Journal: Advances in Applied Probability

Found 243 papers in total
The synchronization of Poisson processes and queueing networks with service and synchronization nodes
The synchronization of Poisson processes and queueing networks with service and synchronization nodes
2000,
This paper investigates the dynamics of a synchronization node in isolation, and of...
Alternative routeing in fully connected queueing networks
Alternative routeing in fully connected queueing networks
2000,
We consider a fully connected queueing network in which customers have one direct and...
Overflow behavior in queues with many long-tailed inputs
Overflow behavior in queues with many long-tailed inputs
2000,
We consider a fluid queue fed by the superposition of n homogeneous on–off...
Stochastic domination and Markovian couplings
Stochastic domination and Markovian couplings
2000,
For continuous-time Markov chains with semigroups P, P′ taking values in a...
Three management policies for a resource with partition constraints
Three management policies for a resource with partition constraints
1999,
Management of a bufferless resource is considered under non-homogeneous demand...
Simple formulae for counting processes in reliability models
Simple formulae for counting processes in reliability models
1997,
Dependability evaluation is a basic component in the assessment of the quality of...
Convergence of a global stochastic optimization algorithm with partial step size restarting
Convergence of a global stochastic optimization algorithm with partial step size restarting
2000,
This work develops a class of stochastic global optimization algorithms that are...
A unified approach to fast teller queues and ATM
A unified approach to fast teller queues and ATM
1999,
This paper examines a problem of importance to the telecommunications industry. In the...
Tightness of the stationary waiting time in heavy traffic
Tightness of the stationary waiting time in heavy traffic
1999,
Sufficient conditions are given ensuring tightness of a suitably normalized stationary...
Approximations of general discrete time queues by discrete time queues with arrivals modulated by finite chains
Approximations of general discrete time queues by discrete time queues with arrivals modulated by finite chains
1997,
Recently, Asmussen and Koole showed that any discrete or continuous time marked point...
Light traffic approximations for regenerative queueing processes
Light traffic approximations for regenerative queueing processes
1997,
We consider a regenerative queueing process that is (partially) generated by an...
Optimal stochastic scheduling of a two-stage tandem queue with parallel servers
Optimal stochastic scheduling of a two-stage tandem queue with parallel servers
1999,
We consider the optimal stochastic scheduling of a two-stage tandem queue with two...
A fluid queue with a finite buffer and subexponential input
A fluid queue with a finite buffer and subexponential input
2000,
We consider a fluid model similar to that of Kella and Whitt, but with a buffer having...
Asymptotic bounds for the fluid queue fed by sub-exponential on/off sources
Asymptotic bounds for the fluid queue fed by sub-exponential on/off sources
2000,
We consider a fluid queue fed by a superposition of a finite number of On/Off sources,...
Exact and asymptotic solutions to a PDE that arises in time-dependent queues
Exact and asymptotic solutions to a PDE that arises in time-dependent queues
2000,
We consider a diffusing particle in one dimension that is subject to a time-dependent...
Queueing networks with instantaneous movements: A unified approach by quasi-reversibility
Queueing networks with instantaneous movements: A unified approach by quasi-reversibility
2000,
In this paper we extend the notion of quasi-reversibility and apply it to the study of...
The multiclass GI/PH/N queue in the Halfin–Whitt regime
The multiclass GI/PH/N queue in the Halfin–Whitt regime
2000,
We consider a multiserver queue in the heavy-traffic regime introduced and studied by...
On the optimality and the asymptotic optimality of the smallest weighted available buffer policy
On the optimality and the asymptotic optimality of the smallest weighted available buffer policy
1999,
A major design challenge of Asynchronous Transfer Mode (ATM) networks is to...
Perfect simulation of some point processes for the impatient user
Perfect simulation of some point processes for the impatient user
1999,
Recently Propp and Wilson have proposed an algorithm, called coupling from the past...
Markov chain Monte Carlo simulation of the distribution of some perpetuities
Markov chain Monte Carlo simulation of the distribution of some perpetuities
1999,
We study the present value Z ∞ = ∫ ∞ 0 e −X t− dY t...
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
1999,
A well-known result on the distribution tail of the maximum of a random walk with...
The maximum of a function of a Markov chain and application to linkage analysis
The maximum of a function of a Markov chain and application to linkage analysis
1999,
One method of linkage analysis in humans is based on identity-by-descent of pairs of...
Asymptotics of Poisson approximation to random discrete distributions: An analytic approach
Asymptotics of Poisson approximation to random discrete distributions: An analytic approach
1999,
A general analytic scheme for Poisson approximation to discrete distributions is...
Large deviations, moderate deviations, and queues with long-range dependent input
Large deviations, moderate deviations, and queues with long-range dependent input
1999,
Long-range dependence has been recently asserted to be an important characteristic in...
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