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Related papers: On mean-field \(GI/GI/1\) queueing model: existenc…

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We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…

Probability · Mathematics 2024-07-12 Serguei Popov

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer

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

Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…

Probability · Mathematics 2026-01-07 Masahiro Kobayashi , Masakiyo Miyazawa , Yutaka Sakuma

This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approximate specific queues on R with one-sided L\'evy input, such as…

Probability · Mathematics 2025-04-03 Fabian Michel , Markus Siegle

This paper considers the Poisson equation for general state-space Markov chains in continuous time. The main purpose of this paper is to present specific bounds for the solutions of the Poisson equation for general state-space Markov…

Probability · Mathematics 2019-09-18 Hiroyuki Masuyama

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

This paper provides the asymptotic analysis of the loss probability in the $GI/M/1/n$ queueing system as $n$ increases to infinity. The approach of this paper is alternative to that of the recent papers of Choi and Kim [2000] and Choi et al…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In this paper, we analyze how well a machine can solve a general problem in queueing theory. To answer this question, we use a deep learning model to predict the stationary queue-length distribution of an $M/G/1$ queue (Poisson arrivals,…

Machine Learning · Computer Science 2022-02-04 Eliran Sherzer , Arik Senderovich , Opher Baron , Dmitry Krass

We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…

Probability · Mathematics 2015-10-06 Junfei Huang , Hanqin Zhang , Jiheng Zhang

We use the Markov chain approximation method to construct approximations for the solution of the mean field game (MFG) with reflecting barriers studied in Bayraktar, Budhiraja, and Cohen (2017). The MFG is formulated in terms of a…

Optimization and Control · Mathematics 2018-08-28 Erhan Bayraktar , Amarjit Budhiraja , Asaf Cohen

We study a G/GI/1 single-server queuing model with i.i.d.\ service times that are independent of a stationary process of inter-arrival times. We show that the distribution of the waiting time converges to a stationary law as time tends to…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

We consider an extension of the standard G/G/1 queue, described by the equation $W\stackrel{\mathcal{D}}{=}\max\{0, B-A+YW\}$, where $\mathbb{P}[Y=1]=p$ and $\mathbb{P}[Y=-1]=1-p$. For $p=1$ this model reduces to the classical Lindley…

Probability · Mathematics 2014-04-23 Onno J. Boxma , Maria Vlasiou

We study the power spectral density of continuous time Markov chains and explicit its relationship with the eigenstructure of the infinitesimal generator. This result helps us understand the dynamics of the number of customers for a M/M/1…

Probability · Mathematics 2023-10-24 Thomas Vanderbruggen

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

Probability · Mathematics 2008-08-19 George Lowther

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

Probability · Mathematics 2021-05-05 Alexander Zeifman

To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Tamme Emunds , Nils Nießen

A standard assumption in mean-field game (MFG) theory is that the coupling between the Hamilton-Jacobi equation and the transport equation is monotonically non-decreasing in the density of the population. In many cases, this assumption…

Analysis of PDEs · Mathematics 2016-11-29 Diogo A. Gomes , Levon Nurbekyan , Mariana Prazeres

Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…

Probability · Mathematics 2026-03-03 Wei You