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Related papers: $M|G|\infty$ Queue Busy Cycle Renewal Function

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In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 H. Lamba

Tandem queues with finite buffer capacity commonly exist in practical applications. By viewing a tandem queue as an integrated system, an innovative approach has been developed to analyze its performance through the insight from reduction…

Performance · Computer Science 2016-06-02 Kan Wu , Ning Zhao

We develop operator renewal theory for flows and apply this to obtain results on mixing and rates of mixing for a large class of finite and infinite measure semiflows. Examples of systems covered by our results include suspensions over…

Dynamical Systems · Mathematics 2017-09-01 Ian Melbourne , Dalia Terhesiu

We consider the problem of dynamically scheduling J jobs on N processors for non-preemptive execution where the value of each job (or the reward garnered upon completion) decays over time. All jobs are initially available in a buffer and…

Optimization and Control · Mathematics 2009-07-22 Carri W. Chan , Nick Bambos

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

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 large-scale distributed systems, balancing the load in an efficient way is crucial in order to achieve low latency. Recently, some load balancing policies have been suggested which are able to achieve a bounded maximum queue length in…

Performance · Computer Science 2022-01-12 Tim Hellemans , Grzegorz Kielanski , Benny Van Houdt

This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approximate specific queues on R with one-sided L\'evy input, such as…

Probability · Mathematics 2025-04-03 Fabian Michel , Markus Siegle

We introduce a novel time-energy uncertainty relation within the context of restarts in monitored quantum dynamics. Initially, we investigate the concept of ``first hitting time'' in quantum systems using an IBM quantum computer and a…

Statistical Mechanics · Physics 2025-01-07 Ruoyu Yin , Qingyuan Wang , Sabine Tornow , Eli Barkai

In this paper, we introduce a model of dynamical queue, in which the service time depends on the server utilization history. The proposed queueing model is motivated by widely accepted empirical laws describing human performance as a…

Optimization and Control · Mathematics 2015-03-13 Ketan Savla , Emilio Frazzoli

The probabilistic interpretation of Laplace transforms is used to help to describe the Laplace Transform $L(s)$ of improper random variables. In particular, busy periods in queueing models are examined. The value of $L(0)$ is explained in…

Probability · Mathematics 2021-08-10 Janhavi Prabhu , Myron Hlynka

Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…

Statistical Mechanics · Physics 2023-06-02 Takuma Akimoto

The dynamic pricing problem of a freeway corridor with high-occupancy toll (HOT) lanes was formulated and solved based on a point queue abstraction of the traffic system [Yin and Lou, 2009]. However, existing pricing strategies cannot…

Systems and Control · Electrical Eng. & Systems 2024-08-29 Xuting Wang , Wen-Long Jin , Yafeng Yin

This paper studies the heavy-traffic asymptotics for the multiclass FIFO M${}^X$/G/1 queue. We first derive the probability generating function of the joint queue length distribution. Using the probability generating function, we then…

Probability · Mathematics 2014-04-25 Hiroshi Miyawaki , Hiroyuki Masuyama , Yutaka Takahashi

In this paper, we prove a characterization theorem on the number of losses during a busy period in $GI^X/GI^Y/1/n$ queueing systems, in which interarrival time distribution belongs to the class NWUE.

Probability · Mathematics 2013-01-16 Vyacheslav M. Abramov

We consider networks where each node represents a server with a queue. An active node deactivates at unit rate. An inactive node activates at a rate that depends on its queue length, provided none of its neighbors is active. For complete…

Probability · Mathematics 2021-02-10 Sem Borst , Frank den Hollander , Francesca R. Nardi , Matteo Sfragara

In this paper, we study queueing systems with delayed information that use a generalization of the multinomial logit choice model as its arrival process. Previous literature assumes that the functional form of the multinomial logit model is…

Dynamical Systems · Mathematics 2022-11-23 Philip Doldo , Jamol Pender

We study a many-server queuing system with general service time distribution and state dependent service rates. The dynamics of the system are modeled using measure valued processes which keep track of the residual service times. Under…

Probability · Mathematics 2013-04-09 Anup Biswas

Estimation of the service time distribution in the discrete-time $GI/G/\infty$-queue based solely on information on the arrival and departure processes is considered. The focus is put on the estimation approach via the so called "sequence…

Statistics Theory · Mathematics 2014-09-19 Sebastian Schweer , Cornelia Wichelhaus

We study a quantum Otto cycle in which the strokes are performed in finite time. The cycle involves energy measurements at the end of each stroke to allow for the respective determination of work. We then optimize for the work and…

Statistical Mechanics · Physics 2016-07-27 Yuanjian Zheng , Peter Hänggi , Dario Poletti