Related papers: Some reflected autoregressive processes with depen…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
In this paper we models and studies a general vacation queueing model with impatient customers. We first propose a sufficient condition for the existence of the stationary workload process. We then give an integral equation for the…
Single-server queues with customer abandonment arise in call centers and many service systems, but steady-state performance measures remain analytically intractable beyond Markovian assumptions. This paper develops Robust Queueing (RQ)…
In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…
Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
Performance modeling is a key issue in queuing theory and operation research. It is well-known that the length of a queue that awaits service or the time spent by a job in a queue depends not only on the service rate, but also crucially on…
We study a single-server priority queue with a finite number of classes, in which the arrivals follow a fractional Poisson process of index $\alpha \in (0,1]$ and the service completions are triggered by an independent fractional Poisson…
We consider a single server retrial queue with the server subject to interruptions and classical retrial policy for the access from the orbit to the server. We analyze the equilibrium distribution of the system and obtain the generating…
Virtually all practical settings where preemptive scheduling is employed are susceptible to preemption overhead, and accounting for these overheads is necessary to make informed scheduling design decisions. However, preemption overhead is…
This paper addresses the analysis of the queue-length process of single-server queues under overdispersion, i.e., queues fed by an arrival process for which the variance of the number of arrivals in a given time window exceeds the…
Task replication has recently been advocated as a practical solution to reduce latencies in parallel systems. In addition to several convincing empirical studies, some others provide analytical results, yet under some strong assumptions…
In stochastic models for queues and their networks, random events evolve in time. A process for their backward evolution is referred to as a time reversed process. It is often greatly helpful to view a stochastic model from two different…
We study optimal scheduling in multi-class queueing systems with reentrance, where jobs may return for additional service after completion. Such reentrance creates feedback loops that fundamentally alter congestion dynamics and challenge…
We propose a stochastic model for claims reserving that captures dependence along development years within a single triangle. This dependence is of autoregressive form of order $p$ and is achieved through the use of latent variables. We…
We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…
We study the rare event behavior of the workload process in a transitory queue, where the arrival epochs (or points) of a finite number of jobs are assumed to be the ordered statistics of independent and identically distributed (i.i.d.)…
We prove regenerative properties for the linear Hawkes process under minimal assumptions on the transfer function, which may have unbounded support. These results are applicable to sliding window statistical estimators. We exploit…
Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…
Motivated by timeouts in Internet services, we consider networks of infinite server queues in which routing decisions are based on deadlines. Specifically, at each node in the network, the total service time equals the minimum of several…