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In biomedical settings, multitype recurrent events such as stroke and heart failure occur frequently, often concluding with a terminal event such as death. Understanding the links between these recurring and terminal events is fundamental…

Methodology · Statistics 2025-09-15 Mithun Kumar Acharjee , AKM Fazlur Rahman

We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…

Probability · Mathematics 2011-06-21 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as they are matched. While state-dependent control is an…

Probability · Mathematics 2024-12-03 Sushil Mahavir Varma , Siva Theja Maguluri

Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…

Probability · Mathematics 2023-12-08 Josef Zuk , David Kirszenblat

We extend the Kulkarni class of multivariate phase--type distributions in a natural time--fractional way to construct a new class of multivariate distributions with heavy-tailed Mittag-Leffler(ML)-distributed marginals. The approach relies…

Probability · Mathematics 2020-03-26 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

Arguin, Dubach & Hartung recently conjectured that an intermediate regime exists between IID and log-correlated statistics for extreme values of a random model of the Riemann zeta function. For the same model, we prove a matching upper and…

Probability · Mathematics 2024-04-15 Christine Chang

We consider a one-dimensional stochastic reaction-diffusion generalizing the totally asymmetric simple exclusion process, and aiming at describing single lane roads with vehicles that can change speed. To each particle is associated a jump…

Statistical Mechanics · Physics 2011-09-09 Cyril Furtlehner , Jean-Marc Lasgouttes

The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…

Optimization and Control · Mathematics 2012-12-24 N. K. Krivulin , V. B. Nevzorov

We consider a multi-server queue in the Halfin-Whitt regime: as the number of servers $n$ grows without a bound, the utilization approaches 1 from below at the rate $\Theta(1/\sqrt{n})$. Assuming that the service time distribution is…

Probability · Mathematics 2008-03-19 David Gamarnik , Petar Momcilovic

Tandem queueing networks are widely used to model systems where services are provided in sequential stages. In this study, we assume that each station in the tandem system operates under a general renewal process. Additionally, we assume…

Probability · Mathematics 2024-11-13 Eliran Sherzer

Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…

Statistical Mechanics · Physics 2015-06-24 R. Hilfer

A mean-field extension of the queueing system \(GI/GI/1\) is considered. The process is constructed as a Markov solution of a martingale problem. Uniqueness in distribution is established under a bit different sets of assumptions on…

Probability · Mathematics 2018-12-04 Alexander Veretennikov

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

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 study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…

Probability · Mathematics 2014-01-22 Xin Liu , Qi Gong , Vidyadhar G. Kulkarni

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

Statistical Mechanics · Physics 2016-02-17 Jaume Masoliver

Dynamics of inelastic gases are studied within the framework of random collision processes. The corresponding Boltzmann equation with uniform collision rates is solved analytically for gases, impurities, and mixtures. Generally, the energy…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

Consider the problem of a multiple access channel in a time dependent environment with a large number of users. In such a system, mostly due to practical constraints (e.g., decoding complexity), not all users can be scheduled together, and…

Information Theory · Computer Science 2018-11-07 Ori Shmuel , Asaf Cohen , Omer Gurewitz

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 consider a system of ordered cars moving in $\R$ from right to left. Each car is represented by a point in $\R$; two or more cars can occupy the same point but cannot overpass. Cars have two possible velocities: either 0 or 1. An…

Statistical Mechanics · Physics 2007-07-09 Fredy Castellares Cáceres , Pablo A. Ferrari , Eugene Pechersky