Related papers: Nonstationary moments for queuing systems
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…
This paper is concerned with quadratic-exponential moments (QEMs) for dynamic variables of quantum stochastic systems with position-momentum type canonical commutation relations. The QEMs play an important role for statistical…
We study the long-time dynamics in non-Markovian single-population stochastic models, where one or more reactions are modelled as a stochastic process with a fat-tailed non-exponential distribution of waiting times, mimicking long-term…
We present online prediction methods for time series that let us explicitly handle nonstationary artifacts (e.g. trend and seasonality) present in most real time series. Specifically, we show that applying appropriate transformations to…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…
Network calculus is a min-plus system theory for performance evaluation of queuing networks. Its elegance stems from intuitive convolution formulas for concatenation of deterministic servers. Recent research dispenses with the worst-case…
Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…
We consider the $N$-model queueing system with a waiting time dependent threshold on the diagonal: the service discipline is First--Come--First--Served, but type-1 jobs can only be served by server 2 if their waiting time exceeds a…
We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…
The queue system,with Poisson arrivals,constant service time and infinite servers, busy period distribution is intensively studied because, due to its probability density function quite easy interpretation, it may serve as a clue to…
We study a multi-server queueing system with a periodic arrival rate and customers whose joining decision is based on their patience and a delay proxy. Specifically, each customer has a patience level sampled from a common distribution.…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…
We study the factorised steady state of a general class of mass transport models in which mass, a conserved quantity, is transferred stochastically between sites. Condensation in such models is exhibited when above a critical mass density…
The time-dependent probability density function of a system evolving towards a stationary state exhibits an oscillatory behavior if the eigenvalues of the corresponding evolution operator are complex. The frequencies \omega_n, with which…
In this paper we models and studies a general vacation queueing model with impatient customers. We first propose a sufficient condition for the existence of the stationary workload process. We then give an integral equation for the…
In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…
We prove the existence and uniqueness of a quasi-stationary distribution for three stochastic processes derived from the model of Muller's ratchet. This model was invented with the aim of evaluating the limitations of an asexual…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
We prove a formula for the evaluation of expectations containing a scalar function of a Gaussian random vector multiplied by a product of the random vector components, each one raised to a non-negative integer power. Some of the powers…