26 citations · 48 across the 17 of their papers we have counts for
20 papers
Multi-Absorbing Phase-Type Distributions for Right-Censored Competing Risks Data
Zhihao Qiao, Budhi Surya, Azam Asanjarani +1
Phase-type (PH) distributions are versatile semi-parametric models for lifetime duration and can be used in survival and reliability analysis. In this paper we put forward methods…
Second Order Properties of Thinned Counts in Finite Birth--Death Processes
Daryl. J. Daley, Yoni Nazarathy, Jiesen Wang
The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is…
Nonparametric testing via partial sorting
Krzysztof Bisewski, H. M. Jansen, Yoni Nazarathy
In this paper we introduce the idea of partially sorting data to design nonparametric tests. This approach gives rise to tests that are sensitive to both the order and the underlyi…
On Busy Periods of the Critical GI/G/1 Queue and BRAVO
Yoni Nazarathy, Zbigniew Palmowski
We study critical GI/G/1 queues under finite second moment assumptions. We show that the busy period distribution is regularly varying with index half. We also review previously kn…
Markovian Transition Counting Processes: An Alternative to Markov Modulated Poisson Processes
Azam Asanjarani, Sophie Hautphenne, Yoni Nazarathy
Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very p…
The Value of Information and Efficient Switching in Channel Selection
Jiesen Wang, Yoni Nazarathy, Thomas Taimre
We consider a collection of statistically identical two-state continuous time Markov chains (channels). A controller continuously selects a channel with the view of maximizing infi…
A Survey of Parameter and State Estimation in Queues
Azam Asanjarani, Yoni Nazarathy, Peter Taylor
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations sc…
Estimation of Semi-Markov Multi-state Models: A Comparison of the Sojourn Times and Transition Intensities Approaches
Azam Asanjarani, Benoit Liquet, Yoni Nazarathy
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and…
Traffic Equations for Fluid Networks with Overflows
S. Fleuren, H. M. Jansen, E. Lefeber +1
Many real life queueing networks have finite buffers with overflows. To understand the behavior of such networks, we consider traffic equations that generalize the traffic equation…
Stationary Markovian Arrival Processes, Results and Open Problems
Azam Asanjarani, Yoni Nazarathy
We consider two classes of irreducible Markovian arrival processes specified by the matrices and . The Markov Modulated Poison Process (MMPP) and the Markovian Switched Pois…
The Squared Coefficient of Variation for MMPP is Greater than Unity
Azam Asanjarani, Yoni Nazarathy
Folklore often treats the Markov Modulated Poisson Process as bursty because the variance divided by the expectation of counts is greater than unity. When viewed through the lens o…
Parameter and State Estimation in Queues and Related Stochastic Models: A Bibliography
Azam Asanjarani, Yoni Nazarathy
This is an annotated bibliography on estimation and inference results for queues and related stochastic models. The purpose of this document is to collect and categorise works in t…
The Role of Information in System Stability with Partially Observable Servers
Azam Asanjarani, Yoni Nazarathy
We consider a simple discrete-time controlled queueing system, where the controller has a choice of which server to use at each time slot and server performance varies according to…
Scheduling for a Processor Sharing System with Linear Slowdown
Liron Ravner, Yoni Nazarathy
We consider the problem of scheduling arrivals to a congestion system with a finite number of users having identical deterministic demand sizes. The congestion is of the processor…
A Correction Term for the Covariance of Renewal-Reward Processes with Multivariate Rewards
Brendan Patch, Yoni Nazarathy, Thomas Taimre
We consider a renewal-reward process with multivariate rewards. Such a process is constructed from an i.i.d.\ sequence of time periods, to each of which there is associated a multi…
Diffusion Parameters of Flows in Stable Multi-class Queueing Networks
Sarat Babu Moka, Yoni Nazarathy, Werner Scheinhardt
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under…
The Second Order Terms of the Variance Curves for Some Queueing Output Processes
Sophie Hautphenne, Yoav Kerner, Yoni Nazarathy +1
We consider queueing output processes of some elementary queueing models such as the M/M/1/K queue and the M/G/1 queue. An important performance measure for these counting processe…
The age of information in gossip networks
Jori Selen, Yoni Nazarathy, Lachlan L. H. Andrew +1
We introduce models of gossip based communication networks in which each node is simultaneously a sensor, a relay and a user of information. We model the status of ages of informat…
BRAVO for many-server QED systems with finite buffers
Daryl J. Daley, Johan S. H. van Leeuwaarden, Yoni Nazarathy
This paper demonstrates the occurrence of the feature called BRAVO (Balancing Reduces Asymptotic Variance of Output) for the departure process of a finite-buffer Markovian many-ser…
Non-Existence of Stabilizing Policies for the Critical Push-Pull Network and Generalizations
Yoni Nazarathy, Leonardo Rojas-Nandayapa, Thomas S. Salisbury
The push-pull queueing network is a simple example in which servers either serve jobs or generate new arrivals. It was previously conjectured that there is no policy that makes the…