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Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Performance · Computer Science 2017-01-24 Eduardo M. Vasconcelos

We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply or excess demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Shuangning Li , Ramesh Johari , Xu Kuang , Stefan Wager

In a recent paper, Shah [arXiv:2502.03073] derived an explicit expression for the distribution of occupancy times for a two-state Markov chain, using a method based on enumerating sample paths. We consider here the more general problem of…

Probability · Mathematics 2025-04-01 Phil Pollett

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…

Stochastic service systems describe situations in which customers compete for service from scarce resources. Think of check-in lines at airports, waiting rooms in hospitals or queues in supermarkets, where the scarce resource is human…

Probability · Mathematics 2017-06-30 Britt W. J. Mathijsen

This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…

Optimization and Control · Mathematics 2015-04-23 Cao Ping , Xie Jingui

In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is modulated according to a Markov Modulated Poisson Process.…

Probability · Mathematics 2015-04-07 Jinbiao Wu , Yi Peng , Zaiming Liu

We present an example of a single-server polling system with two queues and an adaptive service policy where the stability region depends on the expected values of all the primitives and also on a certain exponential moment of the…

Probability · Mathematics 2014-10-09 Natalia Chernova , Sergey Foss , Bara Kim

The polling system with switch-over durations is a useful model with several practical applications. It is classified as a Discrete Event Dynamic System (DEDS) for which no one agreed upon modelling approach exists. Furthermore, DEDS are…

Optimization and Control · Mathematics 2021-12-14 Dylan Solms

An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

Probability · Mathematics 2013-08-29 Toshihisa Ozawa

The paper deals with a sharing economy system with various management factors by using a bulk input G/M/1 type queuing model. The effective management of operating costs is vital for controlling the sharing economy platform and this…

Probability · Mathematics 2019-10-24 Song-Kyoo Kim , Chan Yeob Yeun

This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in the field, allowing for researchers and practitioners to…

Statistics Theory · Mathematics 2024-01-12 Azam Asanjarani , Yoni Nazarathy

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

Probability · Mathematics 2016-09-08 Young Myoung Ko , Natarajan Gautam

In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…

Information Theory · Computer Science 2018-09-11 Nikolaos Pappas

We study tandem queueing systems in which servers work more efficiently in teams than on their own and customers are impatient in that they may leave the system while waiting for service. Our goal is to determine the server assignment…

Probability · Mathematics 2026-01-23 Bihan Chatterjee , Sigrún Andradóttir , Hayriye Ayhan

Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…

Numerical Analysis · Mathematics 2012-11-30 Sergei M. Ermakov , Nikolai K. Krivulin

Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…

Discrete Mathematics · Computer Science 2015-03-17 Ana Bušić , Bruno Gaujal , Furcy Pin

We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the…

Probability · Mathematics 2011-11-10 Pablo A. Ferrari , James B. Martin

This paper presents a comprehensive review of stochastic processes, with a particular focus on Markov chains and jump processes. The main results related to queuing systems are analyzed. Additionally, conditions that ensure the stability,…

Probability · Mathematics 2025-07-30 Carlos E. Martínez-Rodríguez