Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD), i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed with LRD properties, a next question is: what is their impact on network performance? To assess this...

In service systems, in order to balance the server’s idle times and the customers’ waiting times, one may fix the arrival times of the customers beforehand in an appointment schedule. We propose a procedure for determining appointment schedules in such a D/G/1-type of system by sequentially...

Empirical studies showed that many types of network traffic exhibit long-range dependence (LRD),i.e., burstiness on a wide variety of time-scales. Given that traffic streams are indeed endowed withLRD properties, a next question is: what is their impact on network performance? To assess...

We consider a queue fed by a large number, say n, of on-off sources with generally distributed on-and off-times. The queueing resources are scaled by n: the buffer is B=nb and link rate is C=nc.The model is versatile: it allows us to model both long range dependent traffic (by using heavy-tailed...

This paper focuses on numerical evaluation techniques related to fluctuation theory for Lévy processes; they can be applied in various domains, e.g., in finance in the pricing of so-called barrier options. More specifically, with $$\bar{X}_t:= \sup _{0\le s\le t} X_s$$ denoting the running...

type="main" <p>This paper studies one-dimensional Ornstein–Uhlenbeck (OU) processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d  0). In the literature, they are referred to as reflected OU (ROU) and...</p>

This short communication considers a tandem queue fed by Lévy input. The main result concerns expressions for the Laplace transform of the transient workload in the downstream queue, under the condition that the system starts off empty. This expression greatly simplifies if the driving Lévy...

This paper focuses on numerical evaluation techniques related to fluctuation theory for Lévy processes; they can be applied in various domains, e.g., in finance in the pricing of so-called barrier options. More specifically, with <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\bar{X}_t:= \sup _{0\le s\le t} X_s$$</EquationSource> </InlineEquation> denoting the running...</equationsource></inlineequation>

We analyze the number of zeros of det(F([alpha])), where F([alpha]) is the matrix exponent of a Markov Additive Process (MAP) with one-sided jumps. The focus is on the number of zeros in the right half of the complex plane, where F([alpha]) is analytic. In addition, we also consider the case of...

Consider events of the form {Zs=[zeta](s),s[set membership, variant]S}, where Z is a continuous Gaussian process with stationary increments, [zeta] is a function that belongs to the reproducing kernel Hilbert space R of process Z, and is compact. The main problem considered in this paper is...