…
Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…
We study an admissions control problem, where a queue with service rate $1-p$ receives incoming jobs at rate $\lambda\in(1-p,1)$, and the decision maker is allowed to redirect away jobs up to a rate of $p$, with the objective of minimizing…
The Barab\'asi's priority queuing model [A.-L. Barab\'asi, Nature \textbf{435}, 207 (2005)] and its variants have been extensively studied to understand heavy-tailed distributions of the inter-event times and the response times observed in…