[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 …
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
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 …
censoring. The first layer, called warranty censoring, applies to the product lifetime due to a …
Heavy traffic approximation of equilibria in resource sharing games
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 …
strategic behavior. We study a priority service model where a single server allocates its …
A resource-sharing game with relative priorities
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 …
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 …
Online service providers aim to satisfy the tail performance requirements of customers
through Service-Level Objectives (SLOs). One approach to ensure tail performance …
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 …
systems in which event arrivals are described by multivariate marked Hawkes point …
A stochastic network with mobile users in heavy traffic
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 …
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 …
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 …
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 …
systems. In these systems, we use multivariate marked Hawkes point processes to describe …