[HTML][HTML] On the numerical solution of functional equations with application to response time distributions

PG Harrison - Applied Mathematics and Computation, 2024 - Elsevier
A unified approach is developed to solve functional equations defining generating functions.
Such equations are often constructed as a means to solve recurrence relations, such as …

Phase-type distributions for product return data with two-layer censoring

Y Wang, ZS Ye - Journal of the Royal Statistical Society Series …, 2023 - academic.oup.com
Product return data, such as warranty claims, are usually subject to two layers of right
censoring. The first layer, called warranty censoring, applies to the product lifetime due to a …

Heavy traffic approximation of equilibria in resource sharing games

Y Wu, L Bui, R Johari - IEEE Journal on Selected Areas in …, 2012 - ieeexplore.ieee.org
We consider a model of priced resource sharing that combines both queueing behavior and
strategic behavior. We study a priority service model where a single server allocates its …

A resource-sharing game with relative priorities

J Doncel, U Ayesta, O Brun, B Prabhu - Performance Evaluation, 2014 - Elsevier
Motivated by cloud-based computing resources operating with relative priorities, we
investigate the strategic interaction between a fixed number of users sharing the capacity of …

Efficient and accurate Lyapunov function-based truncation technique for multi-dimensional Markov chains with applications to discriminatory processor sharing and …

G Somashekar, M Delasay, A Gandhi - Performance Evaluation, 2023 - Elsevier
Online service providers aim to satisfy the tail performance requirements of customers
through Service-Level Objectives (SLOs). One approach to ensure tail performance …

Diffusion approximations for self-excited systems with applications to general branching processes

W Xu - The Annals of Applied Probability, 2024 - projecteuclid.org
In this work, several convergence results are established for nearly critical self-excited
systems in which event arrivals are described by multivariate marked Hawkes point …

A stochastic network with mobile users in heavy traffic

S Borst, F Simatos - Queueing Systems, 2013 - Springer
We consider a stochastic network with mobile users in a heavy traffic regime. We derive the
scaling limit of the multidimensional queue length process and prove a form of spatial state …

[PDF][PDF] Performance analysis of multi-class queueing models

P Vis - 2017 - research.vu.nl
In this thesis we study multi-class queueing models. In general, queueing models provide a
natural means to describe the phenomenon of congestion, and find many applications in …

Sojourn time approximations in a multi-class time-sharing server

A Izagirre, U Ayesta, IM Verloop - IEEE INFOCOM 2014-IEEE …, 2014 - ieeexplore.ieee.org
We study a multi-class time-sharing discipline with relative priorities known as
Discriminatory Processor Sharing (DPS), which provides a natural framework to model …

Diffusion approximations for marked self-exciting systems with applications to general branching processes

W Xu - arXiv preprint arXiv:2101.01288, 2021 - arxiv.org
We study in this work the convergence of a sequence of asymptotically critical self-exciting
systems. In these systems, we use multivariate marked Hawkes point processes to describe …