Related papers: M/M/$\infty$ queues in semi-Markovian random envir…
We analyze the time-dependent behavior of an $M/M/c$ priority queue having two customer classes, class-dependent service rates, and preemptive priority between classes. More particularly, we develop a method that determines the Laplace…
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 consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…
In this paper, we consider a $G_t/G_t/\infty$ infinite server queueing model in a random environment. More specifically, the arrival rate in our server is modeled as a highly fluctuating stochastic process, which arguably takes into account…
We consider the $M/M/1$ queue with processor sharing. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, in various asymptotic limits. These include large time and/or large service…
The mathematics of the finite single server queue with Poisson input and semi-Markov service times($M/SM/1/b$) is similar to that used for $BMAP/G/1/b$ systems. This observation results in new analytical formulas for a queue size in the…
The main objective of this work is to present a process to compute the Markov renewal matrix for Markov renewal processes with countable infinite spaces, which semi-Markov matrixes are immigration and death type and assume a tridiagonal…
We consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state Markov…
We consider the $M/M/1$-PS queue with processor sharing. We study the conditional sojourn time distribution of an arriving customer, conditioned on the number of other customers present. A new formula is obtained for the conditional sojourn…
This paper focuses on an infinite-server queue modulated by an independently evolving finite-state Markovian background process, with transition rate matrix $Q\equiv(q_{ij})_{i,j=1}^d$. Both arrival rates and service rates are depending on…
We consider a single server system with infinite waiting room in a random environment. The service system and the environment interact in both directions. Whenever the environment enters a prespecified subset of its state space the service…
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…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
We consider a polling system where a group of an infinite number of servers visits sequentially a set of queues. When visited, each queue is attended for a random time. Arrivals at each queue follow a Poisson process, and service time of…
Approximations for the mean performance indices for the M/G/c queue rely on the approximate computation of the probability that an arriving request has to wait for service and of the minimum of residual service times if all servers are…
The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…
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 consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…
We study a token-based central queue with multiple customer types. Customers of each type arrive according to a Poisson process and have an associated set of compatible tokens. Customers may only receive service when they have claimed a…
We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…