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Related papers: Nonstationary moments for queuing systems

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In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…

Performance · Computer Science 2018-05-25 K. Kerobyan , R. Covington , R. Kerobyan , K. Enakoutsa

The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…

Optimization and Control · Mathematics 2018-07-24 Khanik Kerobyan

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

The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…

Probability · Mathematics 2018-08-30 Galina Zverkina

The busy period length distribution function knowledge is important for any queue system, and for the MGINF queue. But the mathematical expressions are in general very complicated, with a few exceptions, involving usually infinite sums and…

Probability · Mathematics 2022-09-13 Manuel Alberto M. Ferreira

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

Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…

Performance · Computer Science 2016-05-11 Taoyu Li , Minghua Chen , Tony Lee , Xing Li

We consider the problem of scheduling a queueing system in which many statistically identical servers cater to several classes of impatient customers. Service times and impatience clocks are exponential while arrival processes are renewal.…

Probability · Mathematics 2007-05-23 Rami Atar , Avi Mandelbaum , Martin I. Reiman

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

We study the impact of service-time distributions on the distribution of the maximum queue length during a busy period for the M^X/G/1 queue. The maximum queue length is an important random variable to understand when designing the buffer…

Probability · Mathematics 2007-05-23 Ger Koole , Misja Nuyens , Rhonda Righter

Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusion process to approximate the virtual waiting time process…

Probability · Mathematics 2015-09-17 Shuangchi He

We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…

Probability · Mathematics 2022-03-08 Ioannis Dimitriou

Let $(X,\p_x)$ be a continuous time Markov chain with finite or countable state space $S$ and let $T$ be its first passage time in a subset $D$ of $S$. It is well known that if $\mu$ is a quasi-stationary distribution relatively to $T$,…

Probability · Mathematics 2013-10-25 Romain Bourget , Loïc Chaumont , Natalia Sapoukhina

We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…

Probability · Mathematics 2013-12-03 Ruslan Krenzler , Hans Daduna

In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…

Numerical Analysis · Mathematics 2014-09-23 Stefan Engblom , Jamol Pender

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

Accurately forecasting bus travel time and passenger occupancy with uncertainty is essential for both travelers and transit agencies/operators. However, existing approaches to forecasting bus travel time and passenger occupancy mainly rely…

Applications · Statistics 2024-12-12 Xiaoxu Chen , Zhanhong Cheng , Alexandra M. Schmidt , Lijun Sun

In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…

Probability · Mathematics 2018-12-07 Abhishek , Rudesindo Núñez Queija , Marko Boon

In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to…

Probability · Mathematics 2011-04-27 B. D'Auria

The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…

Probability · Mathematics 2019-01-16 Peter Eichelsbacher , Lukas Knichel