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Related papers: On a fractional queueing model with catastrophes

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The conventional perspective on Markov chains considers decision problems concerning the probabilities of temporal properties being satisfied by traces of visited states. However, consider the following query made of a stochastic system…

Logic in Computer Science · Computer Science 2024-06-24 Rajab Aghamov , Christel Baier , Toghrul Karimov , Joris Nieuwveld , Joël Ouaknine , Jakob Piribauer , Mihir Vahanwala

New recursive equations designed for the G/G/m queue are presented. These equations describe the queue in terms of recursions for the arrival and departure times of customers, and involve only the operations of maximum, minimum and…

Optimization and Control · Mathematics 2012-10-23 Nikolai Krivulin

Stochastic driven flow along a channel can be modeled by the asymmetric simple exclusion process. We confirm numerically the presence of a dynamic queuing phase transition at a nonzero obstruction strength, and establish its scaling…

Statistical Mechanics · Physics 2009-11-10 Meesoon Ha , Jussi Timonen , Marcel den Nijs

We consider a novel, analytical queuing model for vehicle coordination at signal-free intersections. Vehicles arrive at an intersection according to Poisson processes, and the crossing times are constants dependent of vehicle types. We use…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Hanwen Dai , Li Jin

Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…

Probability · Mathematics 2023-01-13 U. C. Gupta , Nitin Kumar , S. Pradhan , F. P. Barbhuiya

In this paper we study saturated fractions of factorial designs under the perspective of Algebraic Statistics. We define a criterion to check whether a fraction is saturated or not with respect to a given model. The proposed criterion is…

Statistics Theory · Mathematics 2013-05-01 Roberto Fontana , Fabio Rapallo , Maria-Piera Rogantin

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…

Applications · Statistics 2016-11-07 Muhammad Fikri Budiana , Murwan H. M. A. Siddig

There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by defining some non-Markovian chains whose waiting times,…

Probability · Mathematics 2024-12-20 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

In this paper, we consider five models of heavy-tailed queues involving Mittag-Leffler distributions that generalize the classical $M/M/1$ queues. These models are suitable modifications of previously defined models in such a way that the…

Probability · Mathematics 2026-02-19 Giacomo Ascione , Luigia Caputo

This paper considers a network of infinite-server queues with the special feature that, triggered by specific events, the network population vector may undergo a linear transformation (a `multiplicative transition'). For this model we…

Probability · Mathematics 2017-11-15 Dieter Fiems , Michel Mandjes , Brendan Patch

Flowshop machine scheduling has been of main interest in several applications where the timing of its processes plays a fundamental role in the utilization of system resources. Addressing the optimal sequencing of the jobs when equivalent…

Performance · Computer Science 2025-04-30 Samah A. M. Ghanem

It's a situation everyone dreads. A road is down to one lane for repairs. Traffic is let through one way until the backlog clears and then traffic is let through the other way to clear that backlog and so on. When stuck in a very long queue…

Probability · Mathematics 2024-01-09 Robert D. Foley , David R. McDonald

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

Markov Chains with variable length are useful stochastic models for data compression that avoid the curse of dimensionality faced by that full Markov Chains. In this paper we introduce a Variable Length Markov Chain whose transition…

Methodology · Statistics 2020-01-01 Adriano Zanin Zambom , Seonjin Kim , Nancy Lopes Garcia

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due to catastrophes. In this model we…

Pricing of Securities · Quantitative Finance 2018-05-17 Andreas Eichler , Gunther Leobacher , Michaela Szölgyenyi

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

Probability · Mathematics 2026-05-06 Naohiro Yoshida

We discuss the emergence of an orthogonality catastrophe in the response of a composite fermion liquid as the filling factor \nu approaches 1/2m, where m=1,2,3.... A tunneling experiment is proposed in which dramatic changes in the I-V…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Darren J. T. Leonard , T. Portengen , V. Nikos Nicopoulos , Neil F. Johnson

In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes (hence service…

Probability · Mathematics 2015-08-28 Wanyang Dai