Related papers: Studying Pensions Funds Through an Infinite Server…
We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…
This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…
We study financial systems from a game-theoretic standpoint. A financial system is represented by a network, where nodes correspond to firms, and directed labeled edges correspond to debt contracts between them. The existence of cycles in…
After a short report of results on infinite servers queues systems, focusing on its busy period, using networks of queues with infinite servers nodes a model is constructed to study a two echelons repair system. These repair systems may be…
We consider a stable open queuing network as a steady non-equilibrium system of interacting particles. The network is completely specified by its underlying graphical structure, type of interaction at each node, and the Markovian transition…
The generic case of pensions fund that it is not sufficiently auto financed and it is thoroughly maintained with an external financing effort is considered in this chapter. To represent the unrestricted reserves value process of this kind…
Motivated by demand prediction for the custodial prison population in England and Wales, this paper describes an approach to the study of service systems using infinite server queues, where the system has non-empty initial state and the…
The problem of reservation in a large distributed system is analyzed via a new mathematical model. A typical application is a station-based car-sharing system which can be described as a closed stochastic network where the nodes are the…
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…
This paper purpose is to investigate exponential behavior conditions for the infinite servers queue with Poisson arrivals busy period length distribution. It is presented a general theoretical result that is the basis of this work. The…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
We study networks of interacting queues governed by utility-maximising service-rate allocations in both discrete and continuous time. For {\em finite} networks we establish stability and some steady-state moment bounds under natural…
Many networked systems such as electric networks, the brain, and social networks of opinion dynamics are known to obey conservation laws. Examples of this phenomenon include the Kirchoff laws in electric networks and opinion consensus in…
We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…
Stochastic Processing Networks (SPNs) can be used to model communication networks, manufacturing systems, service systems, etc. We consider a real-time SPN where tasks generate jobs with strict deadlines according to their traffic patterns.…
We present methodology for estimating the stochastic intensity of a doubly stochastic Poisson process. Statistical and theoretical analyses of traffic traces show that these processes are appropriate models of high intensity traffic…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
We consider a large random network, in which the performance of a node depends upon that of its neighbours and some external random influence factors. This results in random vector valued fixed-point (FP) equations in large dimensional…
The paper studies a closed queueing network containing two types of node. The first type (server station) is an infinite server queueing system, and the second type (client station) is a single server queueing system with autonomous…