Related papers: Some reflected autoregressive processes with depen…
Motivated by health care systems with repeated services that have both personnel (nurse and physician) and space (beds) constraints, we study a restricted version of the Erlang-R model. The space restriction policies we consider are…
Polling systems have been widely studied, however most of these studies focus on polling systems with renewal processes for arrivals and random variables for service times. There is a need driven by practical applications to study polling…
We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…
This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…
In this paper, we analyze the sojourn of an entire batch in a processor sharing $M^{[X]}/M/1$ processor queue, where geometrically distributed batches arrive according to a Poisson process and jobs require exponential service times. By…
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for count data, allowing for under and over--dispersion,…
We consider a GI/G/c/K-type retrial queueing system with constant retrial rate. The system consists of a primary queue and an orbit queue. The primary queue has $c$ identical servers and can accommodate the maximal number of $K$ jobs. If a…
Autoregressive state transitions, where predictions are conditioned on past predictions, are the predominant choice for both deterministic and stochastic sequential models. However, autoregressive feedback exposes the evolution of the…
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…
This paper studies the queue length process in series Jackson networks with external input to the first station. We show that its Markov transition probabilities can be written as a finite sum of non-crossing probabilities, so that…
This paper addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical…
Analyzing, understanding, and describing human behavior is advantageous in different settings, such as web browsing or traffic navigation. Understanding human behavior naturally helps to improve and optimize the underlying infrastructure or…
We present an elementary derivation and generalisation of a recently reported method of simulating feedback in open quantum systems. We use our generalised method to simulate systems with multiple delays, as well as cascaded systems with…
Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…
We consider a polling system: a queueing system of $N\ge 1$ queues with Poisson arrivals $Q_1,...,Q_N$ visited in a cyclic order (with or without switchover times) by a single server. For this system we derive the probability generating…
This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…
Linear models that contain a time-dependent response and explanatory variables have attracted much interest in recent years. The most general form of the existing approaches is of a linear regression model with autoregressive moving average…
In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…
The transient behaviour of highly concentrated colloidal liquids and dynamically arrested states (glasses) under time-dependent shear is reviewed. This includes both theoretical and experimental studies and comprises the macroscopic…
We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…