Related papers: Some reflected autoregressive processes with depen…
In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…
As a follow-up to a recent paper considering two symmetric queues, the \textit{Shortest Queue First} service discipline is presently analysed for two general asymmetric queues. Using the results previously established and assuming…
In this article, we survey the main models, techniques, concepts, and results centered on the design and performance evaluation of engineered systems that rely on a utilization-dependent component (UDC) whose operation may depend on its…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…
The infinite-server queueing models with homogeneous and non-homogeneous arrivals of customers and catastrophes are considered. The probability generating functions of joint distributions of numbers of busy servers and served customers, as…
In the application of autoregressive models the order of the model is often estimated using either a sequence of likelihood ratio tests, a likelihood based information criterion, or a residual based test. The properties of such procedures…
We discuss existence and uniqueness of stationary and ergodic nonlinear autoregressive processes when exogenous regressors are incorporated in the dynamic. To this end, we consider the convergence of the backward iterations of dependent…
In this work, we consider a computational model of a distributed system formed by a set of servers in which jobs, that are continuously arriving, have to be executed. Every job is formed by a set of dependent tasks (i.~e., each task may…
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…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
We focus on a particular connection between queueing and risk models in a multi-dimensional setting. We first consider the joint workload process in a queueing model with parallel queues and simultaneous arrivals at the queues. For the case…
We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…
Intermittent demand fluctuations pose significant challenges in disaster logistics and medical supply systems. In this study, we formulate cumulative demand as a generalized L\'evy process composed of a drift term, Poisson jumps, and…
Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…
We study properties of the Laplace transforms of non-negative additive functionals of Markov chains. We are namely interested in a multiplicative ergodicity property used in [18] to study bifurcating processes with ancestral dependence. We…
We consider two-dimensional L\'evy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the reflection vectors point away from the origin, so that…
In reasoning about sequential events it is natural to pose probabilistic queries such as "when will event A occur next" or "what is the probability of A occurring before B", with applications in areas such as user modeling, medicine, and…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
We consider a broad class of queueing models with random state-dependent vacation periods, which arise in the analysis of queue-based back-off algorithms in wireless random-access networks. In contrast to conventional models, the vacation…
Autoregressive models are a class of generative model that probabilistically predict the next output of a sequence based on previous inputs. The autoregressive sequence is by definition one-dimensional (1D), which is natural for language…