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This paper proposes a stochastic framework to evaluate the performance of public transit systems under short random service suspensions. We aim to derive closed-form formulations of the mean and variance of the queue length and waiting…

Probability · Mathematics 2023-01-04 Baichuan Mo , Li Jin , Haris N. Koutsopoulos , Zuo-Jun Max Shen , Jinhua Zhao

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

Methodology · Statistics 2026-05-01 Don van den Bergh , Merlise A. Clyde , Adrian E. Raftery , Maarten Marsman

Given the busy period and busy cycle major importance in queuing systems, it is crucial the knowledge of the respective distribution functions that is what allows the calculation of the important probabilities. For the M|G|$\infty$ queue…

Performance · Computer Science 2025-05-19 Manuel Alberto M. Ferreira

In this contribution, we establish a model for multichannel cognitive radio networks (CRNs) using the theory of priority queues. This model enables us to conduct a performance analysis in the most general form by the derivation of the…

Networking and Internet Architecture · Computer Science 2014-01-28 Navid Tadayon , Sonia Aissa

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

The $M/GI/m/n$ queueing system with $m$ homogeneous servers and the finite number $n$ of waiting spaces is studied. Let $\lambda$ be the customers arrival rate, and let $\mu$ be the reciprocal of the expected service time of a customer.…

Probability · Mathematics 2010-03-25 Vyacheslav M. Abramov

We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…

Probability · Mathematics 2024-04-16 Rami Atar , Gershon Wolansky

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

In the infinite servers queue with Poisson arrivals real life practical applications, the busy period and the busy cycle probabilistic study is of main importance. But it is a very difficult task. In this text, we show that by solving a…

Probability · Mathematics 2022-04-05 Manuel Alberto M. Ferreira

The distribution of the number of points of the closed simple random walk, visited a given number of times (the k-multiple point range) is analysed by a graph based approach. A general expression for the moments is derived. In this paper…

Probability · Mathematics 2013-12-03 Daniel Hoef

We introduce a new category of multivariate conditional generative models and demonstrate its performance and versatility in probabilistic time series forecasting and simulation. Specifically, the output of quantile regression networks is…

Machine Learning · Statistics 2019-07-26 Ruofeng Wen , Kari Torkkola

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

Probability · Mathematics 2013-02-26 Andrea Monsellato

Discrete-time queueing system has widespread applications in packet switching networks, internet protocol, Broadband Integrated Services Digital Network (B-ISDN), circuit switched time-division multiple access etc. In this paper, we analyze…

Probability · Mathematics 2020-07-20 S Pradhan , N Nandy

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

Probability · Mathematics 2019-02-20 Antonio Di Crescenzo , Barbara Martinucci , Julio Mulero

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

In this paper, we analyse a single server polling model with two queues. Customers arrive at the two queues according to two independent Poisson processes. There is a single server that serves both queues with generally distributed service…

Probability · Mathematics 2017-07-14 Mayank Saxena , Onno Boxma , Stella Kapodistria , Rudesindo Núñez Queija

Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary…

Methodology · Statistics 2014-07-03 Rolando De la Cruz , Cristian Meza , Ana Arribas-Gil , Raymond J. Carroll

In 1987, J.W. Cohen analyzed the so-called Serve the Longest Queue (SLQ) queueing system, where a single server attends two non-symmetric $M/G/1$-type queues, exercising a non-preemptive priority switching policy. Cohen further analyzed in…

Probability · Mathematics 2022-04-19 Efrat Perel , Nir Perel , Uri Yechiali

In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Tong Liu , Ping Zhang , Wu-Sheng Dai , Mi Xie

The present paper provides some new stochastic inequalities for the characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems. These stochastic inequalities are based on substantially deepen up- and down-crossings analysis, and…

Probability · Mathematics 2007-05-23 Vyacheslav M. Abramov