Related papers: Nonstationary moments for queuing systems
This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
A branching random walk in presence of an absorbing wall moving at a constant velocity $v$ undergoes a phase transition as the velocity $v$ of the wall varies. Below the critical velocity $v_c$, the population has a non-zero survival…
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).…
In this paper we study a non-stationary Markovian queueing model of a two-processor heterogeneous system with time-varying arrival and service rates. We obtain the bounds on the rate of convergence and find the main limiting characteristics…
We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…
We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…
We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…
This paper deals with a single-server queue with modulated arrivals, service requirements and service capacity. In our first result, we derive the mean of the total workload assuming generally distributed service requirements and any…
We study properties of the work distribution of a many-body system driven through a quantum phase transition in finite time. We focus on the non-Gaussianity of the distribution, which we characterize through two quantitative metrics:…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
Max-algebra models of tandem single-server queueing systems with both finite and infinite buffers are developed. The dynamics of each system is described by a linear vector state equation similar to those in the conventional linear systems…
In many systems, servers do not turn on instantly; instead, a setup time must pass before a server can begin work. These "setup times" can wreak havoc on a system's queueing; this is especially true in modern systems, where servers are…
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)…
There are two contributions to the literature in this note. Firstly, we point out that under some weak conditions the result in Swensen (1986) on the remaining loads in a GI/M/$c$ queue with impatient customers, derived under the assumption…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
We introduce a multiclass single-server queueing system in which the arrival rates depend on the current job in service. The system is characterized by a matrix of arrival rates in lieu of a vector of arrival rates. Our proposed model…
The upper bound for the convergence rate of the distribution of the state of a queuing system with infinitely many servers is obtained, in the case when the intensity of the incoming flow and the intensity of the service depend on the state…