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math.PR2021★ 19 cited
M/M/1 queue in two alternating environments and its heavy traffic approximation
Antonio Di Crescenzo, Virginia Giorno, Balasubramanian Krishna Kumar +1
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a sy…
math.PR2011★ 58 cited
A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation
Antonio Di Crescenzo, Virginia Giorno, Balasubramanian Krishna Kumar +1
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair tim…