Advanced Matrix-Analytic Methods With Applications

When do wireless network signals appear Poisson?

HP Keeler, N Ross, A Xia

2018-08-01

We consider the point process of signal strengths from transmitters in a wireless network observed from a fixed position under mod..

Lyapunov Exponents for Branching Processes in a Random Environment: The Effect of Information

Sophie Hautphenne, Guy Latouche

2016-04-01

We consider multitype branching processes evolving in a Markovian random environment. To determine whether or not the branching pr..

THE BIAS OPTIMAL K IN THE M/M/1/K QUEUE: AN APPLICATION OF THE DEVIATION MATRIX

Sophie Hautphenne, Moshe Haviv

2016-01-01

We study the optimal buffer capacity K for the M/M/1/K queue under some standard cost and reward structures by comparing various M..

A queueing model for the capacity planning of a multi-phase human services process

N Sonenberg, G Au, PG Taylor

2015-07-03

The increasing availability of data concerning service demand and service provision has enabled the application of queueing models..

A Structured Markov Chain Approach to Branching Processes

S Hautphenne

2015-07-03

Algorithmic methods developed for structured Markov chains are extended to solve questions about a class of continuous-time branch..

The intercept term of the asymptotic variance curve for some queueing output processes

Sophie Hautphenne, Yoav Kerner, Yoni Nazarathy, Peter Taylor

2015-04-16

We consider the output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important pe..

Discussion on "On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals," by Jiandong Ren, Volume 12(2)

H Keeler, P Taylor

2015-01-01

Sensitivity analysis of a branching process evolving on a network with application in epidemiology

S Hautphenne, G Krings, JC Delvenne, VD Blondel

2014-07-02

We perform an analytical sensitivity analysis for a model of a continuous-time branching process evolving on a fixed network. This..

Waiting time distributions in the accumulating priority queue

David A Stanford, Peter Taylor, Ilze Ziedins

2014-07-01

We are interested in queues in which customers of different classes arrive to a service facility, and where performance targets ar..

A multi-class multi-server accumulating priority queue with application to health care

AB Sharif, DA Stanford, P Taylor, I Ziedins

2014-06-01

We consider the accumulating priority queue (APQ), a priority queue where customer priorities are a function of their waiting time..

An em algorithm for the model fitting of Markovian binary trees

S Hautphenne, M Fackrell

2014-01-01

Markovian binary trees form a class of continuous-time branching processes where the lifetime and reproduction epochs of individua..

Extinction probabilities of branching processes with countably infinitely many types

S Hautphenne, G Latouche, G Nguyen

2013-12-01

We present two iterative methods for computing the global and partial extinction probability vectors for Galton-Watson processes w..

On the nature of Phase-Type Poisson distributions

S Hautphenne, G Latouche, GT Nguyen

2013-11-05

Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We sh..

Extension of some MAP results to transient MAPs and Markovian binary trees

S Hautphenne, M Telek

2013-01-01

In this work we extend previous results on moment-based characterization and minimal representation of stationary Markovian arriva..

Level-phase independent stationary distributions for GI/M/1-type Markov chains with infinitely-many phases

G Latouche, S Mahmoodi, PG Taylor

2013-01-01

GI/M/1-type Markov chains are two-dimensional processes, with one dimension called the level and the other the phase. When such a ..

Markovian Trees Subject to Catastrophes: Would They Survive Forever?

S Hautphenne, G Latouche, GT Nguyen

2013-01-01

We consider multitype Markovian branching processes subject to catastrophes which kill random numbers of living individuals at ran..

Extinction probabilities of supercritical decomposable branching processes

S Hautphenne

2012-09-01

We focus on supercritical decomposable (reducible) multitype branching processes. Types are partitioned into irreducible equivalen..

The Markovian binary tree applied to demography

S Hautphenne, G Latouche

2012-06-01

We apply matrix analytic methods and branching processes theory to a comparison of female populations in different countries. We s..

Markovian trees subject to catastrophes: Transient features and extinction probability

S Hautphenne, G Latouche

2011-12-01

We study transient features and the extinction probability of a particular class of multitype Markovian branching processes called..

Queues with boundary assistance: The effects of truncation

G Latouche, GT Nguyen, PG Taylor

2011-01-01

We study a system of two queues with boundary assistance, represented as a continuous-time Quasi-Birth-and-Death process (QBD). Un..