相关论文: Nonparametric Estimation of the Service Time Distr…

We introduce a novel single-server queue with general retrial times and event-dependent arrivals. This is a versatile model for the study of service systems, in which the server needs a non-negligible time to retrieve waiting customers upon…

We consider the single server queue with service in random order. For a large class of heavy-tailed service time distributions, we determine the asymptotic behavior of the waiting time distribution. For the special case of Poisson arrivals…

We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

In this thesis, we study the queueing systems with heterogeneous servers and service rate uncertainty under the Halfin-Whitt heavy traffic regime. First, we analyse many server queues with abandonments when service rates are i.i.d. random…

We introduce the first class of perfect sampling algorithms for the steady-state distribution of multi-server queues with general interarrival time and service time distributions. Our algorithm is built on the classical dominated coupling…

We consider an extension of the standard G/G/1 queue, described by the equation $W\stackrel{\mathcal{D}}{=}\max\{0, B-A+YW\}$, where $\mathbb{P}[Y=1]=p$ and $\mathbb{P}[Y=-1]=1-p$. For $p=1$ this model reduces to the classical Lindley…

We consider a GI/GI/1 queue with the shortest remaining processing time discipline (SRPT) and light-tailed service times. Our interest is focused on the tail behavior of the sojourn-time distribution. We obtain a general expression for its…

We study a generalization of the $M/G/1$ system (denoted by $rM/G/1$) with independent and identically distributed (iid) service times and with an arrival process whose arrival rate $\lambda_0f(r)$ depends on the remaining service time $r$…

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

We consider the FCFS $GI/GI/n$ queue in the Halfin-Whitt heavy traffic regime, and prove bounds for the steady-state probability of delay (s.s.p.d.) for generally distributed processing times. We prove that there exist $\epsilon_1,…

Due to the widespread applicability of discrete-time queues in wireless networks or telecommunication systems, this paper analyzes an infinite-buffer batch-service queue with single and multiple vacation where customers/messages arrive…

In route selection problems, the driver's personal preferences will determine whether she prefers a route with a travel time that has a relatively low mean and high variance over one that has relatively high mean and low variance. In…

For delay analysis of packet delivery over a wireless link, several novel ideas are introduced. One is to construct an equivalent $G/G/1$ non-lossy queueing model to ease the analysis, enabled by exploiting empirical models of packet error…

We consider a system consisting of a server alternating between two service points. At both service points there is an infinite queue of customers that have to undergo a preparation phase before being served. We are interested in the…

Motivated by interest in providing more efficient services in customer service systems, we use statistical learning methods and delay history information to predict the conditional distribution of the customers' waiting times in queueing…

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use…

Packet-dispersion based measurement tools insert pairs of probe packets with a known separation into the network for transmission over a unicast path or a multicast tree. Samples of the separation between the probe pairs at the…

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

We consider a single server queue that serves a finite population of $n$ customers that will enter the queue (require service) only once, also known as the $\Delta_{(i)}/G/1$ queue. This paper presents a method for analyzing heavy-traffic…