Related papers: Joint Queue-Length Distribution for the Non-Preemp…
In this paper, we use a machine learning approach to predict the stationary distributions of the number of customers in a single-staiton multi server system. We consider two systems, the first is $c$ homogeneous servers, namely the…
Quantum repeater chains will form the backbone of future quantum networks that distribute entanglement between network nodes. Therefore, it is important to understand the entanglement distribution performance of quantum repeater chains,…
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…
In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…
The main target of this paper is to present the Markov chain C that, not giving explicitly the queue lengths stationary probabilities, has the necessary information to its determination for open networks of queues with several classes of…
We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…
Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…
It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…
The joint probability distribution in the full counting statistics (FCS) for noninteracting electrons is discussed for an arbitrary number of initially separate subsystems which are connected at t=0 and separated at a later time. A simple…
Expectations of marginals conditional on the total risk of a portfolio are crucial in risk-sharing and allocation. However, computing these conditional expectations may be challenging, especially in critical cases where the marginal risks…
For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…
We study from a theoretical viewpoint the fundamental problem of efficiently computing the stationary distribution of general classes of structured Markov processes. In strong contrast with previous work, we consider this fundamental…
Closed queuing networks with finite capacity buffers and skip-over policies are fundamental models in the performance evaluation of computer and communication systems. This technical report presents the details of computational algorithms…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…
This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…
We present a new framework for designing nonpreemptive and job-size oblivious scheduling policies in the multiserver-job queueing model. The main requirement is to identify a static and balanced sub-partition of the server set and ensure…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…