Search arXivSearch

arXiv · 2109.13591

First Order Differential Equations Induced by the Infinite Servers Queue with Poisson Arrivals Transient Behavior Probability Distribution Parameters Study as Time Functions

Abstract

The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is determinant the hazard rate function service time length, induce the consideration of two differential equations, one related with the mean monotony study and another with the variance monotony study, which solutions lead to some particular service time distributions, for which those parameters present specific behaviors as time functions.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Manuel Alberto M. Ferreira. 2021-09-28. First Order Differential Equations Induced by the Infinite Servers Queue with Poisson Arrivals Transient Behavior Probability Distribution Parameters Study as Time Functions. https://arxiv.org/abs/2109.13591

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Generalized Edgeworth expansions for integer-valued additive functionals of uniformly elliptic Markov chains

We obtain asymptotic expansions for probabilities $\bbP(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $\DS S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve products of polynomials and trigonometric polynomials, and they hold without additional assumptions. As an application of the explicit formulas of the trigonometric polynomials, we relate existence of the standard Edgeworth expansions of order $r$ to the rate of equidistributions of $S_N$ modulo $m$ for small positive integers $m.$

math.PR

Permutations from Random Walk

Xavier and Yushi run a "random race" as follows. An atomless probability distribution $μ$ on the real line is chosen. The runners begin at zero. At time $i$ Xavier draws $\mathbf{X}_i$ from $μ$ and advances that distance, while Yushi advances by an independent drawing $\mathbf{Y}_i$. After $n$ such moves, what is the probability that Yushi led all the way? That the answer (namely, $4^{-n}\binom{2n}{n}$) is independent of $μ$ follows from a classical theorem of Darling, stating that for symmetric atomless increments, the distribution of each individual rank in the permutation obtained by ranking the partial sums is independent of the step law. We give a self-contained proof and extend the result to the permutations generated by partial sums of uniformly random signed permutations of any fixed, finite, generic set of reals. For atomless increments with mean zero and finite variance, without assuming symmetry, we show that random-walk permutations approach a random object that we call the "Wiener permuton," whose expected pattern densities equal the probabilities of the corresponding permutations generated by finite random walks with centered Laplace increments. Finally, we exhibit an infinite family of constructions whose limiting permutons interpolate between the Wiener permuton and the recursive separable permuton; each has the same intensity permuton, providing a single two-dimensional extension of the classical arcsine law for all of them.

math.PR

On the uniqueness of quasi-stationary distributions for population models with spatial structure

Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for stationary distributions, QSDs may not be unique, even under irreducibility conditions. The general conditions for uniqueness of QSDs are not always easy to check. For the branching process, besides the quasi-limiting distribution there are many other QSDs. In this paper, we investigate whether adding little extra information to the continuous-time branching process is enough to obtain uniqueness. We consider the branching process with genealogy and branching random walks, and show that they have a unique QSD.

math.PR