相关论文: M/M/$\infty$ queues in semi-Markovian random envir…
The $M/GI/m/n$ queueing system with $m$ homogeneous servers and the finite number $n$ of waiting spaces is studied. Let $\lambda$ be the customers arrival rate, and let $\mu$ be the reciprocal of the expected service time of a customer.…
Probabilistic model checking mainly concentrates on techniques for reasoning about the probabilities of certain path properties or expected values of certain random variables. For the quantitative system analysis, however, there is also…
An infinite buffer batch service vacation queue has been studied where service rate of the batch is dependent on the size of the batch and vacation rate is dependent on the queue size at vacation initiation epoch. The arrivals follow the…
A special customer must complete service from two servers in series, in either order, each with an M/M/1 queueing system. It is assumed that the two queueing system lengths are independent with initial numbers of customers a and b at the…
In this paper, we analyze the steady state maximum overlap time in the M/M/1 queue. We derive the maximum overlap time tail distribution, its moments and the moment generating function. We also analyze the steady state minimum overlap time…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…
In this article, we consider a continuous review (s, S) inventory system with failures of demand fulfillment (service) modeled as a Markov-modulated retrial queueing system. The inventory system features a single product that experiences…
In this paper, we consider discrete-time D-BMAP/G/\inf queueing model. We construct effective discrete-time Markovian dynamics for this model and utilize it to derive exact time-dependent distribution of customer number and the…
A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…
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…
Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expected discounted payoff criterion with state-action-dependent…
We analyze a tandem network of polling queues with two product types and two stations. We assume that external arrivals to the network follow a Poisson process, and service times at each station are exponentially distributed. For this…
In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…
We consider a polling system with two queues, where a single server is attending the queues in a cyclic order and requires non-zero switching times to switch between the queues. Our aim is to identify a fairly general and comprehensive…
This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…
In this paper we study the Markov-modulated M/M/$\infty$ queue, with a focus on the correlation structure of the number of jobs in the system. The main results describe the system's asymptotic behavior under a particular scaling of the…
We consider a conditional factor model for a multivariate portfolio of United States equities in the context of analysing a statistical arbitrage trading strategy. A state space framework underlies the factor model whereby asset returns are…
Every quantum system is coupled to an environment. Such system-environment interaction leads to temporal correlation between quantum operations at different times, resulting in non-Markovian noise. In principle, a full characterisation of…
In this work, nonparametric statistical inference is provided for the continuous-time M/G/1 queueing model from a Bayesian point of view. The inference is based on observations of the inter-arrival and service times. Beside other…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…