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Related papers: Infinite-server queues with Hawkes input

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This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…

Probability · Mathematics 2018-03-05 Landy Rabehasaina , Jae-Kyung Woo

We consider the problem of staffing large-scale service systems with multiple customer classes and multiple dedicated server pools under joint quality-of-service (QoS) constraints. We first analyze the case in which arrival rates are…

Probability · Mathematics 2013-04-25 Jing Zan , John J. Hasenbein , David P. Morton

We establish heavy-traffic stochastic-process limits for waiting times in many-server queues with customer abandonment. If the system is asymptotically critically loaded, as in the quality-and-efficiency-driven (QED) regime, then a bounding…

Probability · Mathematics 2009-12-10 Rishi Talreja , Ward Whitt

Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…

Machine Learning · Statistics 2020-07-16 Xu Wang , Mladen Kolar , Ali Shojaie

We consider the so-called GI/GI/N queue, in which a stream of jobs with independent and identically distributed service times arrive as a renewal process to a common queue that is served by $N$ identical parallel servers in a…

Probability · Mathematics 2017-12-06 Reza Aghajani , Kavita Ramanan

This paper provides a mathematical framework for estimation of the service time distribution and the expected service time of an infinite-server queueing system with a nonhomogeneous Poisson arrival process, in the case of partial…

Statistics Theory · Mathematics 2018-05-29 A. Goldenshluger , D. T. Koops

This short communication considers an infinite-server system with overdispersed input. The objective is to identify the exact tail asymptotics of the number of customers present at a given point in time under a specific scaling of the model…

Probability · Mathematics 2019-09-24 Mariska Heemskerk , Michel Mandjes

Supermarket models with different servers become a key in modeling resource management of stochastic networks, such as, computer networks, manufacturing systems and transportation networks. While these different servers always make analysis…

Performance · Computer Science 2016-04-06 Quan-Lin Li , Feifei Yang , Na Li

The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future…

Methodology · Statistics 2019-06-21 Shizhe Chen , Ali Shojaie , Eric Shea-Brown , Daniela Witten

Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…

Probability · Mathematics 2020-05-25 N Nandy , S Pradhan

We revisit a single-server retrial queue with two independent Poisson streams (corresponding to two types of customers) and two orbits. The size of each orbit is infinite. The exponential server (with a rate independent of the type of…

Probability · Mathematics 2015-05-19 Yang Song , Zaiming Liu , Yiqiang Q. Zhao

In this paper one presents method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains. Specifically one considers inhomogeneous $M/M/S$ queueing system with…

Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…

Computation · Statistics 2025-11-19 Alba Bernabeu , Jorge Mateu

Let $Q_{\lambda}(t,y) $ be the number of people present at time $t$ with $y$ units of remaining service time in an infinite server system with arrival rate equal to $\lambda>0$. In the presence of a non-lattice renewal arrival process and…

Probability · Mathematics 2012-07-24 J. Blanchet , X. Chen , H. Lam

Motivated by queueing systems with heterogeneous parallel servers, we consider a class of structured multi-dimensional Markov processes whose state space can be partitioned into two parts: a finite set of boundary states and a structured…

Probability · Mathematics 2015-10-02 Jori Selen , Ivo J. B. F. Adan , Johan S. H. van Leeuwaarden

This paper considers a BMAP/M/$\infty$ queue with a batch Markovian arrival process (BMAP) and an exponential service time distribution. We first prove that the BMAP/M/$\infty$ queue is stable if and only if the expectation of the logarithm…

Probability · Mathematics 2016-12-21 Moeko Yajima , Tuan Phung-Duc , Hiroyuki Masuyama

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria , Johan S. H. van Leeuwaarden

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

This paper considers a parallel system of queues fed by independent arrival streams, where the service rate of each queue depends on the number of customers in all of the queues. Necessary and sufficient conditions for the stability of the…

Probability · Mathematics 2010-01-12 Sem Borst , Matthieu Jonckheere , Lasse Leskelä

In this paper, we study the stability of queues with impatient customers. Under general stationary ergodic assumptions, we first provide some conditions for such a queue to be regenerative (i.e. to empty a.s. an infinite number of times).…

Probability · Mathematics 2010-09-08 Pascal Moyal