相关论文: Nonparametric Estimation of the Service Time Distr…
A FORTRAN program to simulate the operation of infinite servers queues is presented in this work. Poisson arrivals processes are considered but not only. For many parameters of interest in queuing systems study or application, either there…
In this paper, we analyze a discrete-time queue that is motivated from studying hospital inpatient flow management, where the customer count process captures the midnight inpatient census. The stationary distribution of the customer count…
For temporal regularly spaced datasets, a lot of methods are available and the properties of these methods are extensively investigated. Less research has been performed on irregular temporal datasets subject to measurement error with…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
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…
Efficient use of call center operators through technological innovations more often come at the expense of added operation management issues. In this paper, the stationary characteristics of an $M/G/1$ retrial queue is investigated where…
To perform a queuing analysis or design in a communications context, we need to estimate the values of the input parameters, specifically the mean of the arrival rate and service time. In this paper, we propose an approach for estimating…
Stationary Random Functions have been successfully applied in geostatistical applications for decades. In some instances, the assumption of a homogeneous spatial dependence structure across the entire domain of interest is unrealistic. A…
We consider a discrete-time system comprising a first-come-first-served queue, a non-preemptive server, and a stationary non-work-conserving scheduler. New tasks enter the queue according to a Bernoulli process with a pre-specified arrival…
We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\^{o} semimartingale on a fixed interval when the mesh of the…
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…
In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a function of the (diffusively scaled) queue length. It is proved…
Overlap times have been studied as a way of understanding the time of interaction between customers in a service facility. Most of the previous analysis relies on the single jump assumption for arrivals, which implies the queue increases by…
Finite-capacity single-server queues with general service-time distributions form the backbone of numerous real-world systems, yet classical simulation of performance metrics such as blocking probabilities and delay becomes computationally…
A notorious problem in queueing theory is to compute the worst possible performance of the GI/G/1 queue under mean-dispersion constraints for the interarrival and service time distributions. We address this extremal queue problem by…
We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…
In this short communication we study a fluid queue with a finite buffer. The performance measure we are interested in is the occupation time over a finite time period, i.e., the fraction of time the workload process is below some fixed…
This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…