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In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…

Probability · Mathematics 2020-06-02 Ioannis Dimitriou

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu

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…

Probability · Mathematics 2025-06-23 Ioannis Dimitriou

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…

Probability · Mathematics 2009-08-25 Christian H. Gromoll , Philippe Robert , Bert Zwart

Low-latency communication has recently attracted considerable attention owing to its potential of enabling delay-sensitive services in next-generation industrial cyber-physical systems. To achieve target average or maximum delay given…

Information Theory · Computer Science 2025-06-17 Lintao Li , Wei Chen

In this paper we study the number of customers in infinite-server queues with a self-exciting (Hawkes) arrival process. Initially we assume that service requirements are exponentially distributed and that the Hawkes arrival process is of a…

Probability · Mathematics 2018-05-02 David Koops , Mayank Saxena , Onno Boxma , Michel Mandjes

In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class customers in the first queue. Customers of each queue are served…

Probability · Mathematics 2014-11-04 Yuqing Chu , Zaiming Liu , Jinbiao Wu

The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…

Performance · Computer Science 2021-12-03 Andrea Marin , Isi Mitrani

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…

Probability · Mathematics 2023-08-29 Ulises Fidalgo

In many important real-world queueing settings, arrival and service rates fluctuate over time. We consider the MAMS system, where the arrival and service rates each vary according to an arbitrary finite-state Markov chain, allowing…

Performance · Computer Science 2024-10-02 Isaac Grosof , Yige Hong , Mor Harchol-Balter

We study infinite-server queues in which the arrival process is a Cox process (or doubly stochastic Poisson process), of which the arrival rate is given by shot noise. A shot-noise rate emerges as a natural model, if the arrival rate tends…

Probability · Mathematics 2017-03-21 David Koops , Michel Mandjes , Onno Boxma

Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arrival queueing systems. In this work we study the affect of…

Probability · Mathematics 2019-02-05 Andrew Daw , Jamol Pender

In parallel-server systems with a single stream of arrivals (a.k.a. load balancing), Join-the-Shortest-Queue (JSQ) is a popular routing algorithm. There is extensive literature studying this system in various asymptotic regimes, but all…

Probability · Mathematics 2026-03-03 Daniela Hurtado-Lange , Izzy Grosof

Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…

Machine Learning · Statistics 2021-03-25 Devesh K. Jha

Queueing systems with batch Markovian arrival process (BMAP) have paramount applications in the domain of wireless communication. The BMAP has been used to model the superposition of video sources and to approximate the super-position of…

Probability · Mathematics 2020-01-13 S. Pradhan , U. C. Gupta

We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the…

Performance · Computer Science 2023-03-30 R. Núñez-Queija , B. J. Prabhu , J. A. C. Resing

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

Quantum computing is revolutionizing various fields, including operations research and queueing theory. This study presents a quantum method for simulating single-server Markovian (M/M/1) queues, making quantum computing more accessible to…

Quantum Physics · Physics 2024-10-14 Michal Koren , Or Peretz

A discrete-time method for solving problems in optimal quantum control is presented. Controlling the time discretized markovian dynamics of a quantum system can be reduced to a Markov-decision process. We demonstrate this method in this…

Quantum Physics · Physics 2012-06-05 Jon R. Grice , David A. Meyer

This paper studies an infinite-server queue in a random environment, meaning that the arrival rate, the service requirements and the server work rate are modulated by a general c\`{a}dl\`{a}g stochastic background process. To prove a large…

Probability · Mathematics 2015-02-04 H. M. Jansen , M. R. H. Mandjes , K. De Turck , S. Wittevrongel