Markovian queues with Poisson control

We investigate Markovian queues that are examined by a controller at random times determined by a Poisson process. Upon examination, the controller sets the service speed to be equal to the minimum of the current number of customers in the queue and a certain maximum service speed; this service speed prevails until the next examination time. We study the resulting two-dimensional Markov process of queue length and server speed, in particular two regimes with time scale separation, specifically for infinitely frequent and infinitely long examination times. In the intermediate regime the analysis proves to be extremely challenging. To gain further insight into the model dynamics we then analyse two variants of the model in which the controller is just an observer and does not change the speed of the server.     

The MAP/PH/N retrial queue in a random environment

We consider the MAP/PH/N retrial queue with a finite number of sources operating in a finite state Markovian random environment. Two different types of multi-dimensional Markov chains are investigated describing the behavior of the system based on state space arrangements. The special features of the two formulations are discussed. The algorithms for calculating the stationary state probabilities are elaborated, based on which the main performance measures are obtained, and numerical examples are presented as well.     

Stability analysis for stochastic jump systems with time-varying delay

This paper deals with the mean-square asymptotic stability of stochastic Markovian jump systems with time-varying delay. Based on a new stochastic inequality and convex analysis property, some novel stability conditions are presented. In the derivation, the information of the time-varying delay is retained and the estimation of it by the worst-case enlargement is not involved. Some special cases of the systems under consideration are also investigated. Illustrative examples are given to show the effectiveness of the proposed approach.     

Tandem queueing system with infinite and finite intermediate buffers and generalized phase-type service time distribution

A tandem queueing system with infinite and finite intermediate buffers, heterogeneous customers and generalized phase-type service time distribution at the second stage is investigated. The first stage of the tandem has a finite number of servers without buffer. The second stage consists of an infinite and a finite buffers and a finite number of servers. The arrival flow of customers is described by a Marked Markovian arrival process. Type 1 customers arrive to the first stage while type 2 customers arrive to the second stage directly. The service time at the first stage has an exponential distribution. The service times of type 1 and type 2 customers at the second stage have a phase-type distribution with different parameters. During a waiting period in the intermediate buffer, type 1 customers can be impatient and leave the system. The ergodicity condition and the steady-state distribution of the system states are analyzed. Some key performance measures are calculated. The Laplace–Stieltjes transform of the sojourn time distribution of type 2 customers is derived. Numerical examples are presented.     

Validity of the quantum regression theorem for resonance fluorescence in a photonic crystal

Correlation functions of a driven two‐level system embedded in a photonic crystal are analyzed. The spectral density of the photonic bands near a gap makes this system non‐Markovian. The equations of motion for two‐time correlations are derived by two different methods, the quantum regression theorem and the fluctuation dissipation theorem, and found to be the same.     

带Markov状态转换的跳扩散方程的数值解

研究了一类带Markov状态转换的跳扩散方程的数值解的问题,为讨论这类方程精确解的数值计算问题,我们给出了一种基于Euler格式的方程解的跳适应算法,并在一定的条件下,证明了基于这种新的跳适应算法所得到的方程的数值解是收敛于它的精确解,同时还给出了数值解收敛到其精确解的收敛阶数.最后,本文通过两个例子说明了这种跳适应算法的计算有效性.     

独立同分布随机环境中两性Galton-Watson分支过程灭绝概率的渐近行为

本文研究了独立同分布随机环境中的两性Galton-Watson分支过程,在上临界情形下,当k充分大时,qk≤ck<'-α>.     

一般随机环境中马氏链的强大数律

本文研究了具有离散参数的一般环境中马氏链的强大数定律.利用随机环境中马氏链停时,获得了加在绕积马氏链样本函数上大数定律成立的充分条件.     

Multigrid algorithm from cyclic reduction for Markovian queueing networks

A multigrid method based on cyclic reduction strategy is proposed to solve huge, nonsymmetric singular linear systems arising from Markovian queueing networks. A simple way to construct the matrix-dependent prolongation and restriction operators is presented in this paper. Numerical results for multiple queues are given to illustrate the efficiency and robustness of our methods.