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Related papers: $M|G|\infty$ Queue Parameters Values Approximation…

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It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…

Probability · Mathematics 2023-12-08 Manuel Alberto M. Ferreira

Obtaining estimates of the convergence rate of the regenerating process $Q(t)$ whose value at time $t$ is equal to the number of claims in the system $ M \backslash G \backslash \infty $ at this moment, to the limit (stationary) regime.

Probability · Mathematics 2017-11-21 Eleonora Golovastova

This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…

Information Theory · Computer Science 2021-03-26 Parimal Parag , Jean-Francois Chamberland , Henry D. Pfister , Krishna R. Narayanan

In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…

Probability · Mathematics 2021-11-25 Galina Zverkina , Mais Farkhadov

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

Probability · Mathematics 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

Probability · Mathematics 2020-10-28 Yanting Chen , Xinwei Bai , Richard J. Boucherie , Jasper Goseling

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

We present formulas to compute the busy cycle renewal function for the $M|G|\infty$ queue and exemplify for some service time distributions. The busy cycle renewal function value in t is the number of busy periods that begin in the interval…

Probability · Mathematics 2022-10-24 Manuel Alberto M. Ferreira

The main objective of this work is to present a process to compute the Markov renewal matrix for Markov renewal processes with countable infinite spaces, which semi-Markov matrixes are immigration and death type and assume a tridiagonal…

Probability · Mathematics 2021-10-12 Manuel Alberto M. Ferreira

Markov decision processes (MDPs) in queues and networks have been an interesting topic in many practical areas since the 1960s. This paper provides a detailed overview on this topic and tracks the evolution of many basic results. Also, this…

Optimization and Control · Mathematics 2019-08-26 Quan-Lin Li , Jing-Yu Ma , Rui-Na Fan , Li Xia

Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…

Probability · Mathematics 2015-03-17 Zsolt Pajor-Gyulai , Domokos Szász

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…

Systems and Control · Computer Science 2014-01-21 Stefan Hochrainer , Ronald Hochreiter , Georg Pflug

We introduce a rate balance principle for general (not necessarily Markovian) stochastic processes. Special attention is given to processes with birth and death like transitions, for which it is shown that for any state $i$, the rate of two…

Probability · Mathematics 2015-10-12 Binyamin Oz , Ivo Adan , Moshe Haviv

This paper discusses a maintenance network with failed items that can be removed, repaired, redistributed, and reused under two batch policies: one for removing the failed items from each base to a maintenance shop and the other for…

Performance · Computer Science 2022-02-15 Rui-Na Fan , Quan-Lin Li , Xiaole Wu , Zhe George Zhang

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…

Probability · Mathematics 2021-05-13 Alexander Zeifman , Yacov Satin , Alexander Sipin

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

Optimization and Control · Mathematics 2014-01-21 Zhixin Yang , George Yin , Qing Zhang

A fluid queue is a stochastic process which moves linearly with a rate that is determined by the state of a continuous-time Markov chain (CTMC). In this paper we construct an approximation to a fluid queue using a quasi birth-and-death…

Probability · Mathematics 2025-04-25 Nigel Bean , Angus Lewis

We study a single station two-stage reneging queue with Poisson arrivals, exponential services, and two levels of exponential reneging behaviors, extending the popular Erlang A model that assumes a constant reneging rate. We derive…

Probability · Mathematics 2020-12-21 Katsunobu Sasanuma , Alan Scheller-Wolf

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart
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