相关论文: New Representations for G/G/1 Waiting Times
We first summarize joint work on several preliminary canonical Lambert series factorization theorems. Within this article we establish new analogs to these original factorization theorems which characterize two specific primary cases of the…
The Wiener-Hopf factorization is obtained in closed form for a phase type approximation to the CGMY L\'{e}vy process. This allows, for the approximation, exact computation of first passage times to barrier levels via Laplace transform…
The classical Gelfand--Naimark theorems provide important insight into the structure of general and of commutative C*-algebras. It is shown that these can be generalized to certain ordered *-algebras. More precisely, for $\sigma$-bounded…
Explicit solutions to the non-linear field equations of some gravitational theories can be obtained, by means of a Riemann-Hilbert approach, from a canonical Wiener-Hopf factorisation of certain matrix functions called monodromy matrices.…
We study the two-dimensional joint distribution of the first hitting time of a constant level by a continuous-state branching process with immigration and their primitive stopped at this time. We show an explicit expression of its Laplace…
Fractional Dzherbashian-Nersesian operator is considered and three famous fractional order derivatives namely Riemann-Liouville, Caputo and Hilfer derivatives are shown to be special cases of the earlier one. The expression for Laplace…
This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and…
The solvability of the Riemann-Hilbert boundary value problem on the real line is described in the case when its matrix coefficient admits a Wiener-Hopf type factorization with bounded outer factors but rather general diagonal elements of…
We introduce the {\Delta}(i)/GI/1 queue, a new queueing model. In this model, customers from a given population independently sample a time to arrive from some given distribution F. Thus, the arrival times are an ordered statistics, and the…
The unitary operators U(t), describing the quantum time evolution of systems with a time-dependent Hamiltonian, can be constructed in an explicit manner using the method of time-dependent invariants. We clarify the role of Lie-algebraic…
This paper studies the heavy-traffic asymptotics for the multiclass FIFO M${}^X$/G/1 queue. We first derive the probability generating function of the joint queue length distribution. Using the probability generating function, we then…
We prove several results about functions which preserve the Schur-Agler class under Hadamard or coefficient-wise product. First, functions which preserve the Schur class necessarily preserve the Schur-Agler class. Second, ``moments'' of…
In this paper the approach to obtaining nonrecurrent formulas for some recursively defined sequences is illustrated. The most interesting result in the paper is the formula for the solution of quadratic map-like recurrence. Also, some…
We study unital operator spaces endowed with a partially defined product. We give a matrix-norm characterization of such products that allows for a representation theorem where the partial product is realized as composition of operators on…
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…
A $M/M/1$ queue with catastrophes is a modified $M/M/1$ queue model for which, according to the times of a Poisson process, catastrophes occur leaving the system empty. In this work, we study a fractional $M/M/1$ queue with catastrophes,…
We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…
A Hilbert space in M dimensions is shown explicitly to accommodate representations that reflect the prime numbers decomposition of M. Representations that exhibit the factorization of M into two relatively prime numbers: the kq…
Finding a Hadamard matrix (H-matrix) among the set of all binary matrices of corresponding order is a hard problem, which potentially can be solved by quantum computing. We propose a method to formulate the Hamiltonian of finding H-matrix…
In this paper we describe a perfect simulation algorithm for the stable $M/G/c$ queue. Sigman (2011: Exact Simulation of the Stationary Distribution of the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how to build…