Results 91 to 100 of about 1,352 (222)

Replication Data for: Order Book Queue Hawkes-Markovian Modeling

Replication Data for: Order Book Queue Hawkes-Markovian Modeling.
Yang, Shihao
core   +1 more source

A Discrete Queue with the Markovian Arrival Process and Phase Type Primary and Secondary Services

, 1994
A discrete time queueing model with Markovian arrival process in which jobs require primary and possibly secondary service, is analysed. Under the assumptions of infinite waiting room for the primary queue and no waiting room for the secondary queue we ...
Sule, Attahiru, Alfa, Chakravarthy, Srinivas R.   +1 more
core   +1 more source

Stationary queue length in a FIFO single server queue with service interruptions and multiple batch Markovian arrival streams

, 2003
This paper considers a FIFO single-server queue with service interruptions and multiple batch Markovian arrival streams. The server state (on and off), the type of arriving customers and their batch size are assumed to be governed by a continuous-time ...
Hiroyuki Masuyama, Tetsuya Takine
core   +1 more source

Departure processes from MAP/PH/1 queues

, 1999
A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
core  

Heavy Traffic Queue Length Behaviour in a Switch under Markovian Arrivals

, 2023
This paper studies the input queued switch operating under the MaxWeight algorithm when the arrivals are according to a Markovian process. We exactly characterize the heavy-traffic scaled mean sum queue length in the heavy-traffic limit, and shows that ...
Mou, Shancong, Maguluri, Siva Theja
core  

Order Book Queue Hawkes Markovian Modeling

SIAM Journal on Financial Mathematics
This article presents a Hawkes process model with Markovian baseline intensities for high-frequency order book data modeling. We classify intraday order book trading events into a range of categories based on their order types and the price changes after their arrivals.
Philip Protter, Qianfan Wu, Shihao Yang 0002   +2 more
openaire   +2 more sources

Modeling and Estimation of Traffic Intensity in M/M/1 Queueing System with Balking: Classical and Bayesian Approaches

AppliedMath
This article focuses on both classical and Bayesian inference of traffic intensity in a single-server Markovian queueing model considering balking. To reflect real-world situations, the article introduces the concept of balking, where customers opt not ...
Bhaskar Kushvaha, Dhruba Das, Asmita Tamuli, Dibyajyoti Bora, Mrinal Deka, Amit Choudhury   +5 more
doaj   +1 more source

BAYESIAN CONTROL OF THE NUMBER OF SERVERS IN A GI/M/C QUEUING SYSTEM [PDF]

In this paper we consider the problem of designing a GI/M/c queueing system. Given arrival and service data, our objective is to choose the optimal number of servers so as to minimize an expected cost function which depends on quantities, such as the ...
María Concepción Ausín Olivera, Michael P. Wiper, Rosa E. Lillo   +2 more
core  

Analyzing the finite buffer batch arrival queue under Markovian service process: GI X /MSP/1/N

General independent arrival, Batch arrival, Finite buffer, Queue, Markovian service process, 60K25, 90B22,
U. Gupta, A. Banik
core   +1 more source

On Performance Measures of a Fuzzy Priority Queue in a Transient Regime using the L-R Method

InPrime
In this paper, we proposed the performance measures of a Markovian queue with non-preemptive priority under transient conditions in a fuzzy environment. We study the transient performance measures of an FM/FM/1 queue with absolute priority.
Daniel Lama Okenge, Mabela Makengo Matendo Rostin, Kyemba Bukweli Joseph, w’Omatete Alonge Jean   +3 more
doaj   +1 more source