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In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…

Statistics Theory · Mathematics 2017-03-22 Cornelia Wichelhaus , Moritz von Rohrscheidt

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…

Probability · Mathematics 2015-08-11 Jose Blanchet , Jing Dong , Yanan Pei

In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…

Probability · Mathematics 2011-09-02 Piotr Milos

An infinite buffer batch service vacation queue has been studied where service rate of the batch is dependent on the size of the batch and vacation rate is dependent on the queue size at vacation initiation epoch. The arrivals follow the…

Probability · Mathematics 2022-08-30 G. K. Tamrakar , A. Banerjee

Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…

Probability · Mathematics 2022-12-20 Muhammad El-Taha , Thomas Michaud

In this paper, we present a stability criterion for Processor Sharing queues, in which the throughput may depend on the number of customers in the system (in such cases such as interferences between the users). Such a system is represented…

Probability · Mathematics 2008-03-18 Pascal Moyal

In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linear systems and matrix equations for generating functions…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Aimé Lachal

The arrival time statistics of spin-1/2 particles governed by Pauli's equation, and defined by their Bohmian trajectories, show unexpected and very well articulated features. Comparison with other proposed statistics of arrival times that…

Quantum Physics · Physics 2023-03-10 Siddhant Das , Detlef Dürr

We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…

Probability · Mathematics 2021-07-29 Barbara Margolius

Motivated by applications that involve setting proper staffing levels for multi-server queueing systems with batch arrivals, we present a thorough study of the queue-length process $\{Q(t); t \geq 0\}$, departure process $\{D(t); t \geq…

Probability · Mathematics 2022-06-20 Andrew Daw , Brian Fralix , Jamol Pender

This article deals with asynchronous server vacation and customer retrial facility in a multi-server queueing-inventory system. The Poisson process governs the arrival of a customer. The system is comprised of c identical servers, a…

Optimization and Control · Mathematics 2023-07-31 K. Jeganathan , T. Harikrishnan , K. Prasanna Lakshmi , D. Nagarajan

We study a synchronous dispersion process in which $M$ particles are initially placed at a distinguished origin vertex of a graph $G$. At each time step, at each vertex $v$ occupied by more than one particle at the beginning of this step,…

Discrete Mathematics · Computer Science 2018-01-17 Colin Cooper , Andrew McDowell , Tomasz Radzik , Nicolas Rivera , Takeharu Shiraga

Motivated by the work of Whitt, who studied stabilization of the mean virtual waiting time (excluding service time) in a $GI_t/GI_t/1/FCFS$ queue, this paper investigates the stabilization of the mean virtual response time in a…

Performance · Computer Science 2020-09-09 Yongkyu Cho , Young Myoung Ko

We derive exact tail asymptotics of sojourn time above the level $u\geq 0$ $$ \mathbb{P}\left(v(u)\int_0^T \mathbb{I}(X(t)-ct>u)d t>x\right), \quad x\geq 0 $$ as $u\to\infty$, where $X$ is a Gaussian process with continuous sample paths,…

Probability · Mathematics 2019-08-14 Krzysztof Debicki , Peng Liu , Zbigniew Michna

We consider a cyclic polling system with general service times, general switch-over times, and simultaneous batch arrivals. This means that at an arrival epoch, a batch of customers may arrive simultaneously at the different queues of the…

Probability · Mathematics 2016-07-13 J. P. van der Gaast , M. B. M. de Koster , I. J. B. F. Adan

This paper studies the workload distribution of a finite-capacity queue driven by a spectrally one-sided Markov additive process (MAP). Our main result provides the Laplace-Stieltjes transform of the workload at an exponentially distributed…

Probability · Mathematics 2026-02-11 Michel Mandjes , Daniël Rutgers , Werner Scheinhardt

This paper presents a set of results relating to the occupation time $\alpha(t)$ of a process $X(\cdot)$. The first set of results concerns exact characterizations of $\alpha(t)$ for $t\geq0$, e.g., in terms of its transform up to an…

Probability · Mathematics 2018-09-03 N. J. Starreveld , R. Bekker , M. Mandjes

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Probability · Mathematics 2017-10-05 Benjamin Legros , Ali Devin Sezer

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

Probability · Mathematics 2026-03-03 Nils Lid Hjort , Rafail Zalmonovich Khasminskii

In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…

Probability · Mathematics 2014-08-04 Marko Boon , Sandra van Wijk , Ivo Adan , Onno Boxma
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