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Related papers: M/M/$\infty$ queues in semi-Markovian random envir…

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Motivated by growing applications in two-sided markets, we study a parallel matching queue with reneging. Demand and supply units arrive to the system and are matched in an FCFS manner according to a compatibility graph specified by an…

Probability · Mathematics 2023-12-27 Francisco Castro , Hamid Nazerzadeh , Chiwei Yan

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

Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…

Probability · Mathematics 2022-12-20 Muhammad El-Taha , Thomas Michaud

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…

Optimization and Control · Mathematics 2012-12-24 N. K. Krivulin , V. B. Nevzorov

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…

Probability · Mathematics 2025-04-03 Fabian Michel , Markus Siegle

In this paper, we analyze a two-queue random time-limited Markov modulated polling model. In the first part of the paper, we investigate the fluid version: Fluid arrives at the two queues as two independent flows with deterministic rate.…

Probability · Mathematics 2021-12-10 Stella Kapodistria , Mayank Saxena , Onno Boxma , Offer Kella

This paper considers a work-conserving FIFO single-server queue with multiple batch Markovian arrival streams governed by a continuous-time finite-state Markov chain. A particular feature of this queue is that service time distributions of…

Probability · Mathematics 2014-12-30 Hiroyuki Masuyama , Tetsuya Takine

We consider a model for transitory queues in which only a finite number of customers can join. The queue thus operates over a finite time horizon. In this system, also known as the $\Delta_{(i)}/G/1$ queue, the customers decide…

Probability · Mathematics 2018-11-26 Gianmarco Bet

Pseudorandom circuits generate quantum states and unitary operators which are approximately distributed according to the unitarily invariant Haar measure. We explore how several design parameters affect the efficiency of pseudo-random…

Quantum Physics · Physics 2009-11-13 Yaakov S. Weinstein , Winton G. Brown , Lorenza Viola

Given the busy period and busy cycle major importance in queuing systems, it is crucial the knowledge of the respective distribution functions that is what allows the calculation of the important probabilities. For the M|G|$\infty$ queue…

Performance · Computer Science 2025-05-19 Manuel Alberto M. Ferreira

A wide class of non-Markovian completely positive master equations can be formulated on the basis of quantum collisional models. In this phenomenological approach the dynamics of an open quantum system is modeled through an ensemble of…

Quantum Physics · Physics 2013-09-26 Adrian A. Budini

In this paper we introduce a new approach to discrete-time semi-Markov decision processes based on the sojourn time process. Different characterizations of discrete-time semi-Markov processes are exploited and decision processes are…

Probability · Mathematics 2022-04-21 Giacomo Ascione , Salvatore Cuomo

This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…

Probability · Mathematics 2013-09-25 Sébastien Gadat , Laurent Miclo , Fabien Panloup

In discrete time, customers arrive at random. Each waits until one of two servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. In the context of an emergency room (for…

History and Overview · Mathematics 2019-02-26 Steven Finch

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

We study the generalization of the G/G/1 queue obtained by relaxing the assumption of independence between inter-arrival times and service requirements. The analysis is carried out for the class of multivariate matrix exponential…

Probability · Mathematics 2015-08-05 E. S. Badila , O. J. Boxma , J. A. C. Resing

This paper presents an extension of Naor's analysis on the join-or-balk problem in observable M/M/1 queues. While all other Markovian assumptions still hold, we explore this problem assuming uncertain arrival rates under the…

Optimization and Control · Mathematics 2022-04-08 Yijie Wang , Madhushini Narayana Prasad , Grani A. Hanasusanto , John J. Hasenbein

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

We study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no…

Probability · Mathematics 2022-11-24 Jacob Butt , Nicos Georgiou , Enrico Scalas

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede
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