Related papers: Time-dependent queue length distribution in queues…
The performance analysis of peer-to-peer (P2P) networks calls for a new kind of queueing model, in which jobs and service stations arrive randomly. Except in some simple special cases, in general, the queueing model with varying service…
A classical result for the steady-state queue-length distribution of single-class queueing systems is the following: the distribution of the queue length just before an arrival epoch equals the distribution of the queue length just after a…
Through the analysis of a dataset of ultra high frequency order book updates, we introduce a model which accommodates the empirical properties of the full order book together with the stylized facts of lower frequency financial data. To do…
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…
In this work, we consider the case where a source with bursty traffic can adjust the transmission duration in order to increase the reliability. The source is equipped with a queue in order to store the arriving packets. We model the system…
We consider a model of queues in discrete time, with batch services and arrivals. The case where arrival and service batches both have Bernoulli distributions corresponds to a discrete-time M/M/1 queue, and the case where both have…
We prove a many-server heavy-traffic fluid limit for an overloaded Markovian queueing system having two customer classes and two service pools, known in the call-center literature as the X model. The system uses the…
We study multiclass many-server queues for which the arrival, service and abandonment rates are all modulated by a common finite-state Markov process. We assume that the system operates in the "averaged" Halfin-Whitt regime, which means…
We analyze a boarding solution for a transport system in which the number of passengers allowed to enter a transport cabin is automatically controlled. Expressions charac- terizing the stochastic properties of the passenger queue length,…
A variety of methods have been proposed for inference about extreme dependence for multivariate or spatially-indexed stochastic processes and time series. Most of these proceed by first transforming data to some specific extreme value…
Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length distribution, which is not addressed in [1]. In this paper,…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
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…
We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
The problem of exact evaluation of the mean service cycle time in tandem systems of single-server queues with both infinite and finite buffers is considered. It is assumed that the interarrival and service times of customers form sequences…
We consider a service system with two Poisson arrival queues. A server chooses which queue to serve at each moment. Once a queue is served, all the customers will be served within a fixed amount of time. This model is useful in studying…
Many stochastic systems have arrival processes that exhibit clustering behavior. In these systems, arriving entities influence additional arrivals to occur through self-excitation of the arrival process. In this paper, we analyze an…
The subject of this paper is the problem of estimating service time distribution of the $M/G/\infty$ queue from incomplete data on the queue. The goal is to estimate $G$ from observations of the queue--length process at the points of the…
In this paper, we study Markov-dependent reflected autoregressive processes, and other related models the analysis of which results in a vector-valued fixed-point functional equation of a certain type. In queueing terms, such processes…