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相关论文: New Representations for G/G/1 Waiting Times

200 篇论文

The single server queue with multiple customer types and semi-Markovian service times, sometimes referred to as the $M/SM/1$ queue, has been well-studied since its introduction by Neuts in 1966. In this paper, we apply an extension of this…

概率论 · 数学 2018-12-07 Abhishek , Marko Boon , Rudesindo Núñez-Queija

We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…

概率论 · 数学 2026-03-17 Gusti van Zyl

Let $G$ be a finite group, $X$ be a compact $G$-space. In this note we study the $(\mathbb{Z}_ + \times\mathbb{Z}/2\mathbb{Z})$-graded algebra $$\mathcal{F}^q_G(X) = \bigoplus_{n\geq0} q^n \cdot…

K理论与同调 · 数学 2019-11-21 Germán Combariza , Juan Rodríguez , Mario Velásquez

In the present paper the infinite-server MMAPkGk queueing model with random resource vector of customers, marked MAP arrival and semi-Markov (SM) arrival of catastrophes is considered. The joint generating functions (PGF) of transient and…

性能 · 计算机科学 2018-05-25 K. Kerobyan , R. Covington , R. Kerobyan , K. Enakoutsa

We use the remark that, through Bargmann-Fock representation, diagonal operators of the Heisenberg-Weyl algebra are scalars for the Hadamard product to give some properties (like the stability of periodic fonctions) of the Hadamard product…

符号计算 · 计算机科学 2008-10-21 Gérard Henry Edmond Duchamp , Silvia Goodenough , Karol A. Penson

We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…

概率论 · 数学 2017-08-21 Peter W. Glynn , Harsha Honnappa

We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

统计力学 · 物理学 2009-11-07 Govindan Rangarajan , Mingzhou Ding

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

化学物理 · 物理学 2007-05-23 V. V. Ryazanov

Consider the following birth and death process with the following infinitesimal transition probabilities {\lambda}(k) ={\lambda}/(1+k) and {\mu}(k) = {\mu}k with {\lambda},{\mu}> 0. This process has known as a discouragement queue [5].…

概率论 · 数学 2013-02-26 Andrea Monsellato

When using boundary integral equation methods, we represent solutions of a linear partial differential equation as layer potentials. It is well-known that the approximation of layer potentials using quadrature rules suffer from poor…

数值分析 · 数学 2021-09-24 Camille Carvalho

New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…

高能物理 - 格点 · 物理学 2007-05-23 Hideo Nakajima

We introduce and study some queueing models with random resetting, including Markovian and non--Markovian models. The Markovian models include M/M/$\infty$, M/M/r and M/M/1+M queues with random resetting, in which a continuous-time Markov…

概率论 · 数学 2025-11-27 Dongzhou Huang , Guodong Pang , Izabella Stuhl , Yuri Suhov

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

计算金融 · 定量金融 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

In this article, we consider a second Problem of Time Facet. This started life as Wheeler's Thin Sandwich Problem, within the narrow context of 1) GR-as-Geometrodynamics, in particular its momentum constraint. 2) A Lagrangian variables…

广义相对论与量子宇宙学 · 物理学 2019-10-25 Edward Anderson

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

概率论 · 数学 2018-11-19 Mateusz Kwaśnicki

We first strictly expressed the basic notions and research methods of abstract operators, which systematically expounded the main results of abstract operator theory. By combining abstract operators with the Laplace transform, we can easily…

偏微分方程分析 · 数学 2016-07-05 Guang-Qing Bi , Yue-Kai Bi

A 3+1 spacetime, with a shift vector that is the unique fundamental solution to the linearized wave operator, is introduced to model an interpretation of Wheeler's layman's analogy of the Quantum foam. To understand the distributional…

广义相对论与量子宇宙学 · 物理学 2023-05-30 Claes Cramer

We calculate the time of arrival probability distribution of a quantum particle using the Bohmian formalism. The pilot-wave is given by the wave function of the one dimensional vacuum squeezed state but written in the Schr\"odinger…

量子物理 · 物理学 2025-04-08 Angel Garcia-Chung , Humberto G. Laguna

A representation of $\mathfrak{gl}(V)=V \otimes V^*$ is a linear map $\mu \colon \mathfrak{gl}(V) \otimes M \to M$ satisfying a certain identity. By currying, giving a linear map $\mu$ is equivalent to giving a linear map $a \colon V…

表示论 · 数学 2022-07-12 Steven V Sam , Andrew Snowden

Let G be a reductive group (over an algebraically closed field) equipped with the metaplectic data. In this paper we study the corresponding twisted Whittaker category for G. We construct and study a functor from the latter category to the…

表示论 · 数学 2023-08-25 Sergey Lysenko
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