Related papers: On limiting characteristics for a non-stationary t…
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…
Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different areas, such as health care, call centers and…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
We consider a queueing network operating under a strictly upper-triangular routing matrix with per column at most one non-negative entry. The root node is fed by a Gaussian process with stationary increments. Our aim is to characterize the…
One of the basic properties of a queueing network is stability. Roughly speaking, it is the property that the total number of jobs in the network remains bounded as a function of time. One of the key questions related to the stability issue…
The growth of Machine-Type Communication (MTC) increases the relevance of queuing scenarios with deterministic service times. In this letter, we present a model for queues without waiting lines and with degenerate service time distributions…
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…
The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…
A many-server queueing system is considered in which customers with independent and identically distributed service times enter service in the order of arrival. The state of the system is represented by a process that describes the total…
We study a single station two-stage reneging queue with Poisson arrivals, exponential services, and two levels of exponential reneging behaviors, extending the popular Erlang A model that assumes a constant reneging rate. We derive…
We consider a stochastic, dynamic job scheduling problem, formulated as a queueing control problem, in which a single server processes jobs of different types that arrive according to independent Poisson processes. The problem is defined on…
A univariate Hawkes process is a simple point process that is self-exciting and has clustering effect. The intensity of this point process is given by the sum of a baseline intensity and another term that depends on the entire past history…
We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…
This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…
We present examples of queuing networks that never come to equilibrium. That is achieved by constructing Non-linear Markov Processes, which are non-ergodic, and possess eternal transience property.
We study the information-theoretic limit of reliable information processing by a server with queue-length dependent quality of service. We define the capacity for such a system as the number of bits reliably processed per unit time, and…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…