0000000000300637

AUTHOR

Amelia G. Nobile

0000-0003-2363-7496

showing 2 related works from this author

A Time-Non-Homogeneous Double-Ended Queue with Failures and Repairs and Its Continuous Approximation

2018

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 lead the system into a state of failure. Instantaneously, the system is put under repair, such that repair time is governed by a time-varying intensity function. We analyze the transient and the asymptotic behavior of the queueing system. Moreover, we derive a heavy-traffic approximation that allows approximating the state of the systems by a time-non-homogeneous Wiener process subject to jumps to a spurious state (due to catastrophes) and random returns to the zero state (due to repairs). Special attention is devoted to the cas…

time-non-homogeneous jump-diffusion processesComputer scienceGeneral Mathematicsdouble-ended queues01 natural sciencestransition densitiesdouble-ended queues; time-non-homogeneous birth-death processes; catastrophes; repairs; transient probabilities; periodic intensity functions; time-non-homogeneous jump-diffusion processes; transition densities; first-passage-time010104 statistics & probabilitysymbols.namesakeZero state responseWiener processrepairsComputer Science (miscellaneous)Applied mathematicstime-non-homogeneous birth-death processes0101 mathematicsSpurious relationshipEngineering (miscellaneous)Queuefirst-passage-timeQueueing theorytransient probabilitieslcsh:Mathematics010102 general mathematicslcsh:QA1-939catastrophesperiodic intensity functionssymbolsDouble-ended queueFirst-hitting-time modelConstant (mathematics)Mathematics; Volume 6; Issue 5; Pages: 81
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M/M/1 queue in two alternating environments and its heavy traffic approximation

2018

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 a system that is subject to regular operating phases alternating with anomalous working phases or random repairing periods. We first obtain the steady-state distribution of the process in terms of a generalized mixture of two geometric distributions. In the special case when only one kind of switch is allowed, we analyze the transient distribution, and investigate the busy period problem. The analysis is also performed by means of a suitable heavy-traffic approximation which leads to a continuous random process. Its d…

Partial differential equationMarkov chainDistribution (number theory)Stochastic processApplied MathematicsProbability (math.PR)010102 general mathematicsMathematical analysisM/M/1 queue60K25 60K37 60J60 60J70Heavy traffic approximation01 natural sciencesSteady-state distribution010104 statistics & probabilityDiffusion approximationFOS: MathematicsAlternating Wiener process0101 mathematicsFirst-hitting-time modelSteady-state distribution; First-passage time; Diffusion approximation; Alternating Wiener processQueueMathematics - ProbabilityAnalysisFirst-passage timeMathematicsJournal of Mathematical Analysis and Applications
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