相关论文: M/M/$\infty$ queues in semi-Markovian random envir…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
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…
In this note we consider M/D/1/N queue with renovation and derive analytic expressions for the following performance characteristics: stationary loss rate, moments of the number in the system. Moments of consecutive losses, waiting/sojourn…
The bike sharing systems are fast increasing as a public transport mode in urban short trips, and have been developed in many major cities around the world. A major challenge in the study of bike sharing systems is that large-scale and…
We consider the $M/G/1$ queue with a processor sharing server. We study the conditional sojourn time distribution, conditioned on the customer's service requirement, as well as the unconditional distribution, in various asymptotic limits.…
We consider an M/M/Infinity service system in which an arriving customer is served by the first idle server in an infinite sequence S_1, S_2, ... of servers. We determine the first two terms in the asymptotic expansions of the moments of L…
Non-Markovian effects in open quantum system dynamics usually manifest backflow of information from the environment to the system, indicating complete-positive divisibility breaking of the dynamics. We provide a criterion for witnessing…
In this paper we solve a particular stochastic recursion in the stationary ergodic framework, and propose some applications of this result to the study of regenerativity (that is, finiteness of busy cycles) and stationarity of some queueing…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
In this paper a general second order semi-Markov reward model is presented. Equations for the higher order moments of the reward process are presented for the first time and applied to wind energy production. The application is executed by…
Some important results on the variance of the $M|G|\infty$ queue busy period are presented. Often, this parameter depends on the whole structure of the service time distribution. So, the importance of the bounds presented, depending only on…
Discrete-time queueing models find huge applications as they are used in modeling queueing systems arising in digital platforms like telecommunication systems, computer networks, etc. In this paper, we analyze an infinite-buffer queueing…
We introduce a non-Markovian generalization of the classical M/M/1 queue by incorporating extended nonlocal time dynamics into Kolmogorov forward equations. We obtain the model by replacing the standard time derivative with an extended…
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov…
It is a very hard task to compute an exact solution for the differential equations, with differences, system that allows the determination of the M|M|m|m system transient probabilities. The respective complexity grows with m. The…
This paper presents a new condition for the existence of optimal stationary policies in average-cost continuous-time Markov decision processes with unbounded cost and transition rates, arising from controlled queueing systems. This…
We first derive the recurisions for integer moments of two-type continuous-state branching processes in L\'{e}vy random environments. Result shows that the $n$th moment of the process is a polynomial of the initial value of the process with…
The problems arising when the moments of service time distributions, for which the MGinf queue system busy period and busy cycle become very easy to study, are presented and it is shown how to overcome them. The busy cycle renewal function…