On the telegraph process driven by geometric counting process with Poisson-based resetting

A Di Crescenzo, A Iuliano, V Mustaro… - Journal of Statistical …, 2023 - Springer
We investigate the effects of the resetting mechanism to the origin for a random motion on
the real line characterized by two alternating velocities v 1 and v 2. We assume that the …

A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

S Dharmaraja, A Di Crescenzo, V Giorno… - Journal of Statistical …, 2015 - Springer
We consider a continuous-time Ehrenfest model defined over the integers from-NN to N, and
subject to catastrophes occurring at constant rate. The effect of each catastrophe …

Transient solution of an M/M/ queue with catastrophes

GS Bura - Communications in Statistics-Theory and Methods, 2019 - Taylor & Francis
In this paper, we consider an M/M/∞ queue with catastrophes. We study the model and
obtain the time dependent solution by using continued fraction techniques. The …

A time-non-homogeneous double-ended queue with failures and repairs and its continuous approximation

A Di Crescenzo, V Giorno, B Krishna Kumar, AG Nobile - Mathematics, 2018 - mdpi.com
We consider a time-non-homogeneous double-ended queue subject to catastrophes and
repairs. The catastrophes occur according to a non-homogeneous Poisson process and …

[PDF][PDF] On three methods for bounding the rate of convergence for some continuous-time Markov chains

A Zeifman, Y Satin, A Kryukova… - … Journal of Applied …, 2020 - intapi.sciendo.com
Consideration is given to 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) …

On a class of birth-death processes with time-varying intensity functions

V Giorno, AG Nobile - Applied Mathematics and Computation, 2020 - Elsevier
In this paper, we investigate on a class of time-inhomogeneous birth-death chains obtained
by applying the composition method to two time-inhomogeneous double-ended chains …

Truncation bounds for approximations of inhomogeneous continuous-time Markov chains

AI Zeifman, AV Korotysheva, VY Korolev… - Theory of Probability & Its …, 2017 - SIAM
Truncation Bounds for Approximations of Inhomogeneous Continuous-Time Markov Chains
Page 1 Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. THEORY …

[HTML][HTML] M/M/1 queue in two alternating environments and its heavy traffic approximation

A Di Crescenzo, V Giorno, BK Kumar… - Journal of Mathematical …, 2018 - Elsevier
We investigate an M/M/1 queue operating in two switching environments, where the switch
is governed by a two-state time-homogeneous Markov chain. This model allows to describe …

On the rate of convergence and limiting characteristics for a nonstationary queueing model

Y Satin, A Zeifman, A Kryukova - Mathematics, 2019 - mdpi.com
Consideration is given to the nonstationary analogue of M/M/1 queueing model in which the
service happens only in batches of size 2, with the arrival rate λ (t) and the service rate μ (t) …

Constructing transient birth–death processes by means of suitable transformations

A Di Crescenzo, V Giorno, AG Nobile - Applied Mathematics and …, 2016 - Elsevier
For a birth–death process N (t) with a reflecting state at 0 we propose a method able to
construct a new birth–death process M (t) defined on the same state-space. The birth and …