Transient behavior of fractional queues and related processes

DOI10.1007/S11009-013-9391-2MaRDI QIDQ496966zbMATH OpenOpenAlexFDO

Authors Dexter O. Cahoy, Federico Polito, Vir V. Phoha

Publication date 23 September 2015

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.6695

zbMATH Keywords

fractional \(\mathrm{M}/\mathrm{M}/1\) queuefractional birth-death processfractional derivative operatorMittag-Leffler functionparameter estimationsimulationtransient analysis

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22) Financial applications of other theories (91G80)

Abstract: We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian and Markovian properties, which naturally provide greater flexibility in modeling real queue systems than its classical counterpart. Algorithms to simulate M/M/1 queue process and the related linear birth-death process are provided. Closed-form expressions of the point and interval estimators of the parameters of these fractional stochastic models are also presented. These methods are necessary to make these models usable in practice. The proposed fractional M/M/1 queue model and the statistical methods are illustrated using S&P data.

Recommendations

• On the transient behaviour of fractional \(M/M/\infty\) queues
• Fractional Erlang queues
• Fractional queues with catastrophes and their transient behaviour
• On a fractional queueing model with catastrophes
• Fractional Poisson processes and their representation by infinite systems of ordinary differential equations

Cites work

• A transient solution to an M/M/1 queue: a simple approach
• Fractional Poisson process
• Fractional Poisson processes and related planar random motions
• scientific article; zbMATH DE number 3122006 (Why is no real title available?)
• scientific article; zbMATH DE number 1237738 (Why is no real title available?)
• scientific article; zbMATH DE number 1016749 (Why is no real title available?)
• scientific article; zbMATH DE number 4000260 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• scientific article; zbMATH DE number 3093719 (Why is no real title available?)
• Numerical computation of first-passage times of increasing Lévy processes
• On a fractional linear birth-death process
• Parameter estimation for fractional birth and fractional death processes
• Parameter estimation for fractional Poisson processes
• Special Functions for Applied Scientists
• Transient behavior of the M/M/1 queue via Laplace transforms

Cited in

(15)

• Fractional queues with catastrophes and their transient behaviour
• Fractional immigration-death processes
• On the transient behaviour of fractional \(M/M/\infty\) queues
• Non-local solvable birth-death processes
• The entropy production paradox for fractional master equations
• Fractional Erlang queues
• Time-changed fractional Ornstein-Uhlenbeck process
• On a fractional queueing model with catastrophes
• scientific article; zbMATH DE number 994729 (Why is no real title available?)
• Limit theorems for the fractional nonhomogeneous Poisson process
• Queuing models with Mittag-Leffler inter-event times
• On the uniform ergodicity rate of a fractional Ehrenfest urn model
• On Erlang queue with multiple arrivals and its time-changed variant
• A restless time-fractional multiclass queue
• Scaling limits for some Mittag-Leffler queues

This page was built for publication: Transient behavior of fractional queues and related processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496966)