activity
20232026
most citedThe stationary distributions of state-dependent diffusions reflected at one and two sides

1 citations · 2 across the 9 of their papers we have counts for

collaborators

9 papers

math.PR2026

Heavy-traffic limit of stationary distributions of a state-dependent queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Inspired by the work of Atar and Miyazawa [1] (2026) as well as applications to energy-saving problems, we are interested in the heavy-traffic limit of the stationary queue length…

math.PR2026

Diffusion limit for the stationary distribution of a history-dependent two-level M/M/1 queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Recently, Atar and Miyazawa [2] introduced a multi-level GI/G/1 queue with a finite number of levels, where both the arrival and service rates depend on the level corresponding to…

math.PR2025

Heavy-tail asymptotics for the length of a busy period in a Generalised Jackson Network

Sergey Foss, Masakiyo Miyazawa, Linglong Yuan

We consider a Generalised Jackson Network with finitely many servers, a renewal input and service times at each queue. We assume the network to be stable and, in addition,…

math.PR2025

Heavy traffic limit of stationary distribution of the multi-level single server queue

Masahiro Kobayashi, Masakiyo Miyazawa, Yutaka Sakuma

Atar and Miyazawa recently introduced a single server queue with queue length dependent arrival and service processes, and name it a multi-level queue. They prove that the heavy tr…

math.PR2025

Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition

Rami Atar, Masakiyo Miyazawa

This paper studies a single server queue in heavy traffic, with general inter-arrival and service time distributions, where arrival and service rates vary discontinuously as a func…

math.PR2024★ 1 cited

The stationary distributions of state-dependent diffusions reflected at one and two sides

Masakiyo Miyazawa

Consider a one-dimensional diffusion process which has state-dependent drift and deviation and is reflected at the origin, which is called a one-side reflected diffusion or simply…