Related papers: Occupation times for the finite buffer fluid queue…
We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…
We investigate the long-run behavior of single-server queues with Hawkes arrivals and general service distributions and related optimization problems. In detail, utilizing novel coupling techniques, we establish finite moment bounds for the…
In this paper, we study an $N$ server fork-join queue with nearly deterministic arrival and service times. Specifically, we present a fluid limit for the maximum queue length as $N\to\infty$. This fluid limit depends on the initial number…
In this work, approximate and exact results concerning a performance measure of the MGinf system, the age or the excess of the busy cycle, are presented. It will be seen that it is also a measure of the busy period performance. Service…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
We consider particle systems in locally compact Abelian groups with particles moving according to a process with symmetric stationary independent increments and undergoing one and two levels of critical branching. We obtain long time…
This paper presents a second-order heavy traffic analysis of a single server queue that processes customers having deadlines using the earliest-deadline-first scheduling policy. For such systems, referred to as real-time queueing systems,…
We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…
In this paper we study the moment generating function and the moments of occupation time functionals of one-dimensional diffusions. Assuming, specifically, that the process lives on $\mathbb{R}$ and starts at~0, we apply Kac's moment…
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two…
A stochastic process $X$ becomes occupied when it is enlarged with its occupation flow $\mathcal{O}$ that tracks the time spent by the path at each level. When $X$ is Markov, the occupied process $(\mathcal{O},X)$ enjoys a Markov structure…
Metro systems in megacities such as Beijing, Shenzhen and Guangzhou are under great passenger demand pressure. During peak hours, it is common to see oversaturated conditions (i.e., passenger demand exceeds network capacity), which bring…
We discuss the response of a quantum system to a time-dependent perturbation with spectrum \Phi(\omega). This is characterised by a rate constant D describing the diffusion of occupation probability between levels. We calculate the…
We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…
We consider a discrete time parallel queue, which is two-queue network, where at each time-slot there is a the same batch arrival to both queues and at each queue there is a random service available. The service law at each time-slot for…
We consider a service system with an infinite number of exponential servers sharing a finite service capacity. The servers are ordered according to their speed, and arriving customers join the fastest idle server. A capacity allocation is…
Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…
For the one-dimensional telegraph process, we obtain explicit distribution of the occupation time of the positive half-line. The long-term limiting distribution is then derived when the initial location of the process is in the range of…
A single-server queuing model is considered with customers that have deadlines. If a customer's deadline elapses before service is offered, the customer abandons the system (customers do not abandon while being served). When the server…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…