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math.PR2018
An Ephemerally Self-Exciting Point Process
Andrew Daw, Jamol Pender
Across a wide variety of applications, the self-exciting Hawkes process has been used to model phenomena in which the history of events influences future occurrences. However, ther…
math.PR2018
On the Distributions of Infinite Server Queues with Batch Arrivals
Andrew Daw, Jamol Pender
Queues that feature multiple entities arriving simultaneously are among the oldest models in queueing theory, and are often referred to as "batch" (or, in some cases, "bulk") arriv…