Related papers: Nonstationary moments for queuing systems
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
Exact explicit results are derived for the distribution of the partial busy period of the M/M/c multi-server queue for a general number of servers. A rudimentary spectral method leads to a representation that is amenable to efficient…
The prolonged service time at non-dedicated servers has been observed in [1]. Motivated by such real problems, we propose a stylized model which characterizes the feature of the prolonged service time at non-dedicated servers in an…
We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…
According to the classical special theory of relativity any nonstationary system moving with velocity $v$ must evolve (e.g., decay) $1/\gamma$ times slower than the system at rest, $\gamma =(1-v^2)^{-1/2}$ (the Einstein retardation ER).…
In this article it is shown that if the busy period of a MGinf queue system is PME distributed, the service time is a random variable with a long tail distribution. The result is obtained through Laplace transforms analysis.
Queueing systems with batch Markovian arrival process (BMAP) have paramount applications in the domain of wireless communication. The BMAP has been used to model the superposition of video sources and to approximate the super-position of…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
Temporal point processes offer a powerful framework for sampling from discrete distributions, yet they remain underutilized in existing literature. We show how to construct, for any target multivariate count distribution with…
This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
A two-class Processor-Sharing queue with one impatient class is studied. Local exponential decay rates for its stationary distribution (N, M) are established in the heavy traffic regime where the arrival rate of impatient customers grows…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
For continuous-time ergodic Markov processes, the Kemeny time $\tau_*$ is the characteristic time needed to converge towards the steady state $P_*(x)$ : in real-space, the Kemeny time $\tau_*$ corresponds to the average of the…
We prove an invariance principle for non-stationary random processes and establish a rate of convergence under a new type of mixing condition. The dependence is exponentially decaying in the gap between the past and the future and is…
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…
Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…
The analysis of dissipation and dephasing in driven mesoscopic devices requires a distinction between two notions of quantum irreversibility. One ("Loschmidt echo") is related to "time reversal", while the other is related to "driving…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
Network capacity region of multi-queue multi-server queueing system with random ON-OFF connectivities and stationary arrival processes is derived in this paper. Specifically, the necessary and sufficient conditions for the stability of the…