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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…

Probability · Mathematics 2017-11-29 Onno Boxma , Sergey Foss , Jean-Marc Lasgouttes , Rudesindo Núñez Queija

Random delays between the occurrence of accident events and the corresponding reporting times of insurance claims is a standard feature of insurance data. The time lag between the reporting and the processing of a claim depends on whether…

Risk Management · Quantitative Finance 2024-09-17 Filip Lindskog , Mario V. Wüthrich

We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…

Computer Science and Game Theory · Computer Science 2022-04-12 Fabien Gensbittel , Dana Pizarro , Jérôme Renault

An increasing number of communication and computational schemes with quantum advantages have recently been proposed, which implies that quantum technology has fertile application prospects. However, demonstrating these schemes…

Quantum Physics · Physics 2022-05-06 Min-Gang Zhou , Xiao-Yu Cao , Yu-Shuo Lu , Yang Wang , Yu Bao , Zhao-Ying Jia , Yao Fu , Hua-Lei Yin , Zeng-Bing Chen

Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in…

Probability · Mathematics 2022-10-18 Jungtaek Oh , Chongjin Park , Sungsu Kim

In this paper, we show how to use stochastic approximation to compute hitting time of a stochastic process, based on the study of the time for a fluid approximation of this process to be at distance 1/N of its fixed point. This approach is…

Probability · Mathematics 2011-07-19 Nicolas Gast

We analyze Cucker-Smale flocking particles with delayed coupling, where different constant delays are considered between particles. By constructing a system of dissipative differential inequalities together with a continuity argument, we…

Dynamical Systems · Mathematics 2017-12-05 Young-Pil Choi , Zhuchun Li

We use Markov chains and numerical linear algebra -- and several CPU hours -- to determine the expected number of coins in a person's possession under certain conditions. We identify the spending strategy that results in the minimum…

History and Overview · Mathematics 2016-05-16 Lara Pudwell , Eric Rowland

In many choice problems, the interaction between several distinct variables determines the payoff of each alternative. I propose and axiomatize a model of a decision maker who recognizes that she may not accurately perceive the correlation…

Theoretical Economics · Economics 2021-05-28 Andrew Ellis

We study the problem of computing a full Conjunctive Query in parallel using $p$ heterogeneous machines. Our computational model is similar to the MPC model, but each machine has its own cost function mapping from the number of bits it…

Databases · Computer Science 2025-03-12 Simon Frisk , Paraschos Koutris

We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the…

Probability · Mathematics 2025-07-16 Peter Taylor , Jiesen Wang

We consider an $M/M/1$ queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We derive the probability generating functions of the number of…

Probability · Mathematics 2016-04-12 Assia Boumahdaf

Given a set of coins arranged in a line, we remove heads-up coins one at a time and flip any adjacent coins after each removal. The coin-removal problem is to determine for which arrangements of coins it is possible to remove all of the…

Combinatorics · Mathematics 2007-05-23 Kennan Shelton , Michael Siler

In this work, we analyze the steady-state maximum overlap time distribution in a single-server queue by introducing a dependence structure between service and interarrival times under the Farlie-Gumber-Morgenstern copula. We provide…

Probability · Mathematics 2025-09-18 Ioannis Dimitriou

We study the problem of preventing double spending in electronic payment schemes in a distributed fashion. This problem occurs, for instance, when the spending of electronic coins needs to be controlled by a large collection of nodes (eg.…

Cryptography and Security · Computer Science 2008-02-07 Jaap-Henk Hoepman

We introduce and study a multiparameter version of the generalized counting process (GCP), where there is a possibility of finitely many arrivals simultaneously. We call it the multiparameter GCP. In a particular case, it is uniquely…

Probability · Mathematics 2025-10-06 Manisha Dhillon , Kuldeep Kumar Kataria

We analyze an M/M/1 queue with a service discipline in which customers, upon arriving when the server is busy, search a sequence of stations for a vacant station at which to wait, and in which the server, upon becoming free when one or more…

Probability · Mathematics 2011-08-29 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

When a problem has more than one solution, it is often important, depending on the underlying context, to enumerate (i.e., to list) them all. Even when the enumeration can be done in polynomial delay, that is, spending no more than…

Data Structures and Algorithms · Computer Science 2023-05-16 Yishu Wang , Arnaud Mary , Marie-France Sagot , Blerina Sinaimeri

In this thesis, we answer several questions about the behaviour of prover-verifier interactions under parallel repetition when quantum information is allowed, and the verifier acts independently in them. We first consider the case in which…

Quantum Physics · Physics 2012-03-23 Abel Molina

In this paper, we investigate the problem of assignment of $K$ identical servers to a set of $N$ parallel queues in a time slotted queueing system. The connectivity of each queue to each server is randomly changing with time; each server…

Optimization and Control · Mathematics 2016-11-17 Hassan Halabian , Ioannis Lambadaris , Chung-Horng Lung