s13540-023-00161-4.pdf (1.04 MB)
Queuing models with Mittag-Leffler inter-event times
journal contribution
posted on 2023-06-10, 06:54 authored by Jacob Stephen ButtJacob Stephen Butt, Nicos GeorgiouNicos Georgiou, Enrico ScalasWe study three non-equivalent queueing models in continuous time that each generalise the classical M/M/1 queue in a different way. Inter-event times in all models are Mittag-Leffler distributed, which is a heavy tail distribution with no moments. For each of the models we answer the question of the queue being at zero infinitely often (the ‘recurrence’ regime) or not (the transient regime). Aside from this question, the different analytical properties of each models allow us to answer a number of questions such as existence and description of equilibrium distributions, mixing times, asymptotic behaviour of return probabilities and moments and functional limit theorems.
History
Publication status
- Published
File Version
- Published version
Journal
Journal of Fractional Calculus and Applied AnalysisISSN
1311-0454Publisher
SpringerExternal DOI
Volume
26Page range
1465–1503Department affiliated with
- Mathematics Publications
Research groups affiliated with
- Probability and Statistics Research Group Publications
Full text available
- Yes
Peer reviewed?
- Yes