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pro vyhledávání: '"Miyazawa, Masakiyo"'
Autor:
Miyazawa, Masakiyo
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 reflected diffusion. We are particularly interested in the case that i
Externí odkaz:
http://arxiv.org/abs/2410.11496
Autor:
Miyazawa, Masakiyo
A semi-martingale reflecting Brownian motion is a popular process for diffusion approximations of queueing models including their networks. In this paper, we are concerned with the case that it lives on the nonnegative half-line, but the drift and va
Externí odkaz:
http://arxiv.org/abs/2405.16764
In Braverman et al. (2024), the authors prove that the stationary distribution of a multiclass queueing network converges to the stationary distribution of a semimartingale reflecting Brownian motion (SRBM) in heavy traffic. Among the sufficient cond
Externí odkaz:
http://arxiv.org/abs/2404.13651
Autor:
Miyazawa, Masakiyo
We consider a single server queue which has a threshold to change its arrival process and service rate by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a single serv
Externí odkaz:
http://arxiv.org/abs/2312.11284
Autor:
Miyazawa, Masakiyo
We consider Palm distributions arising in a Markov process with time homogeneous transitions which is jointly stationary with multiple point processes. Motivated by a BAR approach studied in the recent paper Braverman, Dai and Miyazawa (2023}, we are
Externí odkaz:
http://arxiv.org/abs/2308.03553
The basic adjoint relationship (BAR) approach is an analysis technique based on the stationary equation of a Markov process. This approach was introduced to study heavy-traffic, steady-state convergence of generalized Jackson networks in which each s
Externí odkaz:
http://arxiv.org/abs/2302.05791
Autor:
Miyazawa, Masakiyo, Morozov, Evsey
We consider a two station cascade system in which waiting or externally arriving customers at station $1$ move to the station $2$ if the queue size of station $1$ including a customer being served is greater than a given threshold level $C_{1} \ge 1$
Externí odkaz:
http://arxiv.org/abs/2203.14294
Autor:
Miyazawa, Masakiyo
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary distribution of its buffer content process. Using two different approaches, we derive upper and lower
Externí odkaz:
http://arxiv.org/abs/1912.05177
Akademický článek
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Autor:
Foss, Sergey, Miyazawa, Masakiyo
We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with a homogeneous Poiss
Externí odkaz:
http://arxiv.org/abs/1808.09209