Related papers: Queueing theoretical analysis of foreign currency …
In this study, we consider multi-class multi-server asymmetric queueing systems consisting of $N$ queues on one side and $K$ servers on the other side, where jobs randomly arrive in queues at each time. The service rate of each job-server…
Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…
We consider a single large language model (LLM) server that serves a heterogeneous stream of queries belonging to $N$ distinct task types. Queries arrive according to a Poisson process, and each type occurs with a known prior probability.…
Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…
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…
Recent development of peer-to-peer (P2P) services (e.g. streaming, file sharing, and storage) systems introduces a new type of queue systems that receive little attention before, where both job and server arrive and depart randomly. Current…
The waiting time distribution has, in recent years, proven to be a useful statistical tool for characterising transport in nanoscale quantum transport. In particular, as opposed to moments of the distribution of transferred charge, which…
In this paper we consider a real time queuing system with rewards and deadlines. We assume that packet processing time is known upon arrival, as is the case in communication networks. This assumption allows us to demonstrate that the well…
Retrial phenomenon naturally arises in various systems such as call centers, cellular networks and random access protocols in local area networks. This paper gives a comprehensive survey on theory and applications of retrial queues in these…
The digital economy implements complex incentive systems to retain users through point redemption. Understanding user behavior in such complex incentive structures presents a fundamental challenge, especially in estimating the value of…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
Bounding the price of anarchy, which quantifies the damage to social welfare due to selfish behavior of the participants, has been an important area of research. In this paper, we study this phenomenon in the context of a game modeling…
Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…
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…
We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processes is their variance curve, indicating the variance of the…
We consider the steady-state distribution of the sojourn time of a job entering an M/GI/1 queue with the foreground-background scheduling policy in heavy traffic. The growth rate of its mean, as well as the limiting distribution, are…
Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments. In this paper, we include such factors to forecast the value of…
We carry out a detailed large-scale data analysis of price response functions in the spot foreign exchange market for different years and different time scales. Such response functions provide quantitative information on the deviation from…
Scaling blockchain efficiency is crucial to its widespread usage in which the payment channel is one of the most prominent approaches. With payment channels and the network they construct, two users can move some transactions off-chain in a…
We consider a point process $i+\xi_i$, where $i\in \bZ$ and the $\xi_{i}$'s are i.i.d. random variables with variance $\sigma^{2}$. This process, with a suitable rescaling of the distribution of $\xi_i$'s, converges to the Poisson process…