activity
20052023
most citedSpectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

75 citations · 137 across the 7 of their papers we have counts for

collaborators

8 papers

math.PR2023

Open networks of infinite server queues with non-homogeneous multivariate batch Poisson arrivals

Somya Mehra, Peter G. Taylor

In this paper, we consider the occupancy distribution for an open network of infinite server queues with multivariate batch arrivals following a non-homogeneous Poisson process, an…

math.OC2018★ 1 cited

A Restless Bandit Model for Resource Allocation, Competition and Reservation

Jing Fu, Bill Moran, Peter G. Taylor

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless M…

cs.CR2018★ 57 cited

Block arrivals in the Bitcoin blockchain

R. Bowden, H. P. Keeler, A. E. Krzesinski +1

Bitcoin is a electronic payment system where payment transactions are verified and stored in a data structure called the blockchain. Bitcoin miners work individually to solve a com…

math.PR2017

Why is Kemeny's constant a constant?

Dario Bini, Jeffrey J. Hunter, Guy Latouche +2

In their 1960 book on finite Markov chains, Kemeny and Snell established that a certain sum is invariant. The value of this sum has become known as {\it Kemeny's constant}. Various…

math.PR2017

The time-dependent expected reward and deviation matrix of a finite QBD process

Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1

Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…

math.OC2015

Calculating optimal limits for transacting credit card customers

Jonathan K. Budd, Peter G. Taylor

We present a model of credit card profitability, assuming that the card-holder always pays the full outstanding balance. The motivation for the model is to calculate an optimal cre…