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Related papers: Infinite-server queues with Hawkes input

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A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…

Performance · Computer Science 2021-10-20 Manuel Alberto M. Ferreira

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , S. Pradhan , F. P. Barbhuiya

We consider Markovian multiserver retrial queues where a blocked customer has two opportunities for abandonment: at the moment of blocking or at the departure epoch from the orbit. In this queueing system, the number of customers in the…

Probability · Mathematics 2014-06-17 Tuan Phung-Duc

Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point processes whose defining characteristic is that they…

Probability · Mathematics 2015-07-13 Patrick J. Laub , Thomas Taimre , Philip K. Pollett

Hawkes process is a class of simple point processes that is self-exciting and has clustering effect. The intensity of this point process depends on its entire past history. It has wide applications in finance, insurance, neuroscience,…

Probability · Mathematics 2018-03-28 Xuefeng Gao , Lingjiong Zhu

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

Probability · Mathematics 2017-11-15 Dieter Fiems , Michel Mandjes , Brendan Patch

This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…

Probability · Mathematics 2007-12-28 Guodong Pang , Rishi Talreja , Ward Whitt

We study a general $k$ dimensional infinite server queues process with Markov switching, Poisson arrivals and where the service times are fat tailed with index $\alpha\in (0,1)$. When the arrival rate is sped up by a factor $n^\gamma$, the…

Probability · Mathematics 2021-06-21 Landy Rabehasaina

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…

Probability · Mathematics 2022-04-05 Manuel Alberto M. Ferreira

Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…

Applications · Statistics 2023-02-23 Nikki Sonenberg , Victoria Volodina , Peter G. Challenor , Jim Q. Smith

The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…

Probability · Mathematics 2021-09-23 Manuel Alberto M. Ferreira

We consider queueing models, where customers arrive according to a continuous-time binomial process on a finite interval. In this arrival process, a total of $K$ customers arrive in the finite time interval $[0,T]$, where arrival times of…

Probability · Mathematics 2024-12-10 Kaito Hayashi , Yoshiaki Inoue , Tetsuya Takine

This paper studies an infinite buffer single server queueing model with exponentially distributed service times and negative arrivals. The ordinary (positive) customers arrive in batches of random size according to renewal arrival process,…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , F. P. Barbhuiya

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

We consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state Markov…

Probability · Mathematics 2019-12-24 Landy Rabehasaina , Jae-Kyung Woo

This paper examines a discrete-time queuing system with applications to telecommunications traffic. The arrival process is a particular Markov modulated process which belongs to the class of discrete batched Markovian arrival processes. The…

Probability · Mathematics 2013-03-28 Richard G. Clegg

This paper studies the effect of an overdispersed arrival process on the performance of an infinite-server system. In our setup, a random environment is modeled by drawing an arrival rate $\Lambda$ from a given distribution every $\Delta$…

Probability · Mathematics 2016-02-02 Mariska Heemskerk , Johan van Leeuwaarden , Michel Mandjes

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.…

Probability · Mathematics 2012-04-30 Weining Kang , Kavita Ramanan

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…

Probability · Mathematics 2020-12-01 A. Zeifman , R. Razumchik , Y. Satin , I. Kovalev