IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v130y2020i6p3249-3276.html
   My bibliography  Save this article

Fractional Erlang queues

Author

Listed:
  • Ascione, Giacomo
  • Leonenko, Nikolai
  • Pirozzi, Enrica

Abstract

We introduce a fractional generalization of the Erlang Queues M∕Ek∕1. Such process is obtained through a time-change via inverse stable subordinator of the classical queue process. We first exploit the (fractional) Kolmogorov forward equation for such process, then we use such equation to obtain an interpretation of this process in the queuing theory context. Then we also exploit the transient state probabilities and some features of this fractional queue model, such as the mean queue length, the distribution of the busy periods and some conditional distributions of the waiting times. Finally, we provide some algorithms to simulate their sample paths.

Suggested Citation

  • Ascione, Giacomo & Leonenko, Nikolai & Pirozzi, Enrica, 2020. "Fractional Erlang queues," Stochastic Processes and their Applications, Elsevier, vol. 130(6), pages 3249-3276.
    • Handle: RePEc:eee:spapps:v:130:y:2020:i:6:p:3249-3276
    DOI: 10.1016/j.spa.2019.09.012
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414918307609
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spa.2019.09.012?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Donald P. Gaver, 1954. "The Influence of Servicing Times in Queuing Processes," Operations Research, INFORMS, vol. 2(2), pages 139-149, May.
    2. Dexter O. Cahoy & Federico Polito & Vir Phoha, 2015. "Transient Behavior of Fractional Queues and Related Processes," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 739-759, September.
    3. George Luchak, 1956. "The Solution of the Single-Channel Queuing Equations Characterized by a Time-Dependent Poisson-Distributed Arrival Rate and a General Class of Holding Times," Operations Research, INFORMS, vol. 4(6), pages 711-732, December.
    4. Changpin Li & Deliang Qian & YangQuan Chen, 2011. "On Riemann-Liouville and Caputo Derivatives," Discrete Dynamics in Nature and Society, Hindawi, vol. 2011, pages 1-15, March.
    5. H. J. Haubold & A. M. Mathai & R. K. Saxena, 2011. "Mittag-Leffler Functions and Their Applications," Journal of Applied Mathematics, Hindawi, vol. 2011, pages 1-51, May.
    6. Veillette, Mark & Taqqu, Murad S., 2010. "Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 697-705, April.
    7. Erhan Cinlar, 1974. "Markov Additive Processes and Semi-Regeneration," Discussion Papers 118, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Enrica Pirozzi, 2022. "On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy," Mathematics, MDPI, vol. 10(4), pages 1-18, February.
    2. Giacomo Ascione & Nikolai Leonenko & Enrica Pirozzi, 2022. "Non-local Solvable Birth–Death Processes," Journal of Theoretical Probability, Springer, vol. 35(2), pages 1284-1323, June.
    3. Vishwakarma, P. & Kataria, K.K., 2024. "On integrals of birth–death processes at random time," Statistics & Probability Letters, Elsevier, vol. 214(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Giacomo Ascione & Bruno Toaldo, 2019. "A Semi-Markov Leaky Integrate-and-Fire Model," Mathematics, MDPI, vol. 7(11), pages 1-24, October.
    2. Giacomo Ascione & Nikolai Leonenko & Enrica Pirozzi, 2018. "Fractional Queues with Catastrophes and Their Transient Behaviour," Mathematics, MDPI, vol. 6(9), pages 1-26, September.
    3. K. Murari, 1972. "A queueing problem with correlated arrivals and correlated phase-type service zur theorie des rangtests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 18(1), pages 110-119, December.
    4. Giacomo Ascione & Enrica Pirozzi, 2020. "On the Construction of Some Fractional Stochastic Gompertz Models," Mathematics, MDPI, vol. 8(1), pages 1-24, January.
    5. Najma Ahmed & Nehad Ali Shah & Farman Ali & Dumitru Vieru & F.D. Zaman, 2021. "Analytical Solutions of the Fractional Mathematical Model for the Concentration of Tumor Cells for Constant Killing Rate," Mathematics, MDPI, vol. 9(10), pages 1-14, May.
    6. Coronel-Escamilla, Antonio & Gomez-Aguilar, Jose Francisco & Stamova, Ivanka & Santamaria, Fidel, 2020. "Fractional order controllers increase the robustness of closed-loop deep brain stimulation systems," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    7. Hainaut, Donatien, 2021. "Lévy interest rate models with a long memory," LIDAM Discussion Papers ISBA 2021020, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    8. Souza, Matheus de Oliveira & Rodriguez, Pablo M., 2021. "On a fractional queueing model with catastrophes," Applied Mathematics and Computation, Elsevier, vol. 410(C).
    9. Choe, Geon Ho & Lee, Dong Min, 2016. "Numerical computation of hitting time distributions of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 289-294.
    10. Virginia Kiryakova & Jordanka Paneva-Konovska, 2024. "Going Next after “A Guide to Special Functions in Fractional Calculus”: A Discussion Survey," Mathematics, MDPI, vol. 12(2), pages 1-39, January.
    11. Das, Meghadri & Samanta, G.P., 2020. "A delayed fractional order food chain model with fear effect and prey refuge," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 178(C), pages 218-245.
    12. Ravi Agarwal & Snezhana Hristova & Donal O’Regan, 2019. "Explicit Solutions of Initial Value Problems for Linear Scalar Riemann-Liouville Fractional Differential Equations With a Constant Delay," Mathematics, MDPI, vol. 8(1), pages 1-14, December.
    13. Edgardo Alvarez & Carlos Lizama, 2020. "The Super-Diffusive Singular Perturbation Problem," Mathematics, MDPI, vol. 8(3), pages 1-14, March.
    14. Daniele Mortari, 2023. "Representation of Fractional Operators Using the Theory of Functional Connections," Mathematics, MDPI, vol. 11(23), pages 1-16, November.
    15. Sweilam, N.H. & El-Sakout, D.M. & Muttardi, M.M., 2020. "Numerical study for time fractional stochastic semi linear advection diffusion equations," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    16. Ravi Agarwal & Snezhana Hristova & Donal O’Regan & Peter Kopanov, 2020. "p -Moment Mittag–Leffler Stability of Riemann–Liouville Fractional Differential Equations with Random Impulses," Mathematics, MDPI, vol. 8(8), pages 1-16, August.
    17. Agahi, Hamzeh & Khalili, Monavar, 2020. "Truncated Mittag-Leffler distribution and superstatistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    18. Zhokh, Alexey & Strizhak, Peter, 2018. "Thiele modulus having regard to the anomalous diffusion in a catalyst pellet," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 58-63.
    19. Praveendra Singh & Madhu Jain, 2024. "Inventory policy for degrading items under advanced payment with price and memory sensitive demand using metaheuristic techniques," Operational Research, Springer, vol. 24(3), pages 1-34, September.
    20. Rakesh K. Parmar, 2015. "A Class of Extended Mittag–Leffler Functions and Their Properties Related to Integral Transforms and Fractional Calculus," Mathematics, MDPI, vol. 3(4), pages 1-14, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:130:y:2020:i:6:p:3249-3276. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.