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Related papers: A M|M|m|m Queue System Transient Behavior Study

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A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

Numerical Analysis · Mathematics 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

The transient response of a stationary state of a quantum particle in a step potential to an instantaneous change in the step height (a simplified model for a sudden bias switch in an electronic semiconductor device) is solved exactly by…

Quantum Physics · Physics 2009-11-07 F. Delgado , H. Cruz , J. G. Muga

In network quality of service provisioning, premium services generally require to keep a very small loss probability, which is infeasible to measure directly. The proposed virtual queue scheme estimates the small packet loss probability of…

Networking and Internet Architecture · Computer Science 2010-06-28 Guoqiang Hu , Yuming Jiang , Anne Nevin

The model is a "generalized switch", serving multiple traffic flows in discrete time. The switch uses MaxWeight algorithm to make a service decision (scheduling choice) at each time step, which determines the probability distribution of the…

Probability · Mathematics 2015-02-13 Rahul Singh , Alexander Stolyar

We study a queueing system with Erlang arrivals with $k$ phases and Erlang service with $m$ phases. Transition rates among phases vary periodically with time. For these systems, we derive the asymptotic periodic distribution of the level…

Probability · Mathematics 2021-07-29 Barbara Margolius

The performance of non-preemptive M/M/1 queueing system with two priority is analyzed. By using complementary variable method to make vector Markov process and analyzing the state-change equations of the queueing system, the generating…

Optimization and Control · Mathematics 2009-02-13 Zhao Guo-xi , Hu Qi-Zhou

We consider the Erlang A model, or $M/M/m+M$ queue, with Poisson arrivals, exponential service times, and $m$ parallel servers, and the property that waiting customers abandon the queue after an exponential time. The queue length process is…

Probability · Mathematics 2014-12-10 Charles Knessl , Johan S. H. van Leeuwaarden

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

Probability · Mathematics 2020-10-28 Yanting Chen , Xinwei Bai , Richard J. Boucherie , Jasper Goseling

We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…

Probability · Mathematics 2011-06-21 Patrick Eschenfeldt , Ben Gross , Nicholas Pippenger

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

There is a lot of research on probabilistic transition systems. There are not many studies in probabilistic process models. The lack of investigation into the interactive aspect of probabilistic processes is mainly due to the difficulty…

Logic in Computer Science · Computer Science 2019-06-25 Yuxi Fu

In this paper, we consider the number of both arrivals and departures seen by a tagged customer while in service in a classical $M/M/1$ processor sharing queue. By exploiting the underlying orthogonal structure of this queuing system…

Performance · Computer Science 2019-04-12 Fabrice Guillemin , Veronica Quintuna Rodriguez

A fundamental question in systems biology is what combinations of mean and variance of the species present in a stochastic biochemical reaction network are attainable by perturbing the system with an external signal. To address this…

Systems and Control · Computer Science 2017-05-02 Francesca Parise , Maria Elena Valcher , John Lygeros

In this paper, we aim to improve the percentage of packets meeting their deadline in discrete-time M/M/1 queues with infrequent monitoring. More specifically, we look into policies that only monitor the system (and subsequently take…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Faraz Farahvash , Ao Tang

We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…

Machine Learning · Statistics 2018-07-12 Thomas Krak , Alexander Erreygers , Jasper De Bock

Probabilistic model checking mainly concentrates on techniques for reasoning about the probabilities of certain path properties or expected values of certain random variables. For the quantitative system analysis, however, there is also…

Logic in Computer Science · Computer Science 2013-01-11 Michael Ummels , Christel Baier

We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…

Optimization and Control · Mathematics 2017-02-15 Magnus Perninge

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

The MGT fluid model has been used extensively to guide designs of AQM schemes aiming to alleviate adverse effects of Internet congestion. In this paper, we provide a new analysis of a TCP/AQM system that aims to improve the accuracy of the…

Networking and Internet Architecture · Computer Science 2013-07-05 Qin Xu , Fan Li , Jinsheng Sun , Moshe Zukerman

In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…

Statistics Theory · Mathematics 2017-03-22 Cornelia Wichelhaus , Moritz von Rohrscheidt