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I was reading about continuous time Markov chains, when I met for the first time the theory of queue processes. In particular, I considered the following situation which I found on Wikipedia, called M/...

I have come across the following priority queue, which seems quite natural to me. A single queue with 2 types of costumers, independent Poisson arrivals and Poisson services. First class costumers ...

Im looking for a reference that treats the Markov Chain defined by $$W_i=(W_{i-1}-1)\vee X_i$$ where $X_i\geq 0$ are i.i.d discrete variables. In particular im interested in a reference that treats ...

Let $\mathcal{D}(m)$ be the set of phase-type distributions constructed from $m+1$-state Markov chains. Recall that the coefficient of variation of a distribution $D$ is the ratio of the standard ...