Related papers: A Fractional M/M/1 Queue Governed by Stretched Non…
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…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
Stochastic processes are encountered in many contexts, ranging from generation sizes of bacterial colonies and service times in a queueing system to displacements of Brownian particles and frequency fluctuations in an electrical power grid.…
We study the accumulation of resources within a target due to the interplay between continual delivery, driven by 1D stochastic search processes, and sequential consumption. The assumption of sequential consumption is key because it changes…
Applications of Time-Fractional Schrodinger Equations (TFSEs) to quantum processes are instructive for understanding and describing the time behavior of real physical systems. By applying three popular TFSEs, namely Naber's TFSE I, Naber's…
This paper calculates transient distributions of a special class of Markov processes with continuous state space and in continuous time, up to an explicit error bound. We approximate specific queues on R with one-sided L\'evy input, such as…
It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…
Simple, controllable models play an important role to learn how to manipulate and control quantum resources. We focus here on quantum non-Markovianity and model the evolution of open quantum systems by quantum renewal processes. This class…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
Significant correlations between arrivals of load-generating events make the numerical evaluation of the workload of a system a challenging problem. In this paper, we construct highly accurate approximations of the workload distribution of…
In this paper, we study the controllability and stabilizability properties of the Kolmogorov forward equation of a continuous time Markov chain (CTMC) evolving on a finite state space, using the transition rates as the control parameters.…
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
In this paper, we study optimal control problems for multiclass GI/M/n+M queues in an alternating renewal (up-down) random environment in the Halfin-Whitt regime. Assuming that the downtimes are asymptotically negligible and only the…
A network belongs to the monotone separable class if its state variables are homogeneous and monotone functions of the epochs of the arrival process. This framework, which was first introduced to derive the stability region for stochastic…
We consider a processor shared $M/M/1$ queue that can accommodate at most a finite number $K$ of customers. We give an exact expression for the sojourn time distribution in the finite capacity model, in terms of a Laplace transform. We then…
We consider an $M/G/\infty$ queue with infinite expected service time. We then provide the transience/recurrence classification of the states (the system is said to be at state $n$ if there are $n$ customers being served), observing also…
Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to the current queue length. For this model, they proved that…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We give stationary estimates for the derivative of the expectation of a non-smooth function of bounded variation f of the workload in a G/G/1/$\infty$ queue, with respect to a parameter influencing the distribu- tion of the input process.…