English
Related papers

Related papers: Asymptotic analysis of the GI/M/1/n loss system as…

200 papers

The paper studies asymptotic behavior of the loss probability for the $GI/M/m/n$ queueing system as $n$ increases to infinity. The approach of the paper is based on applications of classic results of Tak\'acs (1967) and the Tauberian…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In this paper, asymptotic properties of the loss probability are considered for an M/G/1/N queue with server vacations and exhaustive service discipline, denoted by an M/G/1/N -(V, E)-queue. Exact asymptotic rates of the loss probability…

Probability · Mathematics 2012-05-01 Yuanyuan Liu , Yiqiang Zhao

In this paper continuity theorems are established for the number of losses during a busy period of the $M/M/1/n$ queue. We consider an $M/GI/1/n$ queueing system where the service time probability distribution, slightly different in a…

Probability · Mathematics 2008-08-01 Vyacheslav M. Abramov

In this article statistical bounds for certain output characteristics of the $M/GI/1/n$ and $GI/M/1/n$ loss queueing systems are derived on the basis of large samples of an input characteristic of these systems, such as service time in the…

Statistics Theory · Mathematics 2021-06-30 Vyacheslav M. Abramov

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

The goal of the paper is to study asymptotic behavior of the number of lost messages. Long messages are assumed to be divided into a random number of packets which are transmitted independently of one another. An error in transmission of a…

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

The main contribution of this paper is to present a new sufficient condition for the subexponential asymptotics of the stationary distribution of a GI/GI/1-type Markov chain without jumps from level "infinity" to level zero. For simplicity,…

Probability · Mathematics 2014-06-30 Hiroyuki Masuyama

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

When an explicit expression for a probability distribution function $F(x)$ can not be found, asymptotic properties of the tail probability function $\bar{F}(x)=1-F(x)$ are very valuable, since they provide approximations or bounds for…

Probability · Mathematics 2019-04-16 Bin Liu , Yiqiang Q. Zhao

We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly…

Statistics Theory · Mathematics 2025-11-18 Takumi Imamura , Hiroki Masuda

This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…

Probability · Mathematics 2011-03-22 Mariana Olvera-Cravioto , Peter W. Glynn

In this article, a new mathematical model of human population growth as an autonomous non-Markov queuing system with an unlimited number of servers and two types of applications is proposed. The research of this system was carried out a…

Probability · Mathematics 2020-05-22 Mariia Nosova

Consider $ m $ copies of an irreducible, aperiodic Markov chain $ Y $ taking values in a finite state space. The asymptotics as $ m $ tends to infinity, of the first time from which on the trajectories of the $ m $ copies differ, have been…

Probability · Mathematics 2023-06-22 Silvia Businger

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…

Probability · Mathematics 2023-12-08 Manuel Alberto M. Ferreira

We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…

Probability · Mathematics 2010-03-31 Qiang Zhen , Charles Knessl

In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…

Statistics Theory · Mathematics 2017-09-22 Cornelia Wichelhaus , Moritz von Rohrscheidt

We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously known M/G/1/ and M/M/1 derivations, yielding exact asymptotics…

Probability · Mathematics 2022-04-12 Yoni Nazarathy , Zbigniew Palmowski

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

This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality…

Probability · Mathematics 2013-12-30 Hiroyuki Masuyama

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

Probability · Mathematics 2017-08-21 Peter W. Glynn , Harsha Honnappa
‹ Prev 1 2 3 10 Next ›